Fast error analysis of continuous GNSS observations with missing data

Bos, M.S.; Fernandes, R.M.S.; Williams, S.D.P. ORCID:; Bastos, L.. 2013 Fast error analysis of continuous GNSS observations with missing data. Journal of Geodesy, 87 (4). 351-360.

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© Springer Science+Business Media B.V. 2013 This document is the author’s final manuscript version of the journal article, incorporating any revisions agreed during the peer review process. Some differences between this and the publisher’s version remain. You are advised to consult the publisher’s version if you wish to cite from this article. The final publication is available at
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One of the most widely used method for the time-series analysis of continuous Global Navigation Satellite System (GNSS) observations is Maximum Likelihood Estimation (MLE) which in most implementations requires O(n3)operations for nn observations. Previous research by the authors has shown that this amount of operations can be reduced to O(n2) for observations without missing data. In the current research we present a reformulation of the equations that preserves this low amount of operations, even in the common situation of having some missing data. Our reformulation assumes that the noise is stationary to ensure a Toeplitz covariance matrix. However, most GNSS time-series exhibit power-law noise which is weakly non-stationary. To overcome this problem, we present a Toeplitz covariance matrix that provides an approximation for power-law noise that is accurate for most GNSS time-series. Numerical results are given for a set of synthetic data and a set of International GNSS Service (IGS) stations, demonstrating a reduction in computation time of a factor of 10–100 compared to the standard MLE method, depending on the length of the time-series and the amount of missing data.

Item Type: Publication - Article
Digital Object Identifier (DOI):
ISSN: 0949-7714
Date made live: 30 Apr 2013 09:55 +0 (UTC)

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