The application belongs to the technical field of navigation, and proposes an adaptive
robust filtering navigation method based on multivariate t distribution and Bayesian shrinkage. First, multi-source heterogeneous
sensor observation data is obtained. Second, the multi-source heterogeneous sensor data is modeled based on multivariate t distribution, and the innovation of the multi-source heterogeneous
sensor observation data is extracted. Then, a continuous
confidence factor is constructed, the fault detection is converted into a
Bayesian inference problem, and the confidence diagnosis of the observation innovation is performed based on the
confidence factor. Then, the innovation discount factor is constructed based on the
confidence factor, and the weighted fusion target function is constructed based on the observation fitting term and the virtual robust term, so as to obtain the equivalent innovation observation, the equivalent observation
noise covariance matrix, the equivalent innovation
covariance and the robust Kalman
gain. Finally, the observation information weight is dynamically adjusted, the equivalent parameters are used to complete the
robust filtering iteration, and the optimal navigation solution is obtained. The application can improve the navigation positioning precision and robustness in the multi-source fusion navigation process.