Optimal nonlinear filtering in GPS/INS integration

@article{Carvalho1997OptimalNF,
  title={Optimal nonlinear filtering in GPS/INS integration},
  author={H. Carvalho and Pierre Del Moral and A. Monin and G{\'e}rard Salut},
  journal={IEEE Transactions on Aerospace and Electronic Systems},
  year={1997},
  volume={33},
  pages={835-850}
}
The application of optimal nonlinear/non-Gaussian filtering to the problem of INS/GPS integration in critical situations is described. This approach is made possible by a new technique called particle filtering, and exhibits superior performance when compared with classical suboptimal techniques such as extended Kalman filtering. Particle filtering theory is introduced and GPS/INS integration simulation results are discussed. 
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