A Novel Progressive Gaussian Approximate Filter for Tightly Coupled GNSS/INS Integration

In this article, we focus on addressing the nonlinear filtering problem with large prior uncertainty but high measurement accuracy, which may be encountered in the application of tightly coupled global navigation satellite system (GNSS)/inertial navigation system (INS) integration. Although the existing methods, such as progressive Gaussian approximate filter (PGAF), can address this problem, it has poor estimation accuracy. To improve the estimation accuracy of PGAF, the step sizes as well as the measurement noise covariance matrix (MNCM) are jointly estimated based on the variational Bayesian approach, from which a novel PGAF with variable step size is developed. Tightly coupled GNSS/INS integration simulations illustrate that the proposed filter outperforms the existing methods both in estimation accuracy and rate of convergence.