Adaptive H₂/H_∞ hybrid filter based on convex optimization

The INS/GPS integrated navigation as the research object, based on in-depth analysis of the multiple model filter method, the convex optimization hybrid filtering method based on adaptive optimization. OLS-SVM method utilizes real-time to obtain the weighted value w₁,w₂ of the hybrid filter, enables the weight value can be varied with the real-time filtering effect of changes. Therefore, it can effectively improve the system robustness, thus affecting the estimation precision of the whole system. The simulation results show that, the method of state model instability and filter unreliable has strong adaptability, can effectively restrain the divergence of Kalman filter, which improves the system's accuracy and robustness.