Comparison of Kalman and H∞ filtering algorithmin the integrated navigation system

Wanxin Su

COMPUTER MODELLING&NEW TECHNOLOGIES 2014 18(12B) 642-646

Changchun Institute of Optics, Fine Mechanics and Physics, Chinese Academy of Sciences, East Nanhu Road No.3888,Changchun, China

The integrated navigation (SINS/GPS) makes the outputvelocity or position difference between strap-down inertial navigation SINS and GPS as the measured values, and thenthe error of integrated navigation system is estimated and corrected byone filtering method in real time. In this paper, Kalman filtering algorithm and H∞filtering algorithm are compared by estimating the error, in colored noise conditions.It can be seen thatKalman filter estimate value error larger than H¥ filter’s, in the velocity and position of the three directions.Proved by simulation and experiment, H∞filtering algorithm has better stability and robustness.