To the question of the stability of the Kalman filter in integrated navigation system of transport means

This report examines the integrated navigation system (CNS) of transport means, which includes: small inertial navigation system (INS), receiver satellite navigation system (SNS) GPS or GLONASS and signal processor. Optimal information processing in the CNS is based on a synthesis of the structure of the Kalman filter (KF). From the point of view of practical realization the urgent task of stability improvement of the KF to the errors a priori information and elimination the divergence of the filter are discussed. The minimax method for constructing filter of Kalman type in the CNS of the vehicle is discussed if there are uncertainties in the a priori information about the errors parameters of the navigation systems. The results of statistical modeling of data processing algorithms in CNS of the vehicle are presented.