Testing a decentralized filter for GPS/INS integration

A decentralized Kalman filter strategy is presented and applied to GPS/INS (Global Positioning System/inertial navigation system) integration. Two Kalman filters are used. One is a local filter, processing GPS data and providing locally best estimates of position and velocity. The second is an INS filter which uses the results from the GPS filter as updates to the estimates obtained from the inertial data. Because of the high short-term accuracy of the inertial system, the position results from INS can be used for cycle slip detection and correction. The major advantages of this method are the flexible combination of GPS and INS and the simplicity of the implementation. Compared to centralized filtering, the decentralized filter gives globally the same optimal estimation accuracy as the centralized Kalman filter. The accuracy does not deteriorate when a suboptimal cascaded filter is used, which has some advantages in terms of computational efficiency. Extension of this method to more sensors is straightforward. Numerical results are used to illustrate the salient features of the method.<>