Satellite Navigation

Integrity and integer ambiguity resolution

Picture: ESA

AE4E08

Sandra Verhagen

Course 2010 – 2011, lecture 12

Satellite Navigation (AE4E08) – Lecture 12

 Today’s topics

• Integrity and RAIM

• Integer Ambiguity Resolution

• Study Section 7.4 – 7.6 (not LMS algorithm in 7.5.3)

Satellite Navigation (AE4E08) – Lecture 12

 Integrity: performance measures
Integrity = ability of a system to provide timely warnings to users when the
system should not be used

• HPE/VPE : Horizontal/Vertical Position Error

(not known; due to measurement noise and biases)
• HPL/VPL : Horizontal/Vertical Protection Level
horizontal/vertical position is assured to be within region
defined by HPL/VPL
• HAL/VAL : Horizontal/Vertical Alarm Limit
position error that should result in an alarm being raised
• TTA : Time To Alarm
time between occurrence of integrity event (position error
too large) and alarm being raised

Satellite Navigation (AE4E08) – Lecture 12

 Integrity: performance measures
• HPE/VPE : Horizontal/Vertical Position Error
(not known; due to measurement noise and biases)
• HPL/VPL : Horizontal/Vertical Protection Level
horizontal/vertical position is assured to be within region
defined by HPL/VPL (can be calculated)
• HAL/VAL : Horizontal/Vertical Alarm Limit
position error that should result in an alarm being raised

required: P ( XPE > XPL ) < integrity risk

XPL > XAL Æ alarm, system unavailable

4

Satellite Navigation (AE4E08) – Lecture 12

 Stanford plots
http://waas.stanford.edu/metrics.html

Satellite Navigation (AE4E08) – Lecture 12

 GPS PRN 23 Anomaly, 1 Jan, 2004
East, North and Up differences − delf001s.04r
500
North
400 East
Up
300

200

100
[m]

−100

−200
at 18:30 (UT)
−300

−400
3 min.
−500
100 110 120 130 140 150 160 170 180 190 200
Number of epochs
at 10 seconds interval
Not noticed by US for 3 hours
PickedSatellite
up Navigation
by EGNOS
(AE4E08) – Lecture 12
Alternative: check @receiver
Receiver Autonomous Integrity monitoring
(RAIM)
up to 14x10 6

Local Overall Model teststatistic − delf001s.04r

10

5
immediate response
by Overall Model test
4

3 critical value
2
α = 0.01
1

0
0 60 120 180 240 300 360
Number of epochs
= full hour period

Satellite Navigation (AE4E08) – Lecture 12

 RAIM - Overall model test
RAIM: detect and correct for errors in GPS data
@receiver
Overall model test: does provide good model?

Model: y = Ax + e

y → xˆ = ( A Q A ) AT Qyy−1 y
T −1 −1
Measurements: yy

yˆ = Axˆ
Residuals: eˆ = y − yˆ

“Mismatch”:

Satellite Navigation (AE4E08) – Lecture 12

 RAIM - Overall model test
RAIM: detect and correct for errors in GPS data
@receiver
Overall model test: does provide good model?

Satellite Navigation (AE4E08) – Lecture 12

A Simple Ambiguity Resolution Example
ϕ
1λ 2λ 3λ (a − 2)λ (a −1)λ aλ
A B
p
ρ : unknown distance AB
p : measured distance AB ( σ p = 20 cm)
ϕ : measured fraction distance AB (σϕ = 2 mm)
a : number of times λ (= known) fits into ρ ( a = unknown integer)

⎛ϕ ⎞ ⎛1 − λ ⎞⎛ ρ ⎞ ⎛ϕ ⎞ ⎛⎜σϕ 0 ⎞⎟
2
Model: E⎜⎜ ⎟⎟ = ⎜⎜ ⎟⎟⎜⎜ ⎟⎟, D⎜⎜ ⎟⎟ = , a = integer
⎝ p ⎠ ⎜⎝ 0 σ p ⎟⎠
2
⎝ p ⎠ ⎝1 0 ⎠⎝ a ⎠
Satellite Navigation (AE4E08) – Lecture 12
 l k

Relative Positioning:
Double Differencing
• elimination of receiver clock errors
• elimination of initial receiver phase offsets
• DD phase ambiguity is an integer number!
DD code observation: r xur u

ρ ( kl )
ur ,i = ( −1 r )
( kl ) T
xur + μi I ur( kl ) + Tur( kl ) + ε ρ( kl,)ur
i

DD phase observation:

Φ ( kl )
ur ,i = ( −1 r )
( kl ) T
xur − μi I ur( kl ) + Tur( kl ) + λi N ur( kl,i) + ε Φ( kli ,)ur
relative receiver
integer DD ambiguity
position

Satellite Navigation (AE4E08) – Lecture 12

 Resolution of the DD ambiguities

• code observation: dm precision

• phase observation: mm precision,

• but: receiver-satellite geometry has to change
considerably (long observation time) to solve
position with mm-cm accuracy

• if DD ambiguities are resolved to integers

within a short time (or instantaneously),
positions (and other parameters) can be solved
with mm-cm accuracy

Satellite Navigation (AE4E08) – Lecture 12

 Precision of relative GPS positioning
two epochs of data: varying time span
100 100
code observations N phase observations N
E E
10 U 10 float U
st.dev. [m]

st.dev. [m]
1 1

0.1 0.1

0.01 0.01 fixed

0.001 0.001
0.1 1 10 50 0.1 1 10 50
time [min] time [min]

Satellite Navigation (AE4E08) – Lecture 12

Precision code vs. phase observations
code observations phase observations

U U

E E
1m 0.01 m
N N

• both RELATIVE positioning

• phase: provided that the integer ambiguity is KNOWN

Satellite Navigation (AE4E08) – Lecture 12

 Ionosphere-fixed, -float, -weighted model
• Ionosphere-fixed model:
• no differential ionospheric delay parameters
• observations may be corrected a priori for ionosphere
• for short baselines only
• can already be based on single-frequency data
• Ionosphere-float model:
• estimation of differential ionospheric delays
• no a priori corrections
• for long baselines
• based on at least dual-frequency data
• Ionosphere-weighted model:
• ionosphere corrections from network RTK ‘subtracted’
• for medium to long baselines

Satellite Navigation (AE4E08) – Lecture 12

 GNSS model
In book:
y = AN+Gδx+ε
Observation equations:

y = Aa+Bb+e, a ∈Z ; n
Qyy

y data vector
a ambiguities
b baseline coordinates & other unknowns
Qyy variance-covariance matrix of data

Satellite Navigation (AE4E08) – Lecture 12

 SUCCESSFUL INTEGER AMBIGUITY
RESOLUTION

is the key to

FAST and PRECISE GNSS parameter

estimation

(baseline coordinates, attitude angles, orbit

parameters, atmospheric delays)

Satellite Navigation (AE4E08) – Lecture 12

 Integer estimation

‘float’ solution integer map ‘fixed’ solution

estimate estimate
position and estimate position
carrier integer (ambiguities
ambiguities ambiguities fixed)

validate validate
float integer
solution ambiguities

Satellite Navigation (AE4E08) – Lecture 12

 Float and fixed solution

Ambiguities not fixed Ambiguities fixed

1.0 0.010

0.5 0.005

Up (meters)
Up (meters)

0.0 0.000

−0.5 −0.005

−1.0 −0.010

1.0 0.010
1.0 0.010
0.0 0.5 0.000 0.005
0.0 0.000
−0.5 −0.005
−1.0 −1.0 −0.010 −0.010
North (meters) North (meters) East (meters)
East (meters)

Satellite Navigation (AE4E08) – Lecture 12

 Integer estimation
(
integer map aˆ ∈ R → S (aˆ ) = a ∈ Z n
n

no holes & no overlap

Æ there will always be ONE solution

translation invariant

Satellite Navigation (AE4E08) – Lecture 12

 Different choices of integer estimators

2
integer rounding integer bootstrapping
2 2
integer least-squares

1 1 1

0 0 0

−1 −1 −1

−2 −2 −2
−2 −1 0 1 2 −2 −1 0 1 2 −2 −1 0 1 2

after their pull-in region

Satellite Navigation (AE4E08) – Lecture 12

 Ambiguity resolution

Integer ambiguities are derived from

stochastic observations

Integer ambiguities are

not deterministic but stochastic

input (stochastic)

(
aˆ ∈ R → S (aˆ ) = a ∈ Z n
n

output (stochastic)

Satellite Navigation (AE4E08) – Lecture 12

 Integer estimation

Optimal integer estimator: integer least-squares

2

(
a = arg minn aˆ − z
2
0

z∈Z Qaa
ˆˆ

−1

−2
−2 −1 0 1 2

Satellite Navigation (AE4E08) – Lecture 12

 Ambiguity search space: a (hyper-)
ellipsoid

• centered at â
• shape governed by Qaa
ˆˆ
• find all integers z for which +

ˆ ˆ (a - z) ≤ χ
-1
(a - z) Qaa
ˆ T
ˆ 2
a2

• χ 2should be set such that search space a1 2D example

contains at least one integer vector
+ â1,â2 (float solution)
• select the z which provides minimum candidate integer
solution

Satellite Navigation (AE4E08) – Lecture 12

 Integer ambiguity resolution

• Float solution: least-squares

• Integer search: find integer solution
with shortest weighted distance to float
solution (weighted by variance- +
covariance matrix of float ambiguites)
• Search difficult due to correlations a2
• LAMBDA: transformation of search
space to make it efficient a1 2D example

Satellite Navigation (AE4E08) – Lecture 12

 Example: Ambiguity search space
Two dimensions, geometry-free, short baseline

â2

*
16 candidates for a1, but only one
for a2 such that (a1, a2) inside
search space
Æ Search is inefficient

â1
Satellite Navigation (AE4E08) – Lecture 12
 Example: Ambiguity search space
Two dimensions, geometry-free, short baseline

â2
* After decorrelation
Number of candidates INSIDE
search space is same
Æ Search is efficient

â1
Satellite Navigation (AE4E08) – Lecture 12
 Ambiguity estimation and success rate
Example based on real data (1000 epochs)
Distribution of original ambiguities Distribution of transformed ambiguities

1
a2 [cycle]

z2 [cycle]
0 0

−1

−5
Success rate: 99%
−5 0
= % of5
float ambiguities−1 in 0 1
a1 [cycle] z1 [cycle]
pull-in region centered at
correct integer value

Satellite Navigation (AE4E08) – Lecture 12

 Integer ambiguity resolution

Successful ambiguity resolution depends on precision of

float solution, which depends on:
• baseline length (tropo + iono delays)
• satellite geometry
• precision of code and phase observations
• # frequencies

Æ Change in satellite geometry helps (long duration)

Satellite Navigation (AE4E08) – Lecture 12

 LAMBDA method

Integer estimation:
• optimal : maximum success rate
• efficient : (near) real-time LAMBDA

Applicable to wide variety of models

• With or without relative satellite-receiver geometry
• Stationary or moving receivers LAMBDA
• With or without atmospheric delays
• Single- or multi-baseline
• One, two, three or more frequencies (any GNSS)

Satellite Navigation (AE4E08) – Lecture 12

 Baseline models
Parameters

Geometry- Roving- Stationary-

free receiver receiver
Ranges N
Station coordinates N C
Ambiguities C C C
Ionospheric delays N*) N*) N*)

N - New parameter introduced for each observation epoch

C - Constant parameter for entire observation period
*) - Long baselines only

Satellite Navigation (AE4E08) – Lecture 12

 Ambiguity Resolution Methods

• Search in the 3-dimensional position space (e.g. ambiguity

function method); Now deprecated

• Linear combination of code and phase (using widelane/narrowlane

combinations)
• performance worse with AS
• has been improved by LAMBDA: 2-dimensional ambiguity
resolution/search problem
Æ Geometry-free model
• Search in the n-dimensional ambiguity space
Æ Geometry-based model

Satellite Navigation (AE4E08) – Lecture 12

 Summary and outlook

• We covered it all! (except for the applications)

Next:
Applications: your presentations

Exam preparation: check blackboard!

33

Satellite Navigation (AE4E08) – Lecture 12