Abstract
A nonlinear navigation filter for biomimetic robot using analytic approximation of mean and covariance of state variable is proposed. The approximations are performed at the time update step in the filter structure. The mean is approximated to the 3rd order of Taylor's series expansion of true mean and the covariance is approximated to the 3rd order either. The famous EKF is a nonlinear filtering method approximating the mean to 1st order and the covariance to the 3rd order. The UKF approximate them to the higher orders by numerical method. The proposed method derived a analytical approximation of them for navigation system and therefore don't need so called sigma point transformation in UKF. The simulation results show that the proposed method can be a good alternative of UKF in the systems which require less computational burden.
