chapter  16
3 Kalman filters
Pages 2

One essential feature of advanced RNAV systems

is the use of Kalman filters, named after Dr

Richard Kalman who introduced this concept in

the 1960s. Kalman filters are optimal recursive

data processing algorithms that filter navigation

sensor measurements. The mathematical model is

based on equations solved by the navigation

processor. To illustrate the principles of Kalman

filters, consider an RNAV system based on

inertial navigation sensors with periodic updates

from radio navigation aids. (Inertial navigation is

described in Chapter 17.) One key operational

aspect of inertial navigation is that system errors

accumulate with time. When the system receives

a position fix from navigation aids, the inertial

navigation system’s errors can be corrected.