A Kind of Kalman Filter Algorithm for Fast Tracking and its Application in Ship's Integrated Navigation Systems

When Kalma filtering algorithm is used to estimate the state of a dynamic system,it often results in that the estimated state can't follow the real state in time if the state of the system is undergoing a sudden change.In this paper,the reason of the problem is discussed by analyzing the algorithm and an improved method is proposed which utilizes the different error features of different sensors.This method can speed up the process of tracking and improve the precision of filtering and it is successfully applied to the reckoning/GPS integriated navigation system.