Robust cubature Kalman filter for GNSS/INS with missing observations and colored measurement noise

In order to improve the accuracy of GNSS/INS working in GNSS-denied environment, a robust cubature Kalman filter (RCKF) is developed by considering colored measurement noise and missing observations. First, an improved cubature Kalman filter (CKF) is derived by considering colored measurement noise, where the time-differencing approach is applied to yield new observations. Then, after analyzing the disadvantages of existing methods, the measurement augment in processing colored noise is translated into processing the uncertainties of CKF, and new sigma point update framework is utilized to account for the bounded model uncertainties. By reusing the diffused sigma points and approximation residual in the prediction stage of CKF, the RCKF is developed and its error performance is analyzed theoretically. Results of numerical experiment and field test reveal that RCKF is more robust than CKF and extended Kalman filter (EKF), and compared with EKF, the heading error of land vehicle is reduced by about 72.4%. •Colored measurement noise of CKF is translated into bounded uncertainties in filtering.•New sigma-points update framework is utilized to handle the uncertainties and non-Gaussian information in CKF.•The error performance of robust CKF is analyzed theoretically.•The robustness and accuracy of proposed filter are verified by numerical simulation and field test.