Contribution in Information Signal Processing for Solving State Space Nonlinear Estimation Problems 383

to high nonlinearity both in system and measurement

equations using new formulations of iterative extended

Kalman filter, 2nd order information filter and 2nd order

iterative information filter. Finally, original formulations

based on sigma point Kalman filters and divided differ-

ence information filters are considered to be completed

in the near future. It is expected in the future to apply

these information filters to integrated navigation system

based on combination between GNSS (GPS/GLONASS)

and Inertial navigation system (INS) using nonlinear

measurement equations in order to compare and confirm

that really the new formulations give more accuracy in

state estimation’s problems such as started in [29,30] and

improved by the novel formulation proposed in this work.

Finally, original formulations based on sigma point Kal-

man filters and divided difference information filters are

considered to be completed in the near future, with addi-

tional ways of research on adaptive and robust formula-

tions of information filters in very aggressive noise en-

vironment.

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