Low-cost integrated INS/GNSS using adaptive H∞ Cubature Kalman Filter

Abstract We proposed an adaptive H-infinity Cubature Kalman Filter (AH∞CKF) to improve the navigation accuracy of a highly manoeuvrable unmanned aerial vehicle (UAV). AH∞CKF fuses the Inertial Navigation System (INS) and Global Navigation Satellite System (GNSS) measurements. Traditional state estimation filters like extended Kalman filters (EKF) and cubature Kalman filters (CKF) assume Gaussian noises. However, their performance degrades for non-Gaussian noises and system uncertainties encountered in real-world applications. Thus, designing filters robust to noise and distribution is crucial. AH∞CKF combines H∞CKF design with an added adaptive factor to adjust the state estimation covariance matrix according to measurements by exploiting the square root method to yield more numerically stable results (SrAH∞CKF). We conducted multiple dynamically rich flight tests to validate our claims using a UAV equipped with a commercially well-known GNSS solution. Results show that the SrAH∞CKF state estimation outperforms EKF and CKF methods on average by 90% in various statistical measures.