Interacting Weighted Ensemble Kalman Filter applied to Underwater Terrain Aided Navigation

Terrain Aided Navigation (TAN) provides a drift-free navigation approach for Unmanned Underwater Vehicles. This paper focuses on an improved version of the Weighted Ensemble Kalman Filter (WEnKF) to solve the TAN problem. We analyze some theoretical limitations of the WEnKF and derive an improved version which ensures that the asymptotic variance of weights remains bounded. This improvement results in an enhanced robustness to nonlinearities in practice. Numerical results are presented and the robustness is demonstrated with respect to conventional WEnKF, yielding twice as less non-convergence cases.