ALGORITHM OF FEDERATED FILTER WITH DIFFERENT LOCAL AND MASTER FILTER STATES

摘要

In this paper, a sub-optimal algorithm of the federated filter is analyzed where the local and master filter states are different. A proof for this algorithm is given by assuming that the local and master estimates are uncorrelated. Finally an integrated navigation system with Initial Navigation System (INS), Global Positioning System (GPS) and Doppler radar is simulated to show that the above assumption is acceptable, and the solution of the sub-optimal algorithm is approximate to the optimal solution.