A Redundant Measurement-Based Maximum Correntropy Extended Kalman Filter for the Noise Covariance Estimation in INS/GNSS Integration

The resolution accuracy of the inertial navigation system/global navigation satellite system (INS/GNSS) integrated system would be degraded in challenging areas. This paper proposed a novel algorithm, which combines the second-order mutual difference method with the maximum correntropy criteria extended Kalman filter to address the following problems (1) the GNSS measurement noise estimation cannot be isolated from the state estimation and suffers from the auto-correlated statistic sequences, and (2) the performance of EKF would be degraded under the non-Gaussian condition. In detail, the proposed algorithm determines the possible distribution of the measurement noise by a kernel density function detection, then depending on the detection result, either the difference sequences–based method or an autoregressive correction algorithm’s result is utilized for calculating the noise covariance. Then, the obtained measurement noise covariance is used in MCEKF instead of EKF to enhance filter adaptiveness. Meanwhile, to enhance the numerical stability of the MCEKF, we adopted the Cholesky decomposition to calculate the matrix inverse in the kernel function. The road experiment verified that our proposed method could achieve more accurate navigation resolutions than the compared ones.