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The Kalman filter is a familiar minimum mean square estimator for linear systems. In practice, the filter is frequently employed for nonlinear problems. This paper investigates into the application of the Kalman filter’s nonlinear variants, namely the extended Kalman filter (EKF), the unscented Kalman filter (UKF) and the second order central difference filter (CDF2). A low cost strapdown inertial...
The necessity recurrently comes up to align a strapdown inertial navigation system (SINS) in a moving vehicle to avoid a long run-up of the inertial system before a start or launch command is issued. This in-motion alignment is therefore achieved by integrating SINS data with some external aiding source such as the Global Positioning System (GPS) by using some form of measurement matching method....
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