Moving-Window-Based Adaptive Fitting H-Infinity Filter for the Nonlinear System Disturbance

The uncertain disturbance in the system signals can lead to biased state estimates and, in turn, can lead to deterioration in the performance of state estimation for a nonlinear dynamic system. In order to address these issues, this paper develops an adaptive fitting H-infinity filter (AFHF) based moving-window by combining the novel noise estimator with fitting H-infinity filtering. Specifically speaking, the novel noise estimator is designed to estimate the process and measurement noise characteristics during a fixed window epoch on the basic of the moving-window technique. Subsequently, the noise characteristics at each window epoch is regarded as the input noise means and covariances of fitting H-infinity filtering at next epoch. Further, the attenuation level is adaptively calculated at each time step to change the structure of AFHF. The Monte-Carlo simulations and INS/GPS integrated navigation experiments are set up for the sake of verifying the superior performance of the proposed filtering with uncertain disturbances.