Application of H_∞ filtering for outliers restraining in integrated navigation

The outliers in the observation values make the estimation of H_∞ filtering inaccurate. A new algorithm for outliers restraining is brought forward. Chebyshev's inequality is used to detect outliers, and the method based on information pervasion theorem is used to correct the single outlier or series outliers. The simulation of SINS/GPS integrated navigation for the long-distance missile showed that the new algorithms can detect outliers effectively and ensure the precision of filtering exactly, and the improved algorithm performal well.