Adaptive incremental Kalman filter method

An adaptive incremental Kalman filter (AIKF) method was proposed, of which the concept, model, basic equations and key calculative steps were given. Classical adaptive Kalman filter(AKF)method can effectively estimate the prior knowledge on the statistical characteristics of state noise and measurement noise. Classical AKF method cannot compensate and correct the unknown time-varying system errors that due to environmental factors and the instability of measurement equipments in actual engineering (such as deep space exploration), which produced considerable filter errors and even led to diverge. The presented adaptive incremental Kalman filter method can estimate statistical characteristics of state noise and measurement noise, and also can successfully eliminate these measurement equation's system errors. The method can greatly improve the accuracy of incremental Kalman filter. The method is simple to calculate and easy to apply in engineering.