Kalman/Particle Filter for Integrated Navigation System

Abstract

Particle filter is introduced. Since the particle filter would bring hard computation, a new Kalman/Particle mixed filter used on SINS/GPS integrated navigation system was proposed. The new method divides the system into two sub-models, one is linear, the other one is nonlinear, and then implement Kalman filter and particle filter separately. The simulation results show that their performance is almost equal, but the computation complexity of the Kalman/particle filter is much lower than traditional particle filter.