Journal of Global Positioning Systems (2006)
Vol. 5, No. 1-2:96-104
Enhancing the Performance of Ultra-Tight Integration of
GPS/PL/INS: A Federated Filter Approach
D. Li, J. Wang, S. Babu
School of Surveying and Spatial Information Systems,
University of New South Wales
Abstract. The integration of GPS, PL and INS sensors
can be implemented at three different levels. Compared
with loose and tight integration, ultra-tight integration
offers numerous advantages including increased
robustness under high dynamics, and improved anti-
jamming performance. In current ultra-tight integration
scenarios, a centralised Kalman filter is commonly
employed to fuse either In-phase (I) and Quadrature (Q)
data from the tracking loop or the pseudorange
measurement and Position, Velocity, Attitude (P, V, A)
measurements from the Inertial Navigation System (INS).
Though relatively simple, this centralised filter structure
has some disadvantages. Firstly, to reduce the
computational load, the filter only makes coarse estimates
of Inertial Measurement Unit (IMU) random errors,
which significantly degrades the system performance.
Secondly, for more accurate estimates, the filter becomes
much more complicated, resulting in a large increase in
the computation time. All of these hinder the performance
of ultra-tight integration considerably. This paper
proposes a federated filter structure for the ultra-tight
integration of GPS, PL and INS sensors. The new filter
structure distributes the computing tasks to different
Kalman filters, leading to reduced filter complexities and
improved system performance. IMU random errors are
estimated separately by the pre-filter at a high data rate,
whilst the main filter has a simplified structure, i.e. no
estimation of the IMU random errors, and operates at a
relatively slow rate. This paper will discuss the dynamic
modelling method based on the Walsh function transform
for implementing the pre-filter and the simplification of
the main filter. Simulation tests were performed to
compare the performance of the federated filter with that
of the usual centralised Kalman filter in the estimation of
the IMU random errors. The results show that with the
simplification of the Kalman filter structure, the federated
filter design can achieve the almost equally precise
estimates as the centralised Kalman filter does but with
less computational burden. Hence the federated design is
more suitable for implementing the ultra-tight integration
for real-time applications. Finally, the simulated high
dynamic flight test results of ultra-tight integration based
on the federated Kalman filter are presented.
Keywords. GPS, tracking loop, dynamic model, IMU,
INS, Kalman filter
Introduction
The Global Positioning System (GPS), Inertial
Navigation System (INS) and Pseudolite (PL)
technologies all play very important roles in navigation
systems. As an independent navigation system, GPS
provides a variety of useful navigation data, e.g.
pseudorange, pseudorange-rate, etc. Though the precision
is independent of time, the performance will become
unreliable when the equipment experiences high
dynamics, or when the receiver is exposed to jamming or
interference from communication equipment, etc. In
comparison to GPS, though INS is autonomous and
provides good short-term accuracy, but its usage as a
stand-alone navigation system is limited due to the time-
dependent growth of the inertial sensor biases (Titterton
& Weston, 1997). PLs are ground-based transmitters that
can transmit GPS-like signals. They have some
advantages in that their positions can be determined
precisely, and the Signal-to-Noise Ratios (SNR) are
relatively high. The integration of GPS, INS and PL is
increasingly important, because their combined
performance, in principle, overcomes the shortcomings of
the individual sensor systems.
Initially, the GPS and INS were integrated in “loose”
mode, where the navigation solutions from the individual
systems are combined together by an optimal integrating
filter. In this system-level integration, GPS and INS
systems were treated independently. Though easy to
implement, the navigation solution can be improved. As a
Li et al.: Enhancing the Performance of Ultra-Tight Integration of GPS/PL/INS:
A Federated Filter Approach 97
result, the integration evolved into the so-called tightly-
coupled mode, where the raw measurements from GPS,
e.g. pseudorange, pseudorange-rate, are combined with
INS measurements or positions (Sennott, 1997). The
system performance is remarkablely improved.
In severe environments, such as under high dynamics,
and/or intentional or unintentional RF interference, the
performance of the loose and tightly-integrated system
will be degraded because the GPS solutions become
increasingly unreliable. For a more robust navigation
solution, the integration level moves into both the
individual systems, especially into the GPS receiver
itself. That is, the ultra-tight integration navigation filter
combines either the I and Q measurements from the GPS
tracking loop or the pseudorange measurements with the
INS navigation parameters to produce the optimal
Doppler estimate. This removes the dynamic stress of the
code and phase tracking loops, thus keeping them in
stable tracking mode during high dynamics (Alban, 2003;
Beser, 2002; Poh, 2002). This tracking loop level
integration is more complicated than the other two as it
requires good knowledge of GPS receiver’s tracking loop
architecture. Differing from the conventional GPS
receiver used in the other two configurations, in which
the tracking loop is closed and the local reference signal
is the only feedback of the loop filter, the ultra-tightly
integrated system’s feedback signal is derived from both
the loop filter and the integrated navigation filter. This
improves the accuracy of GPS measurements by
maintaining a narrow tracking loop bandwidth without
degrading its dynamic tracking capability.
In an ultra-tightly integrated system, usually the updating
frequency of the GPS tracking loop is 1kHz. However,
due to large-sized matrix computations and hardware
limitations, the integrated Kalman filter output rate is
between 1-10Hz. Accurate estimates need a complicated
filter structure, which typically means more computing
time. For real-time applications, not only the precision of
estimates, but also the computing time should be taken
into account. Hence there must be a compromise in the
system design.
This paper proposes a federated Kalman filter structure to
implement the ultra-tight integration. The computation by
the integrated filter is distributed into different parts, so
that the main filter integrates the GPS measurements and
INS data while the other filter, i.e. pre-filtering filter, is
specifically designed to compensate for the IMU errors.
These two Kalman filters work in parallel, so that the
computing time is kept to a minimum. When using a
Kalman filter to estimate and compensate for the IMU
errors, a pivotal technique is to determine the dynamic
model of the IMU sensors, which is used to derive the
state transition matrix for implementing the Kalman
filter. This paper will discuss the dynamic modelling of
an IMU employing a novel modelling method based on
the Walsh function and its transform. The precision of the
dynamic model of the IMU directly influences the
accuracy of the INS data, and eventually the quality of
the aiding Doppler. In this paper, a dynamic modelling
method will be discussed and simulation experiments will
be carried out to demonstrate the proposed dynamic
modelling method. Several test scenarios have been used
to investigate the ultra-tight receiver based on the
federated Kalman filter structure, compared to a stand-
alone receiver. The results show that the ultra-tight
integration produces a more robust and accurate solution
under high dynamics and low SNR environments.
2 Kalman Filter Structure for The Ultra-Tight
Integration
The purpose of the ultra-tight integration is to keep the
GPS receiver stable for high dynamic applications, with
the integration of inertial measurements. As the dynamics
are removed from the tracking loop, the loop bandwidth
will be reduced to the minimum, depending on the
accuracy of the aiding measurements derived from the
inertial sensors and the stability of the receiver clock. As
a result, in this case, even in high dynamics and low SNR
applications the tracking loop could remain in a narrow
PLL, which means precise measurements and therefore
an accurate and robust position solution.
In general, in either the ultra-tight integration or the
stand-alone GPS receiver operation, the loop filter
measures the errors between the incoming and reference
signals and feeds them into the Numeric Control
Oscillator (NCO) to align the phase of the local reference
signal so that it’s frequency and phase are identical to
those of the incoming signal. Usually this process will
take 1 millisecond, i.e. one C/A code period. The update
rate of the loop is 1kHz. In the ultra-tight integration, the
aiding Doppler from the integrated filter should be
provided at the same rate.
The integrated filter which outputs the aiding Doppler is
implemented by Kalman filter techniques. Because there
are intensive computations the computing time of the
Kalman filter is longer than 1 millisecond; resulting in a
data update rate of 1-10Hz. To synchronise the tracking
loop and the aiding Doppler, the output rate of the
Kalman filter must be increased by simplifying its
structure (but which would otherwise result in a
degradation of the quality of the aiding Doppler and other
estimates). One method to solve this problem is to
interpolate the lower aiding Doppler rate to the required
rate, i.e. 1kHz, with a multi-rate signal processing
algorithm (Babu and Wang, 2004). For improved
estimates, the Kalman filter should be carefully designed.
However, the long computation time for accurate results
will reduce the output rate and result in degradation of the
performance of the interpolation.
98 Journal of Global Positioning Systems
To solve this paradox there must be a compromise
between the computing time and the estimating accuracy
of the Kalman filter. The federated Kalman filter
structure is investigated to implement the ultra-tight
integration, whereby the computation of the integrated
filter is divided into different filters. Figure 1 depicts the
system structure of ultra-tight integration based on a
federated Kalman filter. The main filter integrates the
GPS measurements and the INS data, while the other one,
i.e. the pre-filtering Kalman filter, will operate in parallel
with the main filter to estimate and compensate for the
IMU errors. This structure succeeds in distributing the
computational burden into different filters, all operating
at the same time.
The Kalman filter is used to generate optimal estimates of
a dynamic system. The key to implementing the pre-
filtering Kalman filter is to determine its state transition
matrix, which could be directly deduced from the
dynamic model of the estimated system. For describing
the characteristics of the dynamic system, we can use the
dynamic model or the state transition matrix.
Fig. 1 Configuration of the federated Kalman filter for the ultra
tight integration
To implement the pre-filtering Kalman filter requires a
knowledge of the IMU dynamic model. Usually there are
time-domain and frequency-domain based methods to
establish this dynamic model. However these two
methods are inefficient because they are computationally
intensive, complex and it is easy to introduce errors in the
multi-modelling steps (Li, 2004). In this paper the IMU
dynamic model is derived by a new dynamic modelling
method based on the Walsh function and its transform.
The advantages of this modelling method are that the
integration can be replaced by matrix multiplication, and
the parameters of the dynamic model can be directly
derived from the matrix operation. Thus the errors can be
reduced to obtain a more accurate model of the dynamic
system.
3 Implementation of The Federated Kalman
Filter
3.1 Implementation of The Pre-filtering Kalman
Filter
The effective way to eliminate the errors of the IMU is
the complementary Kalman filter technique. Based on the
Kalman filter theory, precise estimates can only be
derived from the accurate dynamic model.
Usually the characteristic of the dynamic system is
described by means of a transfer function, which is the
representation of the differential equation in the s-
domain. The IMU dynamic model can be represented by
1st or 2nd order transfer functions (Li and Sun, 2004). The
outputs of the IMU should be estimated in real-time,
which usually has a high output rate. In this case, the 1st
order IMU models are used to simplify the structure of
the pre-filtering Kalman filter and, as a result, this
increases the output rate. The transfer function of IMU
can be given as:
1
)( +
Ts
K
s (1)
where K is the system gain and T is the time constant of
system. These two parameters have an impact on the
system dynamic performance. The determination of the
IMU dynamic model becomes a problem of parameter
identification in equation (1). Using the Walsh function
dynamic modelling method, firstly the calibrated data are
collected from the IMU. Secondly, m
W, p and T
ω
are
generated. Then the Walsh transform of input/output data
are carried out. And finally the coefficients K and T are
extracted by matrix operations.
Once K and T have been determined and the noise w has
been introduced, the transfer function equation (1) can be
transformed into a state-space description:
+=
+−=
vxy
wx
T
x1
& (2)
where T is the time constant, and w is the system noise.
Discretising the continuous state-space equation (2)
(Zheng, 2000):
+=
+=+
VkXkY
WHKGXkX
)()(
)()1(
=
=
s
s
Tt
T
T
T
dteH
eG
0
1
(3)
where Ts is the sampling period, T is the time constant of
system, G is the system state transition matrix, H is the
system noise transition matrix, the process and
measurement model of the Kalman filter can be derived
using the dynamic model of the IMU:
Li et al.: Enhancing the Performance of Ultra-Tight Integration of GPS/PL/INS:
A Federated Filter Approach 99
+=
+=+
v(k)(k)Φ(k)Y
Hw(k)(k)GΦ1)(kΦ
IMUIMU
IMUIMU (4)
where T
acc3acc2acc1gyro2gyro2gyro1IMU
Φ],,,,,[
ϕϕϕϕϕϕ
=, is the
state vector of the Kalman filter.
Here acc3acc2acc1gyro2gyro2gyro1
ϕ
ϕ
ϕ
ϕ
ϕ
ϕ
,,,,, are the
estimated outputs of the IMU, and w(k), v(k) are zero-
mean white noise.
T
accaccaccgyrogyrogyroIMU yyyyyyY ],,,,,[ 321321
=
and 321321 ,,,,, accaccaccgyrogyrogyro yyyyyy are the original
outputs of the IMU used as the measurements for the pre-
filtering Kalman filter.
When the original outputs of the IMU are used as the
measurements of the pre-filtering Kalman filter, the
estimated outputs are the optimal estimation of the raw
outputs of the IMU, i.e. a pre-filtering Kalman filter can
produce the optimal estimates of the IMU outputs. Hence,
these calibrated IMU outputs derived from the pre-
filtering Kalman filter can be used in the inertial
navigation algorithm to generate the navigation solutions
for position, velocity and attitude.
3.2 The Simplified Structure of the Main Kalman
Filter
The main advantage of the federated Kalman filter is that
it can distribute the computational tasks of a centralised
Kalman filter into two parallell Kalman filters, i.e. the
pre-filtering and the main Kalman filter. The structure of
main Kalman filter can be simplified at the same time
without degrading the quality of the estimates. The IMU
errors, i.e. the gyro and accelerometer random drifts, are
estimated and compensated for in the pre-filter.
There are several different options for implementing the
ultra-tight integration Kalman filter. In one of them, the
GPS-measured pseudorange is used as the measurement
for the Kalman filter. Based on the optimal estimates of
receiver velocity, the aiding Doppler can be obtained to
feed back the tracking loop (Alban, 2003). In this paper,
this structure is adopted to implement the ultra-tight
integration. Usually the state vector in this type of ultra-
tight Kalman filter structure comprises 16 variables:
]
[)(
b
b
ibz
b
iby
b
ibx
b
ibz
b
iby
b
ibx
z
n
e
tfff
vvvhtx
δδωδωδωδδδ
γ
β
α
δ
δ
δ
δ
δλ
δϕ
=(5)
where h
δ
δλ
δϕ
,,are the position errors, i.e. latitude,
longitude and height errors. zne vvv
δδδ
,, are the velocity
errors, i.e. east, north and up velocity errors in the local
level coordinate system, respectively.
γ
β
α
,, are the
attitude errors, i.e. pitch, roll and heading angle errors in
the body coordinate system. b
ibz
b
iby
b
ibx fff
δδδ
,, are the 3
accelerometer random drifts, b
ibz
b
iby
b
ibx
δωδωδω
,, are the 3
gyro random drifts, and b
t
δ
is the GPS receiver clock bias.
The measurement used in the Kalman filter is the
difference between the INS-derived pseudorange and the
GPS-measured pseudorange; therefore it is a function of
receiver position errors and GPS receiver clock bias
errors:
Vtheee b
+
+
+
+
=
δ
δ
δλ
ρ
321 (6)
where 321 ,, eee are the elements of the unit vector between
satellite and receiver. V is the measurement noise.
δρ
is
the pseudorange difference, which is derived from
GPSINS
ρρ
, here INS
ρ
is the INS-derived pseudorange
measurement which contains the receiver position errors,
and GPS
ρ
is the GPS-measured pseudorange which
contains the receiver clock bias errors.
Once we obtain the optimal estimates of receiver
velocity, the aiding Doppler can be calculated:
c
av
ff vel
txdoppler
)1(
r
= (7)
where tx
fis the GPS L1 frequency, Vvel is the relative
velocity between satellite and receiver, a
ris the line-of-
sight unit vector between satellite and receiver, and cis
the speed of light. For a detailed discussion of how to
derive the aiding Doppler from the estimated velocity
readers are referred to Babu and Wang (2004) and Kaplan
(1996).
In the federated Kalman filter structure, as the pre-
filtering Kalman filter compensates for the IMU errors,
there is no need for the main Kalman filter to estimate the
IMU random errors, therefore the number of state
variables can be reduced to 10 (removing the 6 IMU drift
state variables), and the structure of the Kalman filter (i.e.
the state transition matrix) can be simplified. If the
number of state variables is 16 or 10, the number of
elements in the state transition matrix will be 162=256 or
102=100 respectively. Hence because the value of every
element should be calculated by the software, reducing
the number of state variables can significantly reduce the
computational burden of the Kalman filter. Furthermore,
reducing the state variables can simplify the structure of
the Kalman filter by neglecting the correlations between
the IMU errors and the other variables. Because the
attitude and velocity errors are correlated with the IMU
random drift errors, for example, the attitude pitch angle
and the east velocity error equations are given as:
b
ibx
e
ie
e
ie
n
R
v
tg
R
v
R
v
δωγϕωβϕϕω
δ
α
−+−++−=)cos()sin(
&
100 Journal of Global Positioning Systems
n
u
u
n
e
e
ie
e
e
ie
b
ibyxzn
v
R
v
v
R
v
v
R
v
vtg
R
v
fffv
δδδϕϕϕω
δδϕωδγαδ
−−+−
+−+−=
)seccos2(
)sin(2
2
& (8)
where hRR e+=, e
Rand h is the earth radius and height
respectively, and ie
ω
is the angle rate of earth rotation.
zx ff,are the accelerometer measurements in the body
coordinate system.
In the federated Kalman filter structure, the pre-filtering
Kalman filter estimates and compensates for the IMU
random drifts, thus the main Kalman filter doesn’t need
to estimate them. As described above, the correlations of
the IMU random drift errors with the other state variables
can be neglected. The attitude and velocity error equation
could be simplified:
γϕωβϕϕω
δ
α
)cos()sin(
R
v
tg
R
v
R
ve
ie
e
ie
n+−++−=
&
n
u
u
n
e
e
ie
e
e
iexzn
v
R
v
v
R
v
v
R
v
vtg
R
v
ffv
δδδϕϕϕω
δδϕωγαδ
−−+−
+−−=
)seccos2(
)sin(2
2
& (9)
Hence the state transition matrix can be simplified. Here
we still use the pseudorange differences as the
measurements for the Kalman filter. Hence the
measurement model is the same as that in the centralised
Kalman filter, which is described by equation (6).
4 Experimental Results
4.1 IMU Dynamic Modelling Results
Given the 2nd order dynamic system:
153.0
1
)( 2
21
2
21
++
=
++
+
=ssasas
bsb
sG (10)
the Walsh function modelling results are shown in Table
1. Using these modelling results the dynamic models are
constructed, as shown in Figure 2. The dashed lines
represent the outputs of these models and the solid lines
represent the outputs of the model in equation (10) which
were applied to the same unit step input signal.
Table 1. Modeling results of method using different numbers of Walsh
function
Model
Parameters 1
a 2
a 1
b 2
b
0.53 1 0 1
8 Walsh
function 0.92627 1.9058 -1.1183 1.9138
32 Walsh
function 0.54293 1.0162 -0.16551 1.0163
128 Walsh
function 0.53035 1.0009 -
0.0054747 1.001
256 Walsh
function 0.53018 1.0002 -0.020797 1.0002
The results show that the accuracy of the estimated model
parameters depends on the number of Walsh functions
used for the modelling. For the simulation test, 128
Walsh functions produce good modelling results.
4.2 Pre-filtering Kalman Filter Testing Results
First, the flight trajectory with known dynamics, with
characteristics shown in Table 2, was generated.
Fig. 2 Modeling results of different number of Walsh function
A comparison between IMU outputs with/without using
the pre-filtering Kalman filter was made in order to study
how the pre-filtering improves the IMU outputs. In the
simulation test, the dynamics of the trajectory are known,
i.e. the position, attitude and velocity, and the original
IMU outputs could be deduced from this information.
After adding noise to the original IMU outputs, the
simulated raw IMU outputs corresponding to the flight
trajectory could be obtained. Simulation time lasts for 60
sec. The output rate of the IMU is 100Hz. Figure 3
depicts the IMU outputs that have large errors from the
known trajectory.
Table 2. Parameters of flight trajectory
Initial position
(latitude, longitude,
high) (degree)
45° 45° 0
Initial velocity
(east, north, up) (m/s) 1 1 0
Initial acceleration
(m/s2)
0 0 0
Initial attitude
(roll, pitch, heading)
(degree)
0 0 45°
Simulation time(s) 60
Simulation time step (s) 0.01
Flight status Constant acceleration = 0.5g
After optimally estimating the IMU outputs by the pre-
filtering Kalman filter, most of the IMU random drift
errors were removed, and the filtered IMU outputs are
Li et al.: Enhancing the Performance of Ultra-Tight Integration of GPS/PL/INS:
A Federated Filter Approach 101
shown in Figure 4, indicating an improvement in IMU
outputs.
4.3 Main Kalman Filter Testing Results
To test the performance of the federated Kalman filter,
the comparison of the estimates from these two
configurations, i.e. the federated and centralised Kalman
filter, is carried out.
Fig. 3 Original outputs of IMU
In the centralised Kalman filter structure, the IMU
random drifts errors are estimated together with other
state variables. The optimal navigation solutions of
position, attitude and velocity, represented as the latitude,
longitude, earth-level velocity and roll, pitch, heading
(compensated by the estimated errors derived from the
Kalman filter) are shown in Figure 5.
In the federated Kalman filter, as the IMU random drift
errors are already estimated during the pre-filtering, the
main Kalman filter doesn’t need to estimate the IMU
errors again. To compare with the results of the
centralised Kalman filter, the compensated position,
attitude and velocity are given in Figure 6. From Figure 6
it can be observed that the federated Kalman filter
delivers the same precision of estimates as the centralised
Kalman filter approach, however the computing time is
greatly reduced because of the simplified state transition
matrix. Hence, the update rate of the estimates can be
increased, which is helpful when implementing the
Kalman filter for real-time applications.
4.4 Ultra-Tight GPS/INS Receiver Experimental
Results
As shown in the previous section, the federated Kalman
filter structure velocity estimates with the same accuracy
as the centralised Kalman filter.
Fig. 4 Filtered outputs of IMU
102 Journal of Global Positioning Systems
Fig. 5 Navigation solutions based on the centralised Kalman filter
structure
Therefore the accuracies of the aiding Doppler for both
configurations is of the same level, which means that the
ultra-tight GPS/INS receiver based on the federated
Kalman receiver has the same quality of output as the
centralised Kalman filter, but benefits from faster
compution.
Figure 7 illustrates the performance of the ultra-tightly
integrated GPS/INS receiver and the stand-alone GPS
receiver. The tracking loop bandwidth is set at 12Hz.
Normally, by comparing the power of the carrier tracking
loop with the tracking threshold it can be determined if
the tracking loop is in FLL or PLL mode, which
illustrates the stability and accuracy of the tracking loop.
As mentioned above, the FLL means lower
measurements accuracy. For better tracking effect, the
tracking mode should quickly switch from FLL to PLL.
From Figure 7 it can be shown that when the dynamics of
the simulated trajectory is high, the stand-alone GPS
receiver tracking loop had large tracking errors and
remained in the FLL mode. Once the dynamics become
larger or the bandwidth is reduced, it will lose lock.
However, the ultra-tightly integrated receiver could
remain in the PLL tracking mode with the same
dynamics, therefore it can be concluded that the ultra-
tight integrated receiver is more robust for the high
dynamic applications.
Usually the variety of the code loop power represents the
stability of the code tracking loop. If it is large enough to
exceed the threshold, the code tracking loop will lose
lock. Because the carrier tracking loop relies on the
stability of the code tracking loop, it will also lose lock at
the same time. Figure 8 shows that the variety of code
loop power of the ultra-tight receiver is smaller than that
of a stand-alone receiver, meaning it has more stable
tracking capability.
The Q measurements represent the tracking loop errors.
Figure 9 demonstrates that the ultra-tight receiver has
smaller tracking errors than the stand-alone receiver
under the same dynamic conditions, i.e. more accurate
measurements could be obtained from the tracking loop.
Fig. 6 Navigation solutions based on the federated Kalman filter
structure
Li et al.: Enhancing the Performance of Ultra-Tight Integration of GPS/PL/INS:
A Federated Filter Approach 103
Fig. 7 Comparison of tracking loop status between the ultra tight
integration and stand-alone receiver
5 Concluding Remarks
In this paper a federated Kalman filter structure for the
ultra-tight integration of GPS/INS/PL has been
investigated, in which the IMU random errors are
estimated and compensated for by a pre-filtering Kalman
filter. In this way the computational burden can be
separated into different parts and processed in parallel.
The pivotal technique to implement this structure, the
dynamic modelling method of the IMU based on the
Walsh function and its transform, is investigated and the
simulation experiments have demonstrated its accuracy
and feasibility. The Kalman filter was implemented on
the IMU dynamic model. Test results have shown that the
IMU errors can be effectively removed by pre-filtering so
that the accuracy of the aiding Doppler derived from the
integrated Kalman filter is the same as that of the
centralised Kalman filter, but requires less computation
time. This federated Kalman filter structure is therefore
especially attractive, especially for real-time applications.
Fig. 8 Code tracking loop status
Fig. 9 Tracking loop Q measurements
Acknowledgments
This research is supported by an ARC (Australian
Research Council) – Discovery Research Project on
‘Robust Positioning Based on Ultra-tight Integration of
GPS, Pseudolites and Inertial Sensors’. The authors
would like to thank Prof. Chris Rizos for his valuable
comments on the early version of this paper.
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