Development of an optimized LEB filter and its application to INS/GPS test data

"An optimized linear-ellipsoidal-bounded (LEB) filter has been developed and applied to data obtained from a ground test using a combined INS/GPS configuration. In this cascaded configuration, the filter receives eight outputs from the INS (accelerations, velocity, angles, altitude) and six outputs from the GPS (velocities and positions). The GPS measurements have included the effect of selected availability (SA)-of varying or unknown spectrum-which, although likely to be estimated and compensated with some modelling techniques-at the expense of including extra state variables-could also be dealt with using the approach indicated in this article with much less effort. The SA effect is modelled as an unknown-but-bounded (UBB) noise process. Comparisons with an extended Kalman filter (KF) show that KF innovations are not white and the LEB filter innovations are one order of magnitude smaller than those produced by the KF. A simple second order example is developed to show the behavior of the LEB filter when compared to a KF."