Preliminary comparison of Kalman and minimax approaches to error estimation of integrated navigation system

In this paper, we consider possible efforts, advantages and accuracy goals of implementing minimax filter as an error vector estimator of inertial-astro-satellite navigation system. State-space error model of integrated navigation system is developed. Minimax filter formulation is given. Brief remarks on the practice and efficiency of Kalman and minimax approaches for error vector estimation for a given integrated navigation system are presented.