Atmospheric turbulence theory applied to GPS carrier-phase data

Turbulent irregularities in the lower atmosphere cause physical correlations between Global Positioning System (GPS) carrier-phase measurements. Based on turbulence theory, a variance–covariance model is developed in this paper that reflects these correlations. The main result shows that the obtained fully-populated variance–covariance matrices depend not only on the satellite-station geometry, but also on the prevailing atmospheric conditions, which are parameterised by, e.g., the von Karman spectrum of refractivity fluctuations and the wind velocity vector. It is shown that the amount of the correlation between two GPS carrier-phase observations is inversely related to the separation distance of the corresponding ray paths through the turbulent atmosphere. Furthermore, the wind velocity and direction play a key role in the correlation.     

On weighted total least-squares adjustment for linear regression

The weighted total least-squares solution (WTLSS) is presented for an errors-in-variables model with fairly general variance–covariance matrices. In particular, the observations can be heteroscedastic and correlated, but the variance–covariance matrix of the dependent variables needs to have a certain block structure. An algorithm for the computation of the WTLSS is presented and applied to a straight-line fit problem where the data have been observed with different precision, and to a multiple regression problem from recently published climate change research.     

Efficient propagation of error covariance matrices of gravitational models: application to GRACE and GOCE

We have applied efficient methods for computing variances and covariances of functions of a global gravity field model expanded in spherical harmonics, using the full variance–covariance matrix of the coefficients. Examples are given with recent models derived from GRACE (up to degree and order 150), and with simulated GOCE derived solutions (up to degree and order 200).     

A Procedure for Estimating the Variance Function of Linear Models and for Checking the Appropriateness of Estimated Variances: A Case Study of GPS Carrier-phase Observations

In many applications of linear model theory, homogeneous variances are assumed. In practice, however, the variances are frequently heterogeneous. Therefore, to improve the results, the unknown variances have to be estimated. The appropriateness of the estimated variances has then to be checked by a suitable statistical test procedure. Such a procedure is also useful to study models of global positioning system (GPS) carrier-phase observations. While the functional model of GPS carrier-phase observations is widely accepted, the stochastic model is still under development. As well as the neglected correlations of GPS observations, a homogenous variance function is frequently assumed. In Bischoff et al. (J Geod 78:397–404, 2005), we showed by statistical testing that the assumption of constant variances is not appropriate. In this paper, we give a procedure to estimate an individual variance function for a pair of satellites and a procedure to check the appropriateness of the estimated variances. As an example, the approach is applied to double-differenced carrier-phase GPS observations.     

Rigorous transformation of variance–covariance matrices of GPS-derived coordinates and velocities

With the advances in the field of GPS positioning and the global densification of permanent GPS tracking stations, it is now possible to determine at the highest level of accuracy the transformation parameters connecting various international terrestrial reference frame (ITRF) realizations. As a by-product of these refinements, not only the seven usual parameters of the similarity transformations between frames are available, but also their rates, all given at some epoch t _k . This paper introduces rigorous matrix equations to estimate variance–covariance matrices for transformed coordinates at any epoch t based on a stochastic model that takes into consideration all a priori information of the parameters involved at epoch t _k , and the coordinates and velocities at the reference frame initial epoch t ₀. The results of this investigation suggest that in order to attain maximum accuracy, the agencies determining the 14-parameter transformations between reference frames should also publish their full variance–covariance matrix. Electronic Publication     

Simplified formulae for the BIQUE estimation of variance components in disjunctive observation groups

 General rigorous and simplified formulae are reported for the best invariant quadratic unbiased estimates of the variance–covariance components, which can be applied to all least-squares adjustments with the general linear stochastic model. Simplified procedures are given for two cases frequently recurring in geodetic applications: uncorrelated groups of correlated or uncorrelated observations, with more than one variance component in each group. Received: 19 November 1998 / Accepted: 21 March 2000     

Spectral accuracy of Jgm3 from satellite crossover altimetry

A detailed accuracy assessment of the geopotential model Jgm3 is made based on independent single- and dual-satellite sea-height differences at crossovers from altimetry with Jgm3-based orbits. These differences, averaged over long time spans and in latitude bands, are converted to spectra (latitude-lumped coefficients) by least-squares estimation. The observed error spectra so obtained are then compared directly to error projections for them from the Jgm3 variance–covariance matrix. It is found from these comparisons that Jgm3 is generally well calibrated with respect to the crossover altimetry of and between Geosat, TOPEX/Poseidon (T/P), and Ers 1. Some significant discrepancies at a few lower orders (namely m=1 and 3) indicate a need for further improvement of Jgm3. A companion calibration (by order) of the geopotential model Jgm2 shows its variance–covariance matrix also to be generally well calibrated for the same single- and dual-satellite altimeter data sets (but based on Jgm2 orbits), except that the error projections for Geosat are too pessimistic. The analysis of the dual-satellite crossovers reveals possible relative coordinate system offsets (particularly for Geosat with respect to T/P) which have been discussed previously. The long-term detailed seasonally averaged Geosat sea level with respect to T/P (covering 1985–1996) should be useful in gauging the relative change in sea level between different parts of the ocean over the single 4-year gap between these missions (1988–1992). Received: 16 February 1998 / Accepted: 25 November 1998     

Adaptive Kalman Filtering for INS/GPS

After reviewing the two main approaches of adaptive Kalman filtering, namely, innovation-based adaptive estimation (IAE) and multiple-model-based adaptive estimation (MMAE), the detailed development of an innovation-based adaptive Kalman filter for an integrated inertial navigation system/global positioning system (INS/GPS) is given. The developed adaptive Kalman filter is based on the maximum likelihood criterion for the proper choice of the filter weight and hence the filter gain factors. Results from two kinematic field tests in which the INS/GPS was compared to highly precise reference data are presented. Results show that the adaptive Kalman filter outperforms the conventional Kalman filter by tuning either the system noise variance–covariance (V–C) matrix `Q' or the update measurement noise V–C matrix `R' or both of them. Received: 14 September 1998 / Accepted: 21 December 1998     

GPS signal diffraction modelling: the stochastic SIGMA-δ model

The SIGMA-Δ model has been developed for stochastic modelling of global positioning system (GPS) signal diffraction errors in high precision GPS surveys. The basic information used in the SIGMA-Δ model is the measured carrier-to-noise power-density ratio (C/N0). Using the C/N0 data and a template technique, the proper variances are derived for all phase observations. Thus the quality of the measured phase is automatically assessed and if phase observations are suspected to be contaminated by diffraction effects they are weighted down in the least-squares adjustment. The ability of the SIGMA-Δ model to reduce signal diffraction effects is demonstrated on two static GPS surveys as well as on a kinematic high-precision GPS railway survey. In cases of severe signal diffraction the accuracy of the GPS positions is improved by more than 50% compared to standard GPS processing techniques. Received: 27 July 1998 / Accepted: 1 March 1999     

Estimability analysis of variance and covariance components

Although variance and covariance components have been extensively investigated and a number of elegant formulae to compute them have been derived, nothing is known, without any ambiguity, about their estimability in the case of a fully unknown variance–covariance matrix. We prove that variance and covariance components in this case are not estimable, thus clarifying the ambiguity of the literature on the topic and correcting some erroneous statements in the literature. We also give a new theorem on the estimability of a linear function of variance and covariance components. Then we propose a new method to estimate the variance–covariance matrix with special structure, which can presumably be represented by, at most, r(r + 1)/2 independent parameters to guarantee its estimability in such a subspace, by directly implementing the positive definiteness of the matrix as constraint to the restricted maximum likelihood method, where r is the number of redundant measurements. Therefore, our estimates of the variance and covariance components always reconstruct a positive definite matrix and are always physically meaningful.     

ISO2002: an analytical stochastic model of multi-difference GPS carrier-phase data

The differencing technique is useful in global positioning system (GPS) positioning when two or more GPS receivers collect simultaneous observables from common satellites at each epoch, and all carrier-phase observables have the same normal distribution. An analytical probability distribution of the single-, double-, triple- and multi-difference GPS observables is obtained. This analytical model, called ISO2002, has a good matrix structure, in which I indicates the number of receivers, S indicates the number of observed satellites, and O indicates the number of epochs. The variance–covariance matrix can be expressed as the Kronecker product of several small matrices, so its inverse is equal to the Kronecker product of the inverses of these sub-matrices. Moreover, these small matrices are circulant or symmetric diagonal Toeplitz matrices, so their inverses have analytical solutions. The analytical model ISO2002 proposed to compute the inverse variance–covariance matrix is shown to be very effective.     

On the Mátern covariance family: a proposal for modeling temporal correlations based on turbulence theory

Current variance models for GPS carrier phases that take correlation due to tropospheric turbulence into account are mathematically difficult to handle due to numerical integrations. In this paper, a new model for temporal correlations of GPS phase measurements based on turbulence theory is proposed that overcomes this issue. Moreover, we show that the obtained model belongs to the Mátern covariance family with a smoothness of 5/6 as well as a correlation time between 125–175 s. For this purpose, the concept of separation distance between two lines-of-sight introduced by Schön and Brunner (J Geod 1:47–57, 2008a) is extended. The approximations made are highlighted as well as the turbulence parameters that should be taken into account in our modeling. Subsequently, fully populated covariance matrices are easily computed and integrated in the weighted least-squares model. Batch solutions of coordinates are derived to show the impact of fully populated covariance matrices on the least-squares adjustments as well as to study the influence of the smoothness and correlation time. Results for a specially designed network with weak multipath are presented by means of the coordinate scatter and the a posteriori coordinate precision. It is shown that the known overestimation of the coordinate precision is significantly reduced and the coordinate scatter slightly improved in the sub-millimeter level compared to solutions obtained with diagonal, elevation-dependent covariance matrices. Even if the variations are small, turbulence-based values for the smoothness and correlation time yield best results for the coordinate scatter.     

Generalized maximum-likelihood estimation of variance–covariance components with non-informative prior

 A new estimator of variance–covariance components is presented. The proposed estimator is derived by applying the principle of maximum-likelihood estimation to the posterior probability density function for the case when no prior information is available. Received: 9 August 1999 / Accepted: 10 November 2000     

GPS vector configuration design for monitoring deformation networks

 The performance of geodetic monitoring networks is heavily influenced by the configuration of the measured GPS vectors. As an effective design of the GPS measurements will decrease GPS campaign costs and increase the accuracy and reliability of the entire network, the identification of the preferred GPS vectors for measurement has been highlighted as a core problem in the process of deformation monitoring. An algorithm based on a sensitivity analysis of the network, as dependent upon a postulated velocity field, is suggested for the selection of the optimal GPS vectors. Relevant mathematical and statistical concepts are presented as the basis for an improved method of vector configuration design. A sensitivity analysis of the geodetic geodynamic network in the north of Israel is presented, where the method is examined against two deformation models, the Simple Transform Fault and the Locked Fault. The proposed method is suggested as a means for the improvement of the design of monitoring networks, a common practice worldwide. Received: 30 July 2001 / Accepted: 3 June 2002 Acknowledgments. It is my pleasant duty to thank the Survey of Israel and Dr. E. Ostrovsky for providing the variance–covariance matrix of the G1 network in northern Israel. I would like to thank the reviewers of this paper for their constructive and helpful remarks.     

On the sensitivity of the results of least-squares adjustments concerning the stochastic model

A proper perturbation theory of a mathematical model and the quantities derived by means of least-squares adjustments is indispensable if the results have to be interpreted in a wider context. The sensitivity of some characteristic results of least-squares adjustments such as the estimated values of the parameters and their variance–covariance matrix due to imminent uncertainties of the stochastic model is discussed in detail. Linearizations are used with rigorous error measures and interval mathematics. Numerical examples conclude the investigations. Received: 27 December 1997 / Accepted: 19 April 1999     

A systematic investigation of optimal carrier-phase combinations for modernized triple-frequency GPS

The upcoming modernization of the GPS signals will allow for measurements on an additional third frequency L5 located at 1176.45 MHz. To take advantage of carrier-phase measurements on this new signal, the strategies for integer ambiguity resolution, required for centimeter-level accuracy, may need to be revised. The Least-squares Ambiguity Decorrelation Adjustment method remains perhaps the most powerful tool for finding the best combinations based on a complete decorrelation of the variance–covariance matrix related to the ambiguities. However, the computational load of that method plus the opportunity to comprehensively study the interaction of multiple frequencies suggest a reconsideration of approaches using predefined combinations between frequencies is not out of place. In this paper a systematic investigation is made of all possible triple-frequency geometry-free carrier-phase combinations which retain the integer nature of the ambiguities. The concept of the lane-number is presented to unambiguously describe the wavelength of a particular combination. The propagation of the observation noise and of the ionospheric bias on these combinations is presented. These noise and ionospheric amplification factors are analysed with respect to the resulting wavelength, in an effort to highlight optimal combinations characterized by a long wavelength, low noise and limited ionospheric impact.     

An approach to GLONASS ambiguity resolution

 When processing global navigation satellite system (GLONASS) carrier phases, the standard double-differencing (DD) procedure cannot cancel receiver clock terms in the DD phase measurement equations due to the multiple frequencies of the carrier phases. Consequently, a receiver clock parameter has to be set up in the measurement equations in addition to baseline components and DD ambiguities. The resulting normal matrix unfortunately becomes singular. Methods to deal with this problem have been proposed in the literature. However, these methods rely on the use of pseudo-ranges. As pseudo-ranges are contaminated by multi-path and hardware delays, biases in these pseudo-ranges are significant, which may result in unreliable ambiguity resolution. A new approach is addressed that is not sensitive to the biases in the pseudo-ranges. The proposed approach includes such steps as converting the carrier phases to their distances to cancel the receiver clock errors, and searching for the most likely single-differenced (SD) ambiguity. Based on the results from the theoretical investigation, a practical procedure for GLONASS ambiguity resolution is presented. The initial experimental results demonstrate that the proposed approach is useable in cases of GLONASS and combined global positioning system (GPS) and GLONASS positioning. Received: 19 August 1998 / Accepted: 12 November 1999     

Impact of FORMOSAT-3/COSMIC GPS radio occultation and dropwindsonde data on regional model predictions during the 2007 Mei-yu season

A study of the impact of FORMOSAT-3/COSMIC GPS radio occultation (RO) and dropwindsonde data on regional model simulations for a 11-day period during the 2007 Mei-yu season is presented. The Weather Research and Forecasting (WRF) model and its three-dimensional variation component, WRF-Var, are used for regional model predictions of heavy rainfall events in Taiwan. Without the use of GPS RO and dropwindsonde data, pressure and relative humidity are, in general, underestimated by the model; temperature predictions have a warm bias at the low level and a cold bias at the high level; and the east–west and north–south component winds have positive and negative biases, respectively. Incorporating GPS RO data tends to improve the prediction for longer integration. The assimilation of dropwindsonde data improves the forecast at the earlier time and at higher levels, and the improvement decreases over time. The reason the dropwindsonde data produce a positive impact earlier and the GPS RO data later is that there are few GPS RO observations in the fine domain. The large-scale simulation is first improved using the GPS RO observations, and the resulting changes can have a positive impact on the mesoscale at the later time. The dropwindsonde observations were taken inside the fine domain such that their impact can be detected early in the simulation. With both types of observation included, the prediction shows even greater improvement. At the earlier forecast time, there is nearly no impact from GPS and dropwindsonde data on rainfall forecasts. However, at the later integration time, the GPS data start to significantly improve the rainfall forecast. The dropwindsonde data also provide a positive impact on rainfall forecasts, but it is not as significant as that of the GPS data.     

Efficient satellite orbit modelling using pseudo-stochastic parameters

If the force field acting on an artificial Earth satellite is not known a priori with sufficient accuracy to represent its observations on their accuracy level, one may introduce so-called pseudo-stochastic parameters into an orbit determination process, e.g. instantaneous velocity changes at user-defined epochs or piecewise constant accelerations in user-defined adjacent time subintervals or piecewise linear and continuous accelerations in adjacent time subintervals. The procedures, based on standard least-squares, associated with such parameterizations are well established, but they become inefficient (slow) if the number of pseudo-stochastic parameters becomes large. We develop two efficient methods to solve the orbit determination problem in the presence of pseudo-stochastic parameters. The results of the methods are identical to those obtained with conventional least-squares algorithms. The first efficient algorithm also provides the full variance–covariance matrix; the second, even more efficient algorithm, only parts of it.