A FAST KALMAN FILTER FOR INTEGRATED GPS/INS BASED ON U D FACTORIZATION

A fast U D factorization based Kalman filter for the 21 state integrated global positioning system and inertial navigation system (GPS/INS) is developed from the point of engineering implementation. The conventional Kalman filter is widely used for integration of GPS/INS, however, due to the model and numerical computation errors, the Kalman filter may diverge in engineering implementation. In order to solve this problem, an extended Kalman filter based on the U D factorization is proposed. Moreover, the high order integrated system suffers from the problem of long computation time, leading to difficulties in real time applications. An algorithmic approach is developed to improve the computational speed. A typical aircraft trajectory is simulated to compare the improvement in the computational speed and the navigation accuracy using the conventional Kalman filter and the fast Kalman filter based on the U D factorization. The results indicate that the methods proposed in this paper are very effective in overcoming these problems for the high dynamic integrated GPS/INS system.