Abstract:

A new adaptive estimation method of Kalman filter fading factor is presented from the stability of Kalman filter. The fading filter matrix is introduced, and the fading factor is adjusted adaptively on line based on the uncorrelated character of residual, so the fading filter works in the optimal state. The adaptive fading filter is applied in transfer alignment of inertial navigation systems (INS), the result shows the proposed algorithm is better than other algorithm when the prior data of model and noise character is unaccurate.