Desensitized Optimal Filtering and Sensor Fusion Toolkit

Abstract

Analytical Mechanics Associates, Inc., has developed a software toolkit that filters and processes navigational data from multiple sensor sources. A key component of the toolkit is a trajectory optimization technique that reduces the sensitivity of Kalman filters with respect to model parameter uncertainties. The sensor fusion toolkit also integrates recent advances in adaptive Kalman and sigma-point filters for non-Gaussian problems with error statistics. This Phase II effort provides new filtering and sensor fusion techniques in a convenient package that can be used as a stand-alone application for ground support and/or onboard use. Its modular architecture enables ready integration with existing tools. A suite of sensor models and noise distribution as well as Monte Carlo analysis capability are included to enable statistical performance evaluations