Impact of unknown inter-filter correlation on continuity and integrity performance in a parallel bank of navigation filters

The impact of unknown or poorly modeled correlations in an integrated navigation system that uses a bank of filters (local filters) is analyzed. Such architectures are expected to be more prevalent in future multi-senor navigation systems, in order to successfully apply these systems to safety-critical applications. To this end, the continuity and integrity performance of such filters is analyzed. Analysis and Monte Carlo simulations are used to asses and characterize the impact of the number of local filters, state vector dimensions and magnitude of correlation between the local filters on the false alarm rate and protection levels observed in the fused solution. It is shown that poorly modeled inter-filter correlations can lead to higher false alarm rates than expected and errors in protection level calculations, hence increasing the integrity and continuity risk in the system. To mitigate this impact, a protection level overbounding method is proposed and demonstrated to meet integrity requirements.