Application of Adaptive Divided Difference Filter on GPS/IMU Integrated Navigation System

The efficient and accurate approximate nonlinear filters have been widely used in the estimation of states and parameters of dynamical systems. In this paper, an adaptive divided difference filter is designed for precise estimation of states and parameters of micromechanical gyro navigation system. Based on the investigation of nonlinear divided difference filter the adaptive divided difference filter(ADDF) was designed, which takes account of the incorrect time-varying noise statistics of dynamical systems and compensation of the nonlinearity effects neglected by linearization. And its performance is superior to that of DDF and extended Kalman filter(EKF). Simulation results indicate that the advantages of the proposed nonlinear filters make them attractive alternatives to the extended Kalman filter.