An Adaptive Cubature Kalman Filter Based on Resampling-Free Sigma-Point Update Framework and Improved Empirical Mode Decomposition for INS/CNS Navigation

Abstract

For the degradation of the filtering performance of the INS/CNS navigation system under measurement noise uncertainty, an adaptive cubature Kalman filter (CKF) is proposed based on improved empirical mode decomposition (EMD) and a resampling-free sigma-point update framework (RSUF). The proposed algorithm innovatively integrates improved EMD and RSUF into CKF to estimate measurement noise covariance in real-time. Specifically, the improved EMD is used to reconstruct measurement noise, and the exponential decay weighting method is introduced to emphasize the use of new measurement noise while gradually discarding older data to estimate the measurement noise covariance. The estimated measurement noise covariance is then imported into RSUF to directly construct the posterior cubature points without a resampling step. Since the measurement noise covariance is updated in real-time and the prediction cubature points error is directly transformed to the posterior cubature points error, the proposed algorithm is less sensitive to the measurement noise uncertainty. The proposed algorithm is verified by simulations conducted on the INS/CNS-integrated navigation system. The experimental results indicate that the proposed algorithm achieves better performance for attitude angle.

Keywords

• adaptive Kalman filter
• INS/CNS navigation
• measurement noise uncertainty
• sigma-point update framework
• empirical mode decomposition