Modified Unscented Kalman Filter for a Multirate INS/GPS Integrated Navigation System

Instead of the extended Kalman filter the unscented Kalman filter (UKF) has been used in nonlinear systems without initial accurate state estimates over the last decade because the UKF is robust against large initial estimation errors. However in a multirate integrated system, such as an inertial navigation system (INS)/Global Positioning System (GPS) integrated navigation system, it is difficult to implement a UKF-based navigation algorithm in a low-grade or mid-grade microcontroller owing to a large computational burden. To overcome this problem, this letter proposes a modified UKF that has a reduced computational burden based on the basic idea that the change of probability distribution for the state variables between measurement updates is small in a multirate INS/GPS integrated navigation filter The performance of the modified UKF is verified through numerical simulations.