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Comparing stochastic models used in GPS precise

point positioning technique

C. Satirapod & M. Luansang

To cite this article: C. Satirapod & M. Luansang (2008) Comparing stochastic models
used in GPS precise point positioning technique, Survey Review, 40:308, 188-194, DOI:
10.1179/003962608X290988

To link to this article: https://doi.org/10.1179/003962608X290988

Published online: 19 Jul 2013.

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Survey Review, 40, 308 pp. 188-194 (April 2008)

COMPARING STOCHASTIC MODELS USED IN GPS PRECISE

POINT POSITIONING TECHNIQUE

C. Satirapod and M. Luansang

Geo-Image Technology Research Unit, Department of Survey Engineering,
Chulalongkorn University, Bangkok, Thailand

ABSTRACT
GPS observables are normally processed using the least-squares method. In order to ensure high
accuracy positioning results, both the functional model and the stochastic model must be correctly
defined. In GPS Precise Point Positioning (PPP) mode, an ionosphere-free linear combination is
generally used for constructing the functional mode, while post-mission information and error
mitigation methods are employed to eliminate many biases. Nevertheless, some unmodelled biases still
remain in the GPS observables and eventually cause errors in the coordinate results. It is, however,
possible to further improve the accuracy and reliability of GPS results through an enhancement of the
stochastic model. This research aims to investigate stochastic models used in the GPS PPP technique.
Three different stochastic models; equal weight for all GPS observables, different weight for each GPS
observable based on satellite elevation angle and different weight for each GPS observable based on the
MINQUE (Minimum Norm Quadratic Unbiased Estimation) procedure, have been compared in this
paper. Test results indicate that the stochastic model estimated from the MINQUE method produces the
most accurate coordinate results both in horizontal and vertical components.

KEYWORDS. Stochastic model. GPS. Precise positioning. MINQUE procedure.

INTRODUCTION

The least-squares estimation method is generally employed in the processing of GPS

observations. The least-squares method principally requires the setting up of two
essential models, namely the functional model and the stochastic model. The
functional model describes the mathematical relationship between the GPS
observations and the unknown parameters, while the stochastic model describes the
statistical characteristics of the GPS observations ([1], [2]). The stochastic model is
therefore dependent on the selection of the functional model. For the relative
positioning mode, a double-differencing (DD) technique is commonly used for
constructing the functional model as it can eliminate many GPS biases (i.e.
atmospheric biases, the receiver and satellite clock biases). However, in case of GPS
Precise Point Positioning (PPP) mode, it is unworkable to make use of typical DD
observations as a functional model. With the availability of precise GPS orbits and
satellite clock corrections, the concept of GPS PPP technique has been proposed by
[3]. The functional model of the GPS PPP mode therefore relies on the use of an
ionosphere-free linear combination. In addition, post-mission information (i.e. precise
orbits and precise satellite clock corrections) and error mitigation methods (i.e.
tropospheric model, relativity correction etc.) are introduced to mitigate systematic
errors. It is impossible to model all systematic errors in the functional model without
some understanding, or prior knowledge, of the physical phenomena, which underpin
these errors [4]. Theoretically, it is possible to further improve the accuracy and
reliability of GPS results through an enhancement of the stochastic model. Many
researchers have emphasised the importance of the stochastic model, for example, [5],
[6], [7], [8], [9], [10], [11], [12], [13], for both the static and kinematic positioning
applications. This paper deals with the comparison of stochastic models used in the
Contact: C Satirapod. e-mail: csatirapod@gmail.com
© 2008 Survey Review Ltd. 188 DOI 10. 1179/003962608X290988
 C SATIRAPOD AND M LUANSANG

GPS PPP mode only. The performance of three different stochastic models are
compared, namely; equal weight for all observables, different weight for each GPS
observable based on satellite elevation angle and different weight for each GPS
observable based on the MINQUE (Minimum Norm Quadratic Unbiased Estimation)
procedure [14]. The functional and stochastic models are described in the following
section. The test data and processing strategy are explained, followed by the analysis
of results for assessing the performance of each stochastic model. Some concluding
remarks are made in the final section.

FUNCTIONAL AND STOCHASTIC MODELS FOR GPS PPP TECHNIQUE

The undifferenced observation equations for code and carrier phase measurements
are ([1], [2], [15])

P( Li ) = ρ + c( dt - dT ) + d orb + d trop + d ion / Li + ε p (1)

φ( Li ) = ρ + c( dt - dT ) + d orb + d trop - d ion / Li + λ i N i + ε φ (2)

where P( Li ) is the measured pseudo-range on Li (m); φ( Li ) is the measured carrier

phase on Li (m); ρ is the geometric range (m); c is the speed of light (m/s); dt is the
satellite clock bias (s); dT is the receiver clock bias (s); d orb is the satellite orbit bias
(m); d trop is the tropospheric bias (m); d ion / Li is the ionospheric bias on Li (m); λ i
is the carrier wavelength on Li (m); N i is the integer phase ambiguity on Li (m); ε p
represents all remaining biases including the measurement noise and multipath effect
in pseudo-range on Li (m) and ε φ represents all remaining biases including the
measurement noise and multipath effect in carrier phase on Li (m).

Based on the above fundamental observation equations, the ionosphere-free code

( P( L3 ) ) and carrier phase ( φ( L3 ) ) combinations can be formed as follows ([1], [2],
[15])

f 12 .P( L1 ) - f 22 .P( L 2 )
P( L3 ) = = ρ + c( dt - dT ) + d orb + d trop + ε p (3)
f 12 - f 22
f 12 .φ( L1 ) - f 22 .φ( L 2 )
φ( L3 ) =
f 12 - f 22
(4)
cf 1 N 1 - cf 2 N 2
= ρ + c( dt - dT ) + d orb + d trop + + εφ
f 12 - f 22

where f 1 and f 2 are the GPS frequencies on L1 and L2 (Hz) respectively and
cf 1 N 1 - cf 2 N 2
is an ionosphere-free ambiguity term.
f 12 - f 22

Equations (3) and (4) are typically used as a traditional functional model for the PPP
technique as they can eliminate the ionospheric bias ([1], [16], [17], [18]). It should be

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 COMPARING STOCHASTIC MODELS USED IN GPS PRECISE POINT POSITIONING

noted that the ionosphere-free ambiguity term in equation (4) is no longer an integer
number, and hence treated as a float number. Error mitigation methods are introduced
to reduce systematic errors. Other unknown parameters (such as ambiguity terms,
receiver clock errors, receiver coordinates) are to be estimated in the least-squares
process.
[19] pointed out that the estimated unknown parameters are dependent on the
stochastic model adopted for the measurements. Any mis-specifications in the
stochastic model may lead to inaccurate results (e.g. [20], [21], [22]). In this study, the
three different stochastic models, called Models I, II and III, are investigated. Model I
assumes that all GPS observables are statistically independent and have the same
variance. Model II assumes that all GPS observables are statistically independent and
have different variances based on the satellite elevation angle. Model III assumes that
all GPS observables are statistically dependent and have different variances based on
the MINQUE procedure. The details of each stochastic model are outlined below.

Model I: Equal weight for all observables

This stochastic model assumes that all GPS observations have the same variance, and
they are statistically independent. If all GPS observations are assumed to be
uncorrelated and have the same variance (σ2), the covariance matrix for all
undifferenced GPS observations at epoch m is

Cm = σ2 Inm (5)

where Inm is a n × n identity matrix and n is a number of tracked satellites at epoch m.

For a session solution with t epochs of data, the covariance matrix of all
undifferenced GPS observations is

C = σ2 D (6)

D = diag (Inm) with m = 1,2, …, t (7)

Model II: Different Weight for each observable based on satellite elevation angle
In this stochastic model, GPS observations are assumed to be statistically
independent and have different variances. These variances are defined as a function of
satellite elevation angle. The basic assumption of using the satellite elevation angle
information is that each satellite has a different precision and that a low elevation angle
satellite tends to be noisier than a high elevation angle satellite. The simple
relationship between satellite elevation and variance (σe2) can be expressed as ([5],
[23])

σe2 = a × cosec (E) (8)

where a is a coefficient dependent on observation type; E is a satellite elevation angle

in radian unit.

The covariance matrix of all undifferenced GPS observations for a session solution
with t epochs of data is

C = σe2 D (9)

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 C SATIRAPOD AND M LUANSANG

Model III: Different Weight for each observable based on the MINQUE procedure
Model III assumes that all GPS observations are statistically dependent and have
different variances. The basic assumption is that residuals obtained from the least-
squares process represent the same characteristic as true errors if the observation
period is long enough to remove any systematic error. Thus, the precision of each
satellite relies on the residuals obtained from the least-squares process. Based on the
use of least-squares residuals, the rigorous statistical MINQUE procedure is employed
to estimate a full covariance matrix. The full covariance matrix at epoch m can be
expressed as

k
C m = ∑ θ i Tim (10)
i =1

where θ1,θ2,… ,θk are the variance-covariance components of the GPS observations to
be estimated; k is the number of variance-covariance components; and T1,T2,… ,Tk are
the accompanying matrices. Comprehensive details of the MINQUE procedure for the
estimation of variance-covariance components of the GPS observations can be found
in [22] and [24]. For a session solution with t epochs of data, the covariance matrix of
all undifferenced GPS observations is

k
C = ∑ θ i Ti (11)
i =1

Ti = diag (Tim) with m = 1,2, …, t and i = 1,2, …,k (12)

TEST DATA AND PROCESSING STRATEGY

Test Data
The data was collected on the rooftop of Vidhayanives building, at Chulalongkorn
University, Bangkok, Thailand, using a dual-frequency GPS receiver (Leica system
500). All data was collected in static mode between 25th and 30th October 2002, at 15-
second rate. The cut-off elevation angle was set to 15 degrees.

Establishment of Reference Coordinates

In order to obtain accurate reference coordinates of the CHULA stations, 1-day
batches of data were submitted to the AUSLIG Online GPS Processing System
(AUSPOS), an automated GPS data analysis service provided by Geoscience Australia
(GA). The service uses ionosphere corrected L1 DD observations as primary data and
the data were processed at every 30 second interval. The AUSPOS processing is
undertaken in accordance with the International Earth Rotation Service computation
standards. For example, the final IGS products are introduced to correct for the orbit
and satellite clock biases, the Hopfield troposphere model together with the Neill
mapping function is used to reduce the tropospheric bias. By using a 24-hr data set, the
coordinates obtained from the AUSPOS service should be accurate to within a
centimetre [25]. We therefore make use of the averaged CHULA station coordinates in
subsequent analysis.

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Data Processing Strategy

A Matlab-based GPS Precise Point Positioning (PPP) software has been developed at
Chulalongkorn University, Bangkok, Thailand. The main purpose of the software is to
support the use of simplified GPS PPP technique in ground control point establishment
for remote sensing applications [26]. Since the software was designed for processing
short observation period data and for non-GPS specialist use, the software is therefore
a simplified version of the traditional PPP technique. For the sake of simplicity, many
errors (i.e. earth tides and ocean loading effect, receiver antenna phase wind-up error)
are assumed to be negligible in the software. The developed software employs a
functional model as described in the previous section. In this software, IGS precise
orbits and precise satellite clock corrections are used to provide accurate satellite
position and satellite clock at any specific time, and the standard Saastamoinen
troposphere model [27] together with the Neill mapping function [28] are introduced to
reduce the effect of tropospheric delay.
All the GPS data was processed using the Matlab-based software. The data were
sampled at 30 second interval. The 6-day data set was cut into segments of 5-min, 10-
min, 15-min and 30-min respectively. This means that, for example, the 5-min data
segment resulted in a total of 1,728 sessions. Each data segment was separately
processed using the three stochastic models (i.e. Models I, II and III). A standard
Saastamoinen model and the Neill mapping function were used and the final IGS
precise orbits and clock products were introduced in the data processing step.

ANALYSIS OF RESULTS

After all data segments were processed, the final coordinates were compared with the
reference coordinates. The performance of the PPP technique under each model is
characterized by the Root Mean Square Error (RMSE) value. Both the horizontal and
vertical RMSE values are computed to estimate the accuracy of results obtained from
all session lengths. These are shown in Table 1. Further visual comparisons are shown
in Figures 1 and 2, for the different session lengths.

Table 1. Summary of horizontal and vertical RMSE values using

the three stochastic models for all session lengths
Session Horizontal RMSE (m) Vertical RMSE (m)
length Model I Model II Model III Model I Model II Model III
5-min 1.35 1.40 1.35 2.43 2.34 2.24
10-min 1.33 1.36 1.31 1.89 1.82 1.78
15-min 0.91 0.94 0.91 1.48 1.41 1.38
30-min 0.88 0.87 0.85 1.29 1.22 1.18

With reference to Figure 1, all the three models tend to produce comparable values in
horizontal RMSE. However, Model III consistently gives the smallest horizontal
RMSE in all session lengths. There is also clear improvement in vertical accuracy for
all the models (Figure 2). Model III shows an overall improvement in vertical accuracy
of approximately 7% compared with Model I. Similarly, Model III gives the smallest
vertical RMSE value in all session lengths.

CONCLUDING REMARKS

In this paper, three different stochastic models have been tested with the GPS PPP
technique. Based on the results, the use of Model III (different weight for each GPS
observable based on the MINQUE procedure) improves the accuracy of solutions best,

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for both the horizontal and vertical components. Since the functional model and error
mitigation methods were kept identical in all data processing (only varied the
stochastic models, the improvements in positioning results are entirely from the use of
more realistic stochastic model. Thus, model III is identified to be the best model
among the three stochastic models tested. However, it should be noted that this model
is designed for static data processing, since it requires an adequate number of
observations to produce reliable estimates of all variance-covariance components.

Fig. 1. Horizontal RMSE values obtained from the 5-min, 10-min, 15-min and 30-min session lengths

Fig. 2. Vertical RMSE values obtained from the 5-min, 10-min, 15-min and 30-min session lengths

ACKNOWLEDGEMENTS

This research was supported by a Ratchadaphisek Somphot Endowment Grants from

Chulalongkorn University. The authors would like to thank Dr. Clement Ogaja,
Assistant Professor at Department of Civil & Geomatics Engineering & Construction,
California State University, for his valuable comments.

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