Applications of Neural Network-aided Kalman Filtering Technique in Integrated Navigation System

The problem of integrated navigation system with uncertain noise is considered. The conventional Kalman filter assumes that the statistical properties of the noise in dynamic model and observation system are exactly known. The paper presents a method, which uses neural network-aided Kalman filtering scheme for the adaptive capability to deal with the disturbance in dynamic situation. The simulation study shows that the arithmetic is better than that of standard Kalman filtering.