The invention relates to a closed loop hybridizing device comprising a
Kalman filter bank, a virtual platform, a device to calculate
pseudo-measurements estimated a priori. The Kalman filter bank comprises
a principal Kalman filter adapted to the calculation of corrections to be
applied to inertial measurements starting from all available
pseudo-measurements, and n secondary Kalman filters adapted to the
calculation of corrections to be applied to inertial measurements from a
sub-set of available pseudo-measurements. The corrections originate from
either the principal Kalman filter when no pseudo-measurement is
erroneous or the secondary Kalman filter not affected by an erroneous
pseudo-measurement. The corrections are applied simultaneously to
inertial measurements and to the input to all other Kalman filters in the
Kalman filter bank. In particular, the invention applies to a hybridizing
device using information provided by an inertial unit and a satellite
navigation system, for example a GPS system.