Skip to main content
Log in

Enhanced fault detection and exclusion based on Kalman filter with colored measurement noise and application to RTK

  • Original Article
  • Published:
GPS Solutions Aims and scope Submit manuscript

Abstract

With the development of high-precision safety–critical applications using global navigation satellite systems (GNSS), fault detection and exclusion (FDE) is indispensable to guaranteeing the integrity of a GNSS positioning and navigation system. Many FDE algorithms have been developed based on the standard Kalman filter (KF), assuming that GNSS measurements come with Gaussian uncorrelated white noise. The existence of colored noise in GNSS measurements, which is typical for positioning with low-cost receivers and in challenging environments will, however, degrade the performance of KF-based FDE algorithms. We proposed an FDE scheme based on improved KF considering colored noise (CKF) as a first-order autoregressive model to improve the FDE performance. The performance of the proposed CKF-based FDE algorithm was evaluated with an application to real-time kinematic positioning using a low-cost receiver. A CKF-based fault detection test, a fault identification test, a minimum detectable bias (MDB), error distribution, and positioning results were examined. The results showed that the CKF-based FDE can obtain realistic statistical information to improve integrity monitoring reliability. The fault detection test achieved a 17.83% improvement in FDE performance and a reduction in the false alarm rate, from 23.33 to 5.50%, compared with KF-based FDE. The tests also indicated that the CKF-based FDE can detect multiple faults with zero-miss detection. The fault identification test had an average improvement of 32.14%, and a more realistic MDB was obtained. The results of this study contribute to making objective decisions for the integrity monitoring of practical, precise GNSS positioning.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Fig.1
Fig. 2
Fig. 3
Fig. 4
Fig. 5
Fig. 6
Fig. 7
Fig. 8
Fig. 9
Fig. 10
Fig. 11

Similar content being viewed by others

Data Availability

The Dataset is available on GitHub: https://github.com/Yuting1117/Data_CKF_FDE.git

References

  • Baarda W (1967) Statistical concepts in geodesy. Netherlands Geodetic Commission, Publications on Geodesy, New Series 2, No.4, Delft, The Netherlands

  • Baarda W (1968) A testing procedure for use in geodetic networks. Netherlands Geodetic Commission, Publications on Geodesy, New Series 2, No.5, Delft, The Netherlands

  • Braisted P E, Beckmann M (1998) Fault detection and exclusion method for navigation satellite receivers. U.S. Patent No. 5,808,581. Washington, DC: U.S. Patent and Trademark Office

  • Bryson A Jr, Henrikson L (1968) Estimation using sampled data containing sequentially correlated noise. J Spacecr Rocket 5(6):662–665

    Article  Google Scholar 

  • Bryson A, Johansen D (1965) Linear filtering for time-varying systems using measurements containing colored noise. IEEE Trans Autom Control 10(1):4–10

    Article  Google Scholar 

  • Chang G (2014) On Kalman filter for linear system with colored measurement noise. J Geod 88(12):1163–1170

    Article  Google Scholar 

  • Cui X, Gao T, Cai C (2019) A quad-constellation GNSS navigation algorithm with colored noise mitigation. Sensors 19(24):5563

    Article  Google Scholar 

  • Dow JM, Neilan RE, Rizos C (2009) The international GNSS service in a changing landscape of global navigation satellite systems. J Geod 83(3–4):191–198

    Article  Google Scholar 

  • El-Mowafy A (2019) On detection of observation faults in the observation and position domains for positioning of intelligent transport systems. J Geod 93(10):2109–2122

    Article  Google Scholar 

  • El-Mowafy A (2020) Fault detection and integrity monitoring of GNSS positioning in intelligent transport systems. IET Intel Transp Syst 14(3):164–171. https://doi.org/10.1049/iet-its.2019.0248

    Article  Google Scholar 

  • Feng S, Ochieng W, Moore T, Hill C, Hide C (2009) Carrier phase-based integrity monitoring for high-accuracy positioning. GPS Solut 13(1):13–22

    Article  Google Scholar 

  • Gao Y (1991) A new algorithm of receiver autonomous integrity monitoring (RAIM) for GPS navigation. In: Proc. ION GPS 1991, Institute of Navigation, Albuquerque, USA, September 11–13 1991, pp. 887–896

  • Gao Y, Wojciechowski A (2004) High precision kinematic positioning using single dual-frequency GPS receiver. Int Arch Photogramm Remote Sens Spat Inf Sci 34:845–850

    Google Scholar 

  • Gao Y, Gao Y, Liu B, Du Y, Wang J (2019) A robust approach to model colored noise for low-cost high-precision Positioning. In: Proc. ION GNSS+ 2019, Institute of Navigation, Miami, USA, September 16–20 2019, pp. 3686–3694

  • Grosch A, Crespillo O G, Martini I, Günther C (2017) Snapshot residual and Kalman filter based fault detection and exclusion schemes for robust railway navigation. 2017 European Navigation Conference (ENC). IEEE, pp. 36–47

  • Hewitson S, Wang J (2006) GNSS receiver autonomous integrity monitoring (RAIM) performance analysis. GPS Solut 10(3):155–170

    Article  Google Scholar 

  • Joerger M, Pervan B (2013) Kalman filter-based integrity monitoring against sensor faults. J Guid Control Dyn 36(2):349–361

    Article  Google Scholar 

  • Joerger M, Pervan B (2016) Fault detection and exclusion using solution separation and chi-squared ARAIM. IEEE Trans Aerosp Electron Syst 52(2):726–742. https://doi.org/10.1109/taes.2015.140589

    Article  Google Scholar 

  • Joerger M, Chan FC, Pervan B (2014) Solution separation versus residual-based RAIM Navigation. IEEE Trans Aerosp Electron Syst 61(4):273–291

    Google Scholar 

  • Jokinen A, Feng S, Ochieng W, Hide C, Moore T, Hill C (2012) Fixed ambiguity precise point positioning (PPP) with FDE RAIM. In: Proceedings of the 2012 IEEE/ION Position, Location and Navigation Symposium. IEEE, pp. 643–658

  • Khodabandeh A, Wang J, Rizos C, El-Mowafy A (2019) On the detectability of mis-modeled biases in the network-derived positioning corrections and their user impact. GPS Solut. https://doi.org/10.1007/s10291-019-0863-x

    Article  Google Scholar 

  • Kuang S (1996) Geodetic network analysis and optimal design: concepts and applications. Ann Arbor Press, Chelsea, MI, USA

    Google Scholar 

  • Kuusniemi H (2005) User-level reliability and quality monitoring in satellite-based personal navigation. PhD thesis, Publication 544, Tampere University of Technology, Finland

  • Li B, Zhang L, Verhagen S (2016) Impacts of BeiDou stochastic model on reliability: overall test, w-test and minimal detectable bias. GPS Solut. 21(3):1095–1112. https://doi.org/10.1007/s10291-016-0596-z

    Article  Google Scholar 

  • Li L, Liu X, Jia C, Cheng C, Li J, Zhao L (2020) Integrity monitoring of carrier phase-based ephemeris fault detection. GPS Solut. 24(2):43. https://doi.org/10.1007/s10291-020-0958-4

    Article  Google Scholar 

  • Liang X, Huang Z, Qin H, Liu Y (2017) GNSS multi-frequency multi-system highly robust differential positioning based on an autonomous fault detection and exclusion method. IEEE Access 5:26842–26851. https://doi.org/10.1109/access.2017.2768576

    Article  Google Scholar 

  • Maaref M, Kassas Z (2019) Measurement characterization and autonomous outlier detection and exclusion for ground vehicle navigation with cellular signals and IMU. IEEE Trans. Intell. Veh. 5(4):670–683. https://doi.org/10.1109/TIV.2020.2991947

    Article  Google Scholar 

  • Martineau A, Macabiau C, Mabilleau M (2009) GNSS RAIM assumptions for vertically guided approaches. Proc. ION GNSS 2009, Institute of Navigation, September 22-25 2009, Savannah, USA pp. 2791-2803

  • Miller C, O’Keefe K, Gao Y (2012) Time correlation in GNSS positioning over short baselines. J Surv Eng 138(1):17–24

    Article  Google Scholar 

  • Pervan B S, Lawrence D G, Cohen C E, Parkinson B W (1996) Parity space methods for autonomous fault detection and exclusion using GPS carrier phase. In: Proceedings of Position, Location and Navigation Symposium (PLANS 96), Atlanta, United States, pp. 649–656

  • Petovello MG, O’Keefe K, Lachapelle G, Cannon ME (2009) Consideration of time-correlated errors in a Kalman filter applicable to GNSS. J Geodesy 83(1):51–56

    Article  Google Scholar 

  • Petovello MG, O’Keefe K, Lachapelle G, Cannon ME (2011) Erratum to: consideration of time-correlated errors in a Kalman filter applicable to GNSS. J Geod 85(6):367

    Article  Google Scholar 

  • Salzmann M, Teunissen P, Sideris M (1991) Detection and modelling of colored noise for Kalman filter applications. In: Schwarz KP, Lachapelle G (eds) Kinematic systems in geodesy, surveying, and remote sensing. Springer, pp 251–260. https://doi.org/10.1007/978-1-4612-3102-8_23

    Chapter  Google Scholar 

  • Spilker JJ Jr, Axelrad P, Parkinson BW, Enge P (1996) Global positioning system: theory and applications, vol I. American Institute of Aeronautics and Astronautics (AIAA), p 781

    Google Scholar 

  • Sun R, Zhang W, Zheng J, Ochieng WY (2020) GNSS/INS integration with integrity monitoring for UAV No-fly zone management. Remote Sens 12(3):524

    Article  Google Scholar 

  • Teunissen P (1990) Quality control in integrated navigation systems. IEEE Aerosp Electron Syst Mag 5(7):35–41

    Article  Google Scholar 

  • Teunissen P (2006) Testing theory: an introduction, 2nd edition. Delft: De Vereniging voor Studie- en Studentenbelangen te Delft (VSSD) Press

  • Teunissen P (2018) Distributional theory for the DIA method. J Geod 92(1):59–80

    Article  Google Scholar 

  • Teunissen P, Kleusberg A (1998) GPS for Geodesy, 2nd. Springer, Berlin Heidelberg New York

    Book  Google Scholar 

  • Teunissen P, Salzmann M (1989) A recursive slippage test for use in state-space filtering. Manuscr Geodaet 14(6):8383–8390

    Google Scholar 

  • Wang C (2020) Knowledge discovery and data mining for shared mobility and connected and automated vehicle applications. PhD dissertation., UC Riverside

  • Wang J, Ober PB (2009) On the availability of fault detection and exclusion in GNSS receiver autonomous integrity monitoring. J Navig 62(2):251–261. https://doi.org/10.1017/s0373463308005158

    Article  Google Scholar 

  • Yang Y, Xu J (2016) GNSS receiver autonomous integrity monitoring (RAIM) algorithm based on robust estimation. Geod Geodyn 7(2):117–123. https://doi.org/10.1016/j.geog.2016.04.004

    Article  Google Scholar 

  • Yang L, Knight NL, Li Y, Rizos C (2013) Optimal fault detection and exclusion applied in GNSS positioning. J Navig 66(5):683–700. https://doi.org/10.1017/s0373463313000155

    Article  Google Scholar 

  • Zabalegui P, De Miguel G, Pérez A, Mendizabal J, Goya J, Adin I (2020) A review of the evolution of the integrity methods applied in GNSS. IEEE Access 8:45813–45824

    Article  Google Scholar 

  • Zhai Y, Joerger M, Pervan B (2018) Fault exclusion in multi-constellation global navigation satellite systems. J Navig 71(6):1281–1298. https://doi.org/10.1017/s0373463318000383

    Article  Google Scholar 

  • Zhang C, Zhao X, Pang C, Wang Y, Zhang L, Feng B (2020) Improved fault detection method based on robust estimation and sliding window test for INS/GNSS integration. J Navig 73(4):776–796. https://doi.org/10.1017/S0373463319000778

    Article  Google Scholar 

  • Zhu N, Marais J, Betaille D, Berbineau M (2018) GNSS position integrity in urban environments: a review of literature. IEEE Trans Intell Transp Syst 19(9):2762–2778. https://doi.org/10.1109/tits.2017.2766768

    Article  Google Scholar 

Download references

Acknowledgment

The financial support from the Natural Sciences and Engineering Research Council of Canada (NSERC) and the Chinese Scholarship Council (CSC) is greatly acknowledged.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Yuting Gao.

Additional information

Publisher's Note

Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Gao, Y., Gao, Y., Liu, B. et al. Enhanced fault detection and exclusion based on Kalman filter with colored measurement noise and application to RTK. GPS Solut 25, 82 (2021). https://doi.org/10.1007/s10291-021-01119-w

Download citation

  • Received:

  • Accepted:

  • Published:

  • DOI: https://doi.org/10.1007/s10291-021-01119-w

Keywords

Navigation