Fast error analysis of continuous GNSS observations with missing data

One of the most widely used method for the time-series analysis of continuous Global Navigation Satellite System (GNSS) observations is Maximum Likelihood Estimation (MLE) which in most implementations requires $mathcal{O }(n^3)$ operations for $n$ observations. Previous research by the authors has shown that this amount of operations can be reduced to $mathcal{O }(n^2)$ for observations without missing data. In the current research we present a reformulation of the equations that preserves this low amount of operations, even in the common situation of having some missing data.Our reformulation assumes that the noise is stationary to ensure a Toeplitz covariance matrix. However, most GNSS time-series exhibit power-law noise which is weakly non-stationary. To overcome this problem, we present a Toeplitz covariance matrix that provides an approximation for power-law noise that is accurate for most GNSS time-series.Numerical results are given for a set of synthetic data and a set of International GNSS Service (IGS) stations, demonstrating a reduction in computation time of a factor of 10–100 compared to the standard MLE method, depending on the length of the time-series and the amount of missing data.