Among the methods of the multi-source navigation filter, as a distributed method, the federated filter has a small calculation amount with Gaussian state noise, and it is easy to achieve global optimization. However, when the state noise is time-varying or its initial estimation is not accurate, there will be a big difference with the true value in the result of the federated filter. For the systems with time-varying noise, adaptive filter is widely used for its remarkable advantages. Therefore, this paper proposes a federated Sage-Husa adaptive filter for multi-source navigation systems with time-varying or mis-estimated state noise. Because both the federated and the adaptive principles are different in updating the covariance of the state noise, it is required to weight the two updating methods to obtain a combined method with stability and adaptability. In addition, according to the characteristics of the system, the weighting coefficient is formed by the exponential function. This federated adaptive filter is applied to the SINS/CNS/GNSS integrated navigation, and the simulation results show that this method is effective.
Keywords: Sage–Husa adaptive filter; biased estimation; exponential function; federated filter; multi-source navigation; time-varying state noise; weighting function.