A finite-difference method for linearization in nonlinear estimation algorithms
Automatica (Journal of IFAC)
Engineering Applications of Artificial Intelligence
IEEE Transactions on Signal Processing
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With the SINS/GPS integrated navigation system, the guided munitions can be carried out in complex weather, and have the high positioning navigation accuracy. This paper deduces key matrix of the second order central difference filtering (CDF2) equation. The CDF2 is described as a sigma point filter in a unified way where the filter linearizes the nonlinear dynamic and measurement functions by using an interpolation formula through systematically chosen sigma points. The effect which the key parameters of CDF2 bring to information fusion is analyzed qualitatively. The structure of loose integration is also given. According to the test data, the fusion algorithm based on CDF2 is applied. Compared to the original algorithm in longitude, latitude, altitude and velocity, the orientation precision is improved greatly.