AGMC-Based Robust Cubature Kalman Filter for SINS/GNSS Integrated Navigation System With Unknown Noise Statistics

A new robust cubature Kalman filter is proposed using adaptive generalized maximum correntropy (AGMC) criterion rather than the conventional MMSE criterion in this paper. In the proposed method, the adaptive generalized maximum correntropy (AGMC) criterion is firstly constructed from an adaptive forgetting correntropy based cost function, which is rather robust with respect to the process uncertainty and non-Gaussian noise. On this basis, a new robust cubature Kalman filter is further derived, where the predicted state vector and received measurements are processed simultaneously based on the regression form derived via the statistical linearization approach. An adaptive forgetting scheme is then proposed in combination with the AGMC-CKF to update the parameters of the AGMC adaptively in real time. Taking advantage of the AGMC, the unknown noise statistics caused by the process uncertainty and non-Gaussian noise can be effectively suppressed. Simulations and car-mounted experiments demonstrate that the proposed filter is superior in terms of estimation accuracy and robustness as compared with the related state-of-art methods.