An Improved Posteriori Variance-Covariance Components Estimation Applied to Unconventional GPS and Multiple Low-Cost Imus Integration Strategy

• Published in: IEEE access Vol. 7; pp. 136892 - 136906
• Main Authors: Zhu, Minghong, Yu, Fei, Xiao, Shu, Fan, Shiwei, Wang, Zhenpeng
• Format: Journal Article
• Language: English
• Published: Piscataway IEEE 2019; The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
• Subjects: Algorithms; Covariance; Error analysis; Estimation; Global Positioning System; Inertial sensing devices; Kalman filters; Measurement uncertainty; Mechanization; multi-sensor; Noise measurement; Redundancy; redundancy contribution; Sensors; Solid modeling; Stochastic models; Strategy; Systematic errors; Three dimensional models; unconventional; Variance; VCE

Meliorating a priori stochastic model of Kalman filer (KF) is always challenging. To address this challenge, this paper simultaneously estimates and corrects the variance components for all of the process noise and measurement matrix (Q & R) by a posteriori variance-covariance components estimat...