Recursive estimation of the stochastic model based on the Kalman filter formulation

doi:10.1007/s10291-020-01060-4

NTSC-IR

	Recursive estimation of the stochastic model based on the Kalman filter formulation
	Zhang, Xinggang 1,2,3; Lu, Xiaochun 1,2
	2021-01-02
发表期刊	GPS SOLUTIONS
ISSN	1080-5370
卷号	25 期号:1 页码:7
摘要	Based on the batch expectation-maximization (EM) and recursive least-squares algorithms, we develop a new recursive variance components estimation (Recursive-VCE) algorithm that applies a Kalman filter and validates it by a simulated kinematic precise point positioning (PPP) experiment and a PPP test on real-world data. The Recursive-VCE algorithm processes the observations in an epoch-by-epoch or a group-by-group manner. Once new observations are obtained, it updates the estimates of the variance components in a recursive way or on the fly. Therefore, it does not require significant computing resources to store sufficiently large training datasets. The resulting algorithm is simple and able to be easily adapted to determine time-varying behaviours and is shown to converge faster than the batch EM algorithm because the EM algorithm updates the parameters only once after dealing with all the data. Hence, it is a good complement to other batch VCE methods, and its application in real-time data processing is promising.
关键词	Variance components estimation Batch EM algorithm Precise point positioning Kalman filter Real-time mode
资助者	China Scholarship Council (CSC) ; China Scholarship Council (CSC) ; China Scholarship Council (CSC) ; China Scholarship Council (CSC) ; China Scholarship Council (CSC) ; China Scholarship Council (CSC) ; China Scholarship Council (CSC) ; China Scholarship Council (CSC)
DOI	10.1007/s10291-020-01060-4
关键词[WOS]	NOISE ; COVARIANCE ; GALILEO ; MINQUE
语种	英语
资助项目	China Scholarship Council (CSC)
资助者	China Scholarship Council (CSC) ; China Scholarship Council (CSC) ; China Scholarship Council (CSC) ; China Scholarship Council (CSC) ; China Scholarship Council (CSC) ; China Scholarship Council (CSC) ; China Scholarship Council (CSC) ; China Scholarship Council (CSC)
WOS研究方向	Remote Sensing
WOS类目	Remote Sensing
WOS记录号	WOS:000606405300003
出版者	SPRINGER HEIDELBERG
引用统计
文献类型	期刊论文
条目标识符	http://210.72.145.45/handle/361003/12113
专题	中国科学院国家授时中心
通讯作者	Zhang, Xinggang
作者单位	1.Chinese Acad Sci, Natl Time Serv Ctr, Xian 710600, Peoples R China 2.Chinese Acad Sci, Key Lab Precis Nav Positioning & Timing Technol, Xian 710600, Peoples R China 3.German Res Ctr Geosci GFZ, D-14473 Potsdam, Germany
推荐引用方式 GB/T 7714	Zhang, Xinggang,Lu, Xiaochun. Recursive estimation of the stochastic model based on the Kalman filter formulation[J]. GPS SOLUTIONS,2021,25(1):7.
APA	Zhang, Xinggang,&Lu, Xiaochun.(2021).Recursive estimation of the stochastic model based on the Kalman filter formulation.GPS SOLUTIONS,25(1),7.
MLA	Zhang, Xinggang,et al."Recursive estimation of the stochastic model based on the Kalman filter formulation".GPS SOLUTIONS 25.1(2021):7.