A new application of Kalman filtering algorithm based on interval calculation in navigation system

摘要

In traditional Kalman filtering algorithm, the system noise and observation noise should be assumed as zero-mean Gaussian white noise, meanwhile need the state-space model and relevant references be given and accurate. However, the white noise is just an ideal noise model that doesn't exist in real environment. This paper analyzed the effect to filtering result from the statistical estimation in traditional Kalman filtering algorithm and brought interval calculation into traditional Kalman filtering algorithm, which based on the concept of interval and could improve the robustness of the system, decrease the error caused by the statistical estimation of noise model.