Aerospace Instrument-Making Annotation << Back INERTIAL NAVIGATION AND ADAPTIVE ROBUST FILTERING G.I. Dhzandzhgava, A.V. Chernodarov This paper is devoted to the problem of increasing the level of confidence when the state of inertial navigation systems (INS) is estimated with the help of an extended Kalman filter (EKF). The problem mentioned involves a need for the prevention of EKF divergence. The proposed solution of the above problem relies on the technique of matrix inequalities, on the technology of Н-optimization and on the adaptive robust procedures for filter parameters tuning. Compared with a traditional EKF, the solution obtained includes, in addition, the loops intended to monitor and protect the integrity of an estimating filter. The results of the mathematical simulation are given, which corroborate the effectiveness of the proposed approach. Key words: inertial navigation, Kalman filter, Н-optimization, adaptation, robust statistics. Contacts: E-mail: rpkb@rpkb.ru, E-mail: chernod@mail.ru Pp. 19-29.