Strapdown inertial navigation system alignment based on marginalised unscented Kalman filter

This study concerns the strapdown inertial navigation system (SINS) initial alignment under marine mooring condition with large initial error. The ten-dimensional state initial alignment error functions of the SINS with inclusion of non-linear characteristics have been derived. It is pointed out for the first time that the non-linear functions are applied to only a subset of the elements of the state vector, that is, the velocities error and the misalignment angles. Then a computationally efficient refinement of the unscented transformation (UT) called marginalised UT (MUT) is investigated in these special non-linear systems with a linear substructure. A performance comparison between the extended Kalman filter (EKF), the UT-based Kalman filter (UKF) and the MUT-based Kalman filter (MUKF) demonstrates that both the UKF and the MUKF can outperform the EKF and the MUKF and can achieve, if not better, at least a comparable performance to the UKF, at a significantly lower expense.