Jk. Ray et al., The modified wave estimator as an alternative to a Kalman filter for real-time GPS/GLONASS-INS integration, J GEODESY, 73(10), 1999, pp. 568-576
The performance of a Kalman filter is essentially limited by the descriptio
n of the input noise and therefore it is difficult to improve the estimatio
n procedure within the framework of traditional estimation theory. One way
to further improve performance is to describe the system in a deterministic
sense for a meaningful, but short duration of time. A method called the mo
dified wave estimator (MWE) is used as an alternative to a conventional Kal
man filter. where the non-white disturbances are modeled using simple curve
s or waves, rather than shaping filters driven by known input noise values.
The major advantages of this method compared to a conventional Kalman filt
er are that the estimation accuracy is higher, especially for comparatively
weak observables. and is less sensitive to the description of input noise.
Results from an integrated global positioning system (GPS)/GLONASS (Global
Navigation Satellite System) - inertial navigation system (INS) test are u
sed to demonstrate the performance accuracy of the system using both a Kalm
an filter and the MWE approach. Results and their analyses an presented wit
h emphasis on situations where improved estimation can be achieved using th
is new technique.