A Review of Nonlinear Filtering Algorithms in Integrated Navigation Systems

Nonlinear filtering algorithms have significant implications in the optimal estimation of navigation states and in improving the accuracy, reliability, and robustness of navigation systems. This manuscript surveys the developments of the nonlinear filtering algorithms (extended Kalman filtering (EKF), unscented Kalman filtering (UKF), Cubature Kalman filtering (CKF), particle filtering (PF), neural network filtering (NNF)) and adaptive/robust KF in integrated navigation systems. The principle, application, and existing problems of these nonlinear filtering algorithms are mainly studied, and the comparative analysis and prospect are carried out.