Recursive estimation of the stochastic model based on the Kalman filter formulation
文献类型：期刊论文
| 作者 | Zhang, Xinggang1,2,3; Lu, Xiaochun2,3 |
| 刊名 | GPS SOLUTIONS
 |
| 出版日期 | 2021-01-02 |
| 卷号 | 25期号:1页码:7 |
| 关键词 | Variance components estimation Batch EM algorithm Precise point positioning Kalman filter Real-time mode |
| ISSN号 | 1080-5370 |
| DOI | 10.1007/s10291-020-01060-4 |
| 英文摘要 | 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. |
| WOS关键词 | NOISE ; COVARIANCE ; GALILEO ; MINQUE |
| 资助项目 | China Scholarship Council (CSC) |
| WOS研究方向 | Remote Sensing |
| 语种 | 英语 |
| WOS记录号 | WOS:000606405300003 |
| 出版者 | SPRINGER HEIDELBERG |
| 资助机构 | 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) |
| 源URL | [http://210.72.145.45/handle/361003/12112]  |
| 专题 | 中国科学院国家授时中心 |
| 通讯作者 | Zhang, Xinggang |
| 作者单位 | 1.German Res Ctr Geosci GFZ, D-14473 Potsdam, Germany 2.Chinese Acad Sci, Key Lab Precis Nav Positioning & Timing Technol, Xian 710600, Peoples R China 3.Chinese Acad Sci, Natl Time Serv Ctr, Xian 710600, Peoples R China |
| 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. |
入库方式： OAI收割
来源：国家授时中心
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