Combined adaptive robust Kalman filter algorithm

The precise positioning of dynamic and static objects such as vehicles and pedestrians is a key technology. A global navigation satellite system signal is the primary signal source required to achieve precise positioning, and the optimal estimation method used in precise positioning is Kalman filtering (KF). Standard KF can only achieve optimal estimation results under the conditions that the mathematical model has been determined and the noise characteristics are known. However, when there are measurement outliers and prior noise information deviations, the accuracy of KF cannot be guaranteed. To effectively solve the above problems, a combined adaptive robust Kalman filter (CARKF) algorithm is proposed. First, the influence of measurement outliers on KF accuracy is resisted using the robust Kalman filter method. Then, the influence of an anomalous innovation on its autocorrelation sequence and cross-correlation sequence is resisted by the robust estimator for correlated observations based on the IGGIII method, to ensure the correct estimation of the correlation function sequence of the filtered innovation statistics. Finally, the autocovariance least-squares method is used to eliminate the coupling effect between noise covariances and accurately estimate the unknown noise covariance information. Moreover, an iterative strategy is adopted to eliminate the effect of errors caused by prior noise covariance deviations. The results of the three experiments show that the CARKF method can not only effectively resist the influence of measurement outliers on filtering accuracy and noise covariance valuation but also overcome the influence of errors caused by prior noise deviations and accurately simultaneously estimate two kinds of unknown noise covariance information.