On the Problem of Double-Filtering in PPP-RTK

To obtain single-receiver Global Navigation Satellite System (GNSS) parameter solutions, the PPP-RTK user-filter combines measurements with time-correlated corrections that are separately computed by the filter of an external provider. The consequence of exercising such double-filtering is that the Kalman filter’s standard assumption of...

A generalized Kalman filter with its precision in recursive form when the stochastic model is misspecified

In this contribution, we introduce a generalized Kalman filter with precision in recursive form when the stochastic model is misspecified. The filter allows for a relaxed dynamic model in which not all state vector elements are connected in time. The filter is equipped with a recursion of the actual error-variance matrices so as to provide an...