Cubature Kalman Filter with Both Adaptability and Robustness for Tightly-coupled GNSS/INS Integration

Tightly-coupled GNSS/INS (Global Navigation Satellite System/Inertial Navigation System) integration is of importance to vehicle positioning. However, this integration technology has difficulty in achieving optimal positioning solutions for the dynamic systems involving strong nonlinearity and systematic modelling error. This paper proposes a new methodology to address the problem of tightly-coupled GNSS/INS integration. This methodology rigorously derives a novel adaptive CKF (Cubature Kalman Filter) with fading memory for kinematic modelling error and a new robust CKF with emerging memory for observation modelling error, using the concept of Mahalanobis distance without involving artificial empiricism. Based on this, a new CKF with both adaptability and robustness is further developed by fusing the results of the standard CKF, adaptive CKF and robust CKF via the principle of interacting multiple model (IMM). Simulation and experiment results together with comparison analysis prove that the proposed methodology can curb the interferences of both kinematic and observation modelling errors on state estimation, leading to improved positioning accuracy for vehicle positioning via tightly-coupled GNSS/INS integration.