低成本MEMS INS系统 + GNSS组合导航序贯滤波-C语言程序
本程序是仿照仿照严老师的MATLAB程序编写的低成本组合导航系统，具体的描述和MATLAB程序请看我的博客！！
MATLAB程序：https://download.csdn.net/download/qq_38364548/87380141
具体描述：https://blog.csdn.net/qq_38364548/article/details/128655225
对于标准Kalman滤波，其中增益计算式（5.3-29c）涉及矩阵的求逆运算，当量测维数较高时，计算量很大。序贯滤波（sequential Kalman filter）是一种将高维数量测更新降低为多个低维数量测更新的方法，能有效地降低矩阵的求逆计算量。
利用序贯滤波，在滤波增益计算中的矩阵求逆问题将转化为标量的倒数运算，有利于减少滤波计算量和增强数值计算的稳定性。
如果量测方差阵Rk不是对角矩阵，通过三角变换的变换方法，可实现对角化处理，再利用序贯滤波。特别地，如果量测噪声方差阵Rk是常值阵，则只需在滤波初始化时作一次三角分解即可。
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