Abstract: Robust nonlinear integrated navigation of GPS and
low cost MEMS is a hot topic of research these days. A robust filter
is required to cope up with the problem of unpredictable
discontinuities and colored noises associated with low cost sensors.
H∞ filter is previously used in Extended Kalman filter and Unscented
Kalman filter frame. Unscented Kalman filter has a problem of
Cholesky matrix factorization at each step which is a very unstable
operation. To avoid this problem in this research H∞ filter is
designed in Square root Unscented filter framework and found 50%
more robust towards increased level of colored noises.