Integrated navigation algorithm based on IMM-UKF
基于IMM-UKF的组合导航算法

A new unscented Kalman filter(UKF)based on interacting multiple model(IMM)is presented to solve the problem of nonlinear filtering and noise modeling.The uncertainty of the noise can be described by a set of switching models.In every model a UKF is running,and the UKF for nonlinear filtering can achieve accuracy at least to the second order.The output of the IMM-UKF is the weighted sum of a bank of parallel unscented Kalman filters.The self-adaptive filtering for different noises can be performed by the adjustment of all models weights.The application of the algorithm on integrated navigation system shows a high precision and switching speed,so it is applicable to dynamic systems.