数学
协方差
残余物
卡尔曼滤波器
椭球体
应用数学
统计
算法
大地测量学
地理
作者
J. W. Diesel,Sherry Luu
出处
期刊:Proceedings of the 8th International Technical Meeting of the Satellite Division of The Institute of Navigation (ION GPS 1995)
日期:1995-09-15
卷期号:: 1959-1964
被引量:40
摘要
A mathematical justification for AIME is developed, and
it is compared with the mathematical justification for
RAIM. It is seen that the mathematical bases for the two
approaches is essentially the same. The test statistic for
AIME is based on the residuals in the innovations
process of the Kalman filter, rather than the residuals
from the instantaneous “snapshot” least squares solution
used in RAIM. This is logical since the Kalman filter
residual is the difference between measured Pseudo
Range to each satellite and the predicted Pseudo Range
from the estimated solution, which is the least squares
solution based on all past measurements.
Rather than the parity transformation used in RAIM,
AlME transforms the residuals to the principal axes
(eigenvectors) of the ellipsoid for the n dimensional
normal distribution of the residuals. It is shown that any
deterministic failure of a satellite leads to a non-central
chi square distribution. This makes it possible to
determine the exact probabilities for failure detection and
exclusion on a single covariance nm, which corresponds
to an infinite number of Monte Carlo runs.
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