New type of federated least square filtering algorithm and its application

A new type of federated filtering based on the least square estimation is presented, which is defined as federated least square filtering (FLSF), while the statistic information of the system noise and observation noise are uncertain in order to overcome the limitation of federated Kalman filtering (FKF) in multi-sensor information fusion. The relationship between FLSF and FKF is discussed in some detail. These two methods are compared further for practical application in inertial navigation system/double-star system/global positioning system (INS/DS/GPS) integrated navigation system. The simulating results indicate that the FLSF has better filtering accuracy than FKF, while the statistic information of the system noise and observation noise are uncertain.