A Rao-Blackwellized particle filter for INS/GPS integration

The localization performance of a navigation system can be improved by coupling different types of sensors. The paper focuses on INS-GPS integration. INS and GPS measurements allow a non-linear state space model, which is appropriate to particle filtering, to be defined. This model being conditionally linear Gaussian, a Rao-Blackwellization procedure can be applied to reduce the variance of the estimates.