Singular value decomposition‐based iterative robust cubature Kalman filtering and its application for integrated global positioning system/strapdown inertial navigation system navigation

The issue of non‐linear robust state estimation in the integration of a strapdown inertial navigation system and global positioning system is addressed in this study. Based on the cubature Kalman filtering frame, a non‐linear robust filter called a robust cubature Kalman filter (RCKF) was introduced to address the outliers and the inaccurate model. It has been found that the determination of an optimal restriction parameter is crucial for maintaining the robustness and accuracy of the non‐linear robust filter. Unfortunately, the value of this restriction parameter is always determined by experience. In this study, an iterative strategy was proposed to adaptively attain the optimal restriction parameter without much previous experience. To improve the computational stability of the iterative non‐linear robust filter, a singular value decomposition strategy was adopted simultaneously. Two case studies indicate that the iterative RCKF can achieve greater robustness and accuracy using the methodology discussed in this study.