Design of minimax robust filtering for an integrated GPS/INS system

The problem of navigation systems with uncertain noise is considered. A min imax robust filtering which can minimize the worst performance under noise uncertainties using the game theory is proposed. This new filter is applied to an integrated GPS/INS navigation system. A high dynamics aircraft traje ctory is designed to test the new filter. The results show that minimax rob ust filtering performs better than standard Kalman filtering when noise par ameters of an inertial measurement unit change their statistical properties .