A new multiple fading Kalman filtering algorithm was proposed based on hypothesis testing. The algorithm on-line modifies the noise covariance of the Kalman filter by the fading matrix using chi-square testing method so as to improve the accuracy and convergency of the Kalman filter when there exist errors or when the plant was affected by unmeasurable external disturbances. The proposed algorithm was applied to a vehicle global positioning system/inerial navigation system/integrated navigation system(GPS/INS) and behaved satisfactorily.
ʢ ��,лʽǧ,�˳��㣮������������ͳ��[M]������:�ߵȽ���������,1979.145~148,375~376 Sheng Zhou, Xie Shiqian, Pan Chengyi. Probability and mathematical statistics .Beijing:High Education Press,1979.145~148, 375~376(in Chinese)
��춸���Ӧ������ͳ��[M] ����:�������պ����ѧ������,1989.119~123,284~288 Han Yugeng. Application mathematical statistics[M].Beijing:Beijing University of Aeronautics and Astronautics Press, 1989.119~123, 284~288(in Chinese)
Kim S, Kim J H.Adaptive fuzzynetwork|based C|measure map-matching algorithm for car navigation system[J].. IEEE Transactions on Industrial Electronics.2001,48(2):432-441