EGP-CDKF for Performance Improvement of the SINS/GNSS Integrated System

Position and orientation system (POS), which typically integrates strapdown inertial navigation system (SINS) and global navigation satellite system (GNSS), serves as a key sensor in airborne remote sensing, mobile mapping, and vehicle localization. POS can provide reliable, high-frequency and high-precision motion parameters using nonlinear Kalman Filter models based on fusion methods, such as extended Kalman filter, unscented Kalman filter, central difference Kalman filter (CDKF), and square root CDKF (SR-CDKF). Although the nonlinear parametric models are of high efficiency, there are also limitation on their capabilities of prediction and estimation, as it is often impossible to model all aspects of POS. In this paper, Gaussian processes (GP)-based is presented to enhance the capabilities of prediction and estimation for parametric CDKF. On one hand, it can estimate the state vector of POS with the nonlinear parametric CDKF on condition that trained data is limited; on the other hand, GP can take both the noise and the uncertainty in the nonlinear parametric CDKF into consideration. Consequently, the incorporation of GP into CDKF can result in further performance improvement. The proposed approach is verified in the real experiment, and shows that large performance benefits are achieved through applying the enhanced GP-CDKF(EGP-CDKF) into the SINS/GNSS integrated system.