New robust filtering algorithm and its application to micro-electro-mechanical system-based inertial navigation system/global positioning system

A new robust filtering algorithm is proposed for enhancing the system robustness to uncertain disturbances and keeping a high accuracy. When the system is detectable and stabilizable, by introducing suitable filter gain matrix, we develop an exponentially stable filter to restrain the impact from uncertain disturbances to estimation errors. The new algorithm is verified offline with experimental data from an micro-electro-mechanical system-based inertial navigation system/global positioning system integrated navigation system; results show that the system operates in a low calculation complexity, but keeps a high accuracy in the presence of uncertain disturbances.