Clifford Algebra-Based Iterated Extended Kalman Filter with Application to Low-Cost INS/GNSS Navigation

Abstract: The traditional GNSS-aided inertial navigation system (INS) usually exploits the extended Kalman filter (EKF) for state estimation, and the initial attitude accuracy is key to the filtering performance. To spare the reliance on the initial attitude, this work generalizes the previously proposed trident quaternion within the framework of Clifford algebra to represent the extended pose, IMU biases and lever arms on the Lie group. Consequently, a quasi-group-affine system is established for the low-cost INS/GNSS integrated navigation system, and the right-error Clifford algebra-based EKF (Clifford-RQEKF) is accordingly developed. The iterated filtering approach is further applied to significantly improve the performances of the Clifford-RQEKF and the previously proposed trident quaternion-based EKFs. Numerical simulations and experiments show that all iterated filtering approaches fulfill the fast and global convergence without the prior attitude information, whereas the iterated Clifford-RQEKF performs much better than the others under especially large IMU biases.