Non-stationary covariance function modelling in 2D least-squares collocation

Standard least-squares collocation (LSC) assumes 2D stationarity and 3D isotropy, and relies on a covariance function to account for spatial dependence in the observed data. However, the assumption that the spatial dependence is constant throughout the region of interest may sometimes be violated. Assuming a stationary covariance structure can result in over-smoothing of, e.g., the gravity field in mountains and under-smoothing in great plains. We introduce the kernel convolution method from spatial statistics for non-stationary covariance structures, and demonstrate its advantage for dealing with non-stationarity in geodetic data. We then compared stationary and non- stationary covariance functions in 2D LSC to the empirical example of gravity anomaly interpolation near the Darling Fault, Western Australia, where the field is anisotropic and non-stationary. The results with non-stationary covariance functions are better than standard LSC in terms of formal errors and cross-validation against data not used in the interpolation, demonstrating that the use of non-stationary covariance functions can improve upon standard (stationary) LSC.     

顾及卫星钟随机特性的抗差最小二乘配置钟差预报算法

为了更好地反映钟差特性并提高其预报精度,采用抗差最小二乘配置方法建立一种能够同时考虑星载原子钟物理特性、钟差周期性变化与随机性变化特点的钟差预报模型。首先使用附有周期项的二次多项式模型进行拟合提取卫星钟差的趋势项与周期项,然后针对剩余的随机项及其可能存在的粗差,采用抗差最小二乘配置的原理进行建模,其中最小二乘配置的协方差函数通过对比协方差拟合的方法并结合试验进行确定。使用IGS精密钟差数据进行预报试验,将本文方法与二次多项式模型、灰色模型进行对比,预报精度分别提高了0.457 ns和0.948 ns,而预报稳定性则分别提高了0.445 ns和1.233 ns,证明了本文方法能够更好地预报卫星钟差,同时说明本文的协方差函数确定方法的有效性。     

一种小波与谱分析结合的GPS精密卫星钟差拟合方法研究

根据卫星钟固有的特性,即频移、频漂和频漂率以及周期性,提出一种新的拟合方法。新方法首先构造一个合理的钟差模型,该模型包含一个二次多项式和多个周期项。然后利用IGS提供的钟差产品数据,先粗略补充缺失数据,用二次多项式拟合;并对拟合后的残差进行小波分析,作降噪处理;最后通过谱分析,确定其主要的周期项,从而构建出适当的拟合模型,实现精密GPS卫星钟差拟合和预报。多天数据的实验结果表明,采用本文提出的新方法能够有效地对卫星钟差进行拟合和预报,满足不同目的的需求。     

GPS坐标时间序列噪声估计及相关性分析

比较分析了极大似然估计法、最小二乘方差分量估计法以及最小范数二次无偏估计法对GPS站坐标时间序列噪声的估计效果,确定最小范数二次无偏估计法为最优的噪声方差估计方法。在此基础上对中国及其周边区域20个IGS站坐标时间序列中各方向噪声方差进行一元线性回归分析。结果表明,中国及其周边区域IGS站不同方向的噪声间具有中等强度以上的相关性,其中N方向闪烁噪声与其他方向闪烁噪声的相关性要强于白噪声。水平方向的噪声振幅能够解释垂直方向噪声振幅变化的40%~60%,而N方向噪声振幅能够解释E方向噪声振幅变化的60%~80%,获得的线性回归方程具有使用价值。     

Implication of adaptive smoothness constraint and Helmert variance component estimation in seismic slip inversion

When ill-posed problems are inverted, the regularization process is equivalent to adding constraint equations or prior information from a Bayesian perspective. The veracity of the constraints (or the regularization matrix R) significantly affects the solution, and a smoothness constraint is usually added in seismic slip inversions. In this paper, an adaptive smoothness constraint (ASC) based on the classic Laplacian smoothness constraint (LSC) is proposed. The ASC not only improves the smoothness constraint, but also helps constrain the slip direction. A series of experiments are conducted in which different magnitudes of noise are imposed and different densities of observation are assumed, and the results indicated that the ASC was superior to the LSC. Using the proposed ASC, the Helmert variance component estimation method is highlighted as the best for selecting the regularization parameter compared with other methods, such as generalized cross-validation or the mean squared error criterion method. The ASC may also benefit other ill-posed problems in which a smoothness constraint is required.     

钟差预报AR模型异常值探测的Bayes方法

主要研究了时间序列AR模型的异常值探测问题。首先在一定的限制条件下,将AR模型的异常值探测问题转化为线性回归模型的异常值探测问题;并在正态-Gamma先验条件下,计算了基于均值漂移模型和方差膨胀模型异常值事件发生的后验概率。然后运用Bayes方法对异常值进行了估算。最后通过卫星钟差实测数据计算,比较了模型修正前后预报的情况,验证了新方法的有效性。     

一种基于加表零偏稳定性的GNSS/SINS组合导航异常探测方法

在地面车载组合导航中,全球导航卫星系统（global navigation satellite system,GNSS）的观测值容易受地面复杂环境的干扰,导致其定位结果出现异常,严重影响GNSS/捷联惯性导航系统（strap-down inertial navigation system,SINS）组合的滤波解算。从惯导系统误差特性的角度,研究了一种基于加表零偏稳定性的组合导航异常探测新方法。该方法从加表零偏解算的异常来发现GNSS位置、速度等观测值中的粗差,并采取剔除和降权的抗差方法抵御粗差影响。通过一组车载数据的分析表明,观测粗差对加表零偏解算的影响十分显著,以此为判别条件能够准确地发现观测粗差。采用该方法后,位置误差、速度误差和姿态误差的均方根分别减小了70.8%、87.9%和77.7%,显著提高了组合导航的解算精度和鲁棒性,为组合导航数据的抗差处理提供了一种新思路。     

Robust estimation by expectation maximization algorithm

A mixture of normal distributions is assumed for the observations of a linear model. The first component of the mixture represents the measurements without gross errors, while each of the remaining components gives the distribution for an outlier. Missing data are introduced to deliver the information as to which observation belongs to which component. The unknown location parameters and the unknown scale parameter of the linear model are estimated by the EM algorithm, which is iteratively applied. The E (expectation) step of the algorithm determines the expected value of the likelihood function given the observations and the current estimate of the unknown parameters, while the M (maximization) step computes new estimates by maximizing the expectation of the likelihood function. In comparison to Huber’s M-estimation, the EM algorithm does not only identify outliers by introducing small weights for large residuals but also estimates the outliers. They can be corrected by the parameters of the linear model freed from the distortions by gross errors. Monte Carlo methods with random variates from the normal distribution then give expectations, variances, covariances and confidence regions for functions of the parameters estimated by taking care of the outliers. The method is demonstrated by the analysis of measurements with gross errors of a laser scanner.     

Filtering GPS time-series using a Vondrak filter and cross-validation

Multipath disturbance is one of the most important error sources in high-accuracy global positioning system (GPS) positioning and navigation. A new data filtering method, based on the Vondrak filter and the technique of cross-validation, is developed for separating signals from noise in data series, and applied to mitigate GPS multipath effects in applications such as deformation monitoring. Both simulated data series and real GPS observations are used to test the proposed method. It is shown that the method can be used to successfully separate signals from noise at different noise levels, and for varying signal frequencies as long as the noise level is lower than the magnitude of the signals. A multipath model can be derived, based on the current-day GPS observations, with the proposed method and used to remove multipath errors in subsequent days of GPS observations when taking advantage of the sidereal day-to-day repeating characteristics of GPS multipath signals. Tests have shown that the reduction in the root mean square (RMS) values of the GPS errors ranges from 20% to 40% when the method is applied.     

AR序列异常值探测的Bayes方法在卫星钟差预报中的应用

AR模型中若含有异常值,会使传统的建模、估计及检验方法陷人困境,从而不能准确地预测和控制。本文在无信息先验条件下,结合观测信息,计算了基于均值漂移模型和方差膨胀模型异常值事件发生的后验概率,提出了无信息先验下自回归模型中异常值探测的Bayes方法并对异常值进行了估算。该方法能将异常值准确地探测和估算出来,借此修正模型,可提高预测的准确性。最后,做了钟差实测数据计算,比较了模型修正前后预报的情况,验证了该方法的有效性。     

最小二乘配置中粗差的可发现性和可区分性问题

研究最小二来配置中粗差与随机信号的区分性问题。从观测值残差和信号估值及其统计性质出发，根据高斯马尔可夫模型两个备选假设理论，给出了最小二来配置模型中观测粗差的可区分且可发现的表达式。     

Robust Kalman filtering based on Mahalanobis distance as outlier judging criterion

A robust Kalman filter scheme is proposed to resist the influence of the outliers in the observations. Two kinds of observation error are studied, i.e., the outliers in the actual observations and the heavy-tailed distribution of the observation noise. Either of the two kinds of errors can seriously degrade the performance of the standard Kalman filter. In the proposed method, a judging index is defined as the square of the Mahalanobis distance from the observation to its prediction. By assuming that the observation is Gaussian distributed with the mean and covariance being the observation prediction and its associate covariance, the judging index should be Chi-square distributed with the dimension of the observation vector as the degree of freedom. Hypothesis test is performed to the actual observation by treating the above Gaussian distribution as the null hypothesis and the judging index as the test statistic. If the null hypothesis should be rejected, it is concluded that outliers exist in the observations. In the presence of outliers scaling factors can be introduced to rescale the covariance of the observation noise or of the innovation vector, both resulting in a decreased filter gain. And the scaling factors can be solved using the Newton’s iterative method or in an analytical manner. The harmful influence of either of the two kinds of errors can be effectively resisted in the proposed method, so robustness can be achieved. Moreover, as the number of iterations needed in the iterative method may be rather large, the analytically calculated scaling factor should be preferred.     

顾及截断偏差影响的TSVD截断参数确定方法

TSVD通过截断参数截掉较小的奇异值来改善病态性对估计的影响,其本质是通过引入少量偏差来降低方差,以提高估值的稳定性和可靠性。截断参数是影响TSVD解算效果的关键因素,常用的广义交叉核实法(GCV法)和L曲线法未从TSVD改善模型参数估值质量的角度确定截断参数,稳定性和可靠性不足,而最小MSE法理论依据充分但受限于MSE计算的准确性。通过分析TSVD由小到大截掉奇异值后,相应的估值方差与偏差变化,本文提出了引入偏差量小于降低方差量来确定截断参数的思想,并通过估计出较大奇异值截掉后的偏差引入量建立偏差估值可信区间,利用可信区间内偏差估值与方差下降量进行比较,避免较小奇异值截掉后的方差下降量与偏差引入量的直接比较,从而解决参数真值未知截掉较小奇异值引入偏差量难以准确计算的问题。最后通过试验验证了新方法的可行性和有效性,相比于GCV法和L曲线法,新方法确定的截断参数稳定性和可靠性更高,可有效提高TSVD的解算效果。     

多系统非差非组合精密单点定位电离层延迟约束权阵的确定

非差非组合精密单点定位需要估计电离层延迟参数,采用电离层先验改正模型约束可以辅助电离层参数解算。针对先验电离层改正量与实际观测量之间权比关系难以确定的问题,本文提出一种电离层约束权因子搜索算法,采用权因子对先验电离层改正量的方差进行调整,根据验后残差加权平方和最小原则通过搜索找出较优的权因子,利用验后残差动态调整先验电离层改正量的方差从而达到改善定位结果的目的。采用8个MGEX跟踪站的GPS/BDS观测数据对该算法进行验证。静态结果表明：对比传统约束方法,采用搜索算法后平均三维定位精度由3.96 cm提高到3.40 cm,平均收敛时间由76.3 min缩短为59.9 min。     

Using Allan variance to analyze the error characteristics of GNSS positioning

Currently, we evaluate the positioning accuracy of GNSS mainly by providing statistical values that can represent the overall error level, such as CEP, RMS, 2DRMS, and maximum error. These are solid indicators of the general performance of the GNSS positioning. But some applications like GNSS/INS integrated system require a detailed analysis of the error characteristics and knowledge of the precise error model. This requirement necessitates the modeling of the error components of the GNSS positioning solutions. In our research, the Allan variance method is proposed to analyze the GNSS positioning errors, describe the error characteristics, and build the corresponding error models. Based on our research, four dominant noise terms are identified in the GNSS positioning solutions, that is, 1st order Gauss-Markov process, Gaussian white noise, random walk noise, and flicker noise, which indicates that white noise is not always enough and appropriate to model GNSS positioning errors for some applications. The results show that the Allan variance is a feasible and effective way to analyze the error characteristics of the GNSS positioning solutions.     

GPS position time-series analysis based on asymptotic normality of M-estimation

The efficacy of robust M-estimators is a well-known issue when dealing with observational blunders. When the number of observations is considerably large—long time series for instance—one can take advantage of the asymptotic normality of the M-estimation and compute reasonable estimates for the unknown parameters of interest. A few leading M-estimators have been employed to identify the most likely functional model for GPS coordinate time series. This includes the simultaneous detection of periodic patterns and offsets in the GPS time series. Estimates of white noise, flicker noise, and random walk noise components are also achieved using the robust M-estimators of (co)variance components, developed in the framework of the least-squares variance component estimation (LS-VCE) theory. The method allows one to compute confidence interval for the (co)variance components in asymptotic sense. Simulated time series using white noise plus flicker noise show that the estimates of random walk noise fluctuate more than those of flicker noise for different M-estimators. This is because random walk noise is not an appropriate noise structure for the series. The same phenomenon is observed using the results of real GPS time series, which implies that the combination of white plus flicker noise is well described for GPS time series. Some of the estimated noise components of LS-VCE differ significantly from those of other M- estimators. This reveals that there are a large number of outliers in the series. This conclusion is also affirmed by performing the statistical tests, which detect (large) parts of the outliers but can also leave parts to be undetected.     

实时估计不同类型北斗卫星观测值的随机模型

为分析北斗卫星观测值随机特性,估计了地球静止轨道、倾斜地球同步卫星轨道、中地球轨道卫星载波相位观测值的方差分量。发现不同接收机和不同类型卫星观测值方差分量的大小和时变特性具有明显差异。为构建更切实际的方差结构随机模型,提出利用迭代最小二乘和最小范数二次无偏估计相结合的方法,实时估计不同类型北斗卫星观测值方差分量。为评估实时估计随机模型的性能,对243 m、645 m、10 137 m三条不同长度基线进行精密相对定位测试,结果表明:实时估计随机模型能有效改善北斗卫星精密单历元动态相对定位性能,尤其当站间距离较长时改善更显著。10 137m基线测试结果表明,1h数据单历元解在北、东、高方向,平均定位精度分别提高了41.3%、54.5%、51.6%,稳定性分别提高了38.4%、17.7%、39.7%。     

Robust adaptive filter for shipborne kinematic positioning and velocity determination during the Baltic Sea experiment

Information on trajectory and attitude is essential for analyzing gravimetric data collected on kinematic platforms. Usually, a Kalman filter is used to obtain high-accuracy positional and velocity information. However, this can be affected by measurement outliers and by state disturbances that occur frequently under a fast-changing environment. To overcome these problems, a robust adaptive Kalman filtering algorithm is applied for state estimates, which introduces an equivalent weight to resist measurement outliers and an optimal adaptive factor to balance the contributions of the kinematic model information and the measurements. In addition to the conventional robust estimator, an improved Current Statistical (CS) model is proposed. The improved CS model adopts a variance adaptive learning algorithm, and it can perform self-adaptation of acceleration variance with the innovation information; thus, it can overcome the shortcoming of lower tracking accuracy and avoid setting the maximum acceleration. Following a gravimetry campaign on the Baltic Sea, it is shown in theory and in practice that the robust adaptive Kalman filter is not only simple in its calculation but also more reliable in controlling the colored observation noise and kinematic state disturbance compared with the classical Kalman filter. The improved CS model performs best, especially when analyzing the positioning errors at the turns due to the target maneuvering. Compared to the CS model, the RMS values of the positional estimates derived from the improved CS model decrease by almost 30% in the horizontal direction, and no significant improvement in the vertical direction is found.     

利用GIS叠置中的同名点元估计方差

研究多层矢量GIS地图叠置分析中点元的方差估计问题。针对现有的研究成果均局限于各叠置层同名点元的权已知、而实际上难以确切知道的问题，提出了在各叠置层同名点元的权未知的情况下的点元方差估计方法，导出了各图层（同名）点元方差的估计公式、所得方差估计值的方差估计公式以及叠置后点元的方差估计公式。并用一个算例考察了该估计方法的可行性。     

一种精确估计区域北斗接收机硬件延迟的方法

提出了一种精确估计区域北斗接收机硬件延迟(DCB)的方法。该方法不需要传统复杂的电离层模型,在已知一个参考站接收机硬件延迟的条件下,利用正常情况下电离层延迟量和卫星-接收机几何距离强相关这一特点,采用站间单差法来精确估计区域内BDS接收机的硬件延迟。试验结果表明,该方法单站估计的单站北斗接收机连续30d的硬件延迟RMS在0.3ns左右。通过GEO卫星双频观测值扣除已知卫星DCB和本文方法估计的接收机DCB,计算对应穿刺点一天的VTEC并和GIM格网内插结果并进行比对分析,二者大小和变化趋势均符合较好,进一步验证了本文提出的方法具有可靠性。