Improved Sage-Husa adaptive filtering and its application

In order to avoid the divergence and improve the real-time property of the filter, an adaptive filtering based on the covariance matching technique was proposed, which synthesized the covariance matching technique and simplified Sage-Husa filtering. The adaptive filtering was realized by changing and computing the measurement noise covariance, according to the state of the filtering. This algorithm was used to the INS/DS (Double Star) integrated navigation system and it was compared with the simplified Sage-Husa filtering. The simulation results show that the new algorithm simplifies the computation and improves the real-time property with the same accuracy.