Matrix weighted multisensor data fusion for INS/GNSS/CNS integration

Inertial navigation system (INS)/global navigation satellite system (GNSS)/ celestial navigation system (CNS) integration is a promising solution to improve the performance of navigation due to the complementary characteristics of INS, GNSS, and CNS. Nevertheless, the information fusion involved in INS/GNSS/CNS integration is still an open issue. This paper presents a matrix weighted multisensor data fusion methodology with two-level structure for INS/GNSS/CNS integrated navigation system. On the first level, GNSS and CNS are integrated with INS by two local filters respectively to obtain local optimal state estimations. On the second level, two different matrix weighted data fusion algorithms, one based on generic weighting matrices and the other based on diagonal weighting matrices, are developed to fuse the local state estimations for generating the global optimal state estimation. These two algorithms are derived in the sense of linear minimum variance, which provide unbiased fusion results no matter whether the local state estimations are mutually independent or not. Thus, they overcome the limitations of the federated Kalman filter by refraining from the use of the upper bound technique. Compared with the data fusion algorithm based on generic weighting matrices, the computational load involved in the one based on diagonal weighting matrices is significantly reduced, even though its accuracy is slightly lower due to the disregard of the coupled relationship between the components of the local state estimations. The effectiveness of the proposed matrix weighted multisensor data fusion methodology is verified through Monte Carlo simulations and practical experiments in comparison with the federated Kalman filter.