Extended robust Kalman filter for attitude estimation

Abstract

In this study, the authors deal with inertial measurement units subject to uncertainties. They propose an extended robust Kalman filter (ERKF) in a predictor–corrector form to estimate a rigid body attitude. The filter is developed based on regularisation and penalisation whose approaches present the advantage of encompassing in a unified framework all state and output uncertain parameters of the system. The ERKF is tuned based on two degree of freedom which belong to a certain interval known a ‐ priori , useful for online applications. The attitude estimation system proposed takes into account a rigid body model formulated in terms of quaternions. Experimental results are presented based on a comparative study among the ERKF, the standard extended Kalman filter and an ℋ ∞ filter.