Extended Robust Kalman Filter Based on Innovation Chi-Square Test Algorithm and Its Application

An extended robust Kalman filter based on the chi-square test algorithm was developed to address the observation failure for position and velocity due to the fact that GNSS signals are sheltered as they interfere with integrated navigation.The algorithm was used for anti-processing the GNSS position and velocity observations allowing the use of the robust Kalman filter in situations lacking redundant observations. Finally, measured data was processed to verify the algorithm. Results show that observation outliers can be controlled effectively while the filter stability and reliability is improved by the extended robust Kalman filter based on chi-square test algorithm, even if there are no redundant observations.