A Hypothesis Test-Constrained Robust Kalman Filter for INS/GNSS Integration with Abnormal Measurement

This paper presents a hypothesis test-constrained robust Kalman filter for INS/GNSS (inertial navigation system/global navigation satellite system) integrated navigation in the presence of measurement outliers. This method estimates measurement noise covariance by combining hypothesis test with the maximum likelihood theory to handle measurement outliers. A chi square test and an improved sequential probability ratio test are established to characterize abrupt and slow-growing measurement outliers, respectively. Subsequently, these two hypothesis tests are used to constrain the maximum likelihood estimation of measurement noise covariance to accommodate measurement outliers. Based on the hypothesis test-constrained maximum likelihood estimation of measurement noise covariance, a robust Kalman filter is developed for INS/GNSS integrated navigation in the presence of measurement outliers. Simulation and experimental results demonstrate that the proposed method can effectively deal with measurement outliers. The resultant navigation accuracy is about 46% and 30% higher than that of the Kalman filter and maximum likelihood-based robust Kalman filter for INS/GNSS integrated navigation.