Statistical Framework For Estimating GNSS Bias
Statistical Framework For Estimating GNSS Bias
Abstract
We present a statistical framework for estimating global navigation satel-
lite system (GNSS) non-ionospheric differential time delay bias. The biases
are estimated by examining differences of measured line integrated electron
densities (TEC) that are scaled to equivalent vertical integrated densities. The
spatio-temporal variability, instrumentation dependent errors, and errors due
to inaccurate ionospheric altitude profile assumptions are modeled as structure
functions. These structure functions determine how the TEC differences are
weighted in the linear least-squares minimization procedure, which is used to
produce the bias estimates. A method for automatic detection and removal
of outlier measurements that do not fit into a model of receiver bias is also
described. The same statistical framework can be used for a single receiver
station, but it also scales to a large global network of receivers. In addition
to the Global Positioning System (GPS), the method is also applicable to other
dual frequency GNSS systems, such as GLONASS (Globalnaya Navigazion-
naya Sputnikovaya Sistema). The use of the framework is demonstrated in
practice through several examples. A specific implementation of the methods
presented here are used to compute GPS receiver biases for measurements in
the MIT Haystack Madrigal distributed database system. Results of the new
algorithm are compared with the current MIT Haystack Observatory MAPGPS
bias determination algorithm. The new method is found to produce estimates
of receiver bias that have reduced day-to-day variability and more consistent
coincident vertical TEC values.
1 Introduction
A dual frequency GNSS receiver can measure the line integrated ionospheric elec-
tron density between the receiver and the GNSS satellite by observing the tran-
sionospheric propagation time difference between two different radio frequencies.
1
Figure 1: A scaled altitude profile model of the ionosphere assumes that the
ionosphere locally has a fixed horizontally stratified altitude profile shape multiplied
by a scalar. This makes it possible to relate slanted line integrals to equivalent
vertical line integrals using a elevation dependent scaling factor called the mapping
function. The pierce point is located where the ray pierces the peak of the electron
density profile.
2
dimensional electron density function Ne (s). However, this quantity is challenging
to derive from just GNSS measurements alone, as we only observe one-dimensional
line integrals through the ionosphere. The problem is an ill-posed inverse problem
called the limited angle tomography problem (Bust and Mitchell , 2008). The diffi-
culty arises from the fact that line integrals are measured only at a small number of
selected viewing angles, and this information is not sufficient to fully determine the
unknown electron density distribution without making further assumptions about
the unknown measurable Ne (s). These assumptions often impose horizontal and
vertical smoothness, as well as temporal continuity.
A considerable number of prior studies have attempted to solve this tomo-
graphic inversion problem in three dimensions for beacon satellites as well as for
GPS satellites (see e.g. Bust and Mitchell (2008) and references therein). Because
of the large computational costs and complexities associated with full tomographic
solvers, much of the practical research is done using a reduced quantity called the
vertical total electron content (VTEC). As we will describe in more detail below,
VTEC in essence results from a reduced parameterization of the ionosphere that
is used to simplify the tomography problem and make it more well-posed. VTEC
processing is only concerned with the integrated column density, and therefore
the measurements are reported in TEC units.
The fundamental assumption for vertical TEC processing is that a slanted line
integral measurement of electron density can be converted into an equivalent
vertical line integral measurement with a parameterized scaling factor v(α):
Z Z
Ne (s)ds ≈ v(α) Ne (s)ds, (2)
V S
where V is a vertical path, S is the associated slanted path, α is the elevation angle,
and v(α) is the scaling factor that relates a slanted integral to a vertical line integral.
There are several ways that v(α) can be derived without resorting to full to-
mographic reconstruction of the altitude profile shape. Typically, the ionosphere
above a certain geographic point is assumed to be described with some vertical
shape profile p(h) multiplied by a scalar Ne (h) = Np(h). One example of an often
used shape profile is the Chapman profile
p(h) = exp 1 − z(h) − e−z(h) , (3)
3
Although the vertical TEC assumptions described above are not as flexible as a
full tomographic model that attempts to determine the altitude profile, they provide
model-to-data fits that are to first order good enough to produce measurements
that are useful for studies of the ionosphere. The utility of this simplified model
derives from the fact that its use results in an over-determined, well-posed problem.
The main practical difficulties in data reduction using the simplified model are
estimating the receiver and satellite biases b and c, as well as handling possible
model errors. In this paper, a novel statistical framework for deriving these GNSS
measurement biases is described. The method is based on examining large num-
bers of differences between slanted TEC measurements that are scaled with the
mapping function v(α). The differences between pairs of measurements are as-
sumed to be Gaussian normal random variables with a variance that is determined
by the properties of the two measurements, i.e., spacing in time, geographic dis-
tance, and elevation angle. We will show how this general statistical framework
can be used to estimate biases in multiple special cases and finally compare the
newly presented method with an existing bias determination scheme within the
MIT Haystack MAPGPS algorithm (Rideout and Coster , 2006). We will refer to
this new method for bias determination as Weighted linear least-squares of inde-
pendent differences (WLLSID).
4
We can statistically model this similarity by assuming that the difference of
equivalent vertical line integrated electron content between two measurements is
a normally distributed random variable with variance
vi ni − vi0 ni0 = ξ̃i,i0
(6)
∼ N 0, Si,i0 ,
where Si,i0 is the structure function that indicates what we assume the variance
of the difference of the two measurements i and i0 to be. This structure function
would be our best guess of how different we expect these two measurements to
be.
We assume the structure function depends on the following factors: 1) geo-
graphic distance between pierce points di,i0 = |xi −xi0 |, 2) difference in time between
when the measurements were made τi,i0 = |ti − ti0 |, 3) receiver noise of both mea-
surements ξi + ξi0 , and 4) modeling errors that are dependent on elevation angles
αi and αi0 of the measurements. The modeling errors in (4) are caused by inaccura-
cies in the assumption that we can scale a slanted measurement into an equivalent
vertical measurement.
The following subsections describe the structure function behaviors for each
dependent variable.
that we assume the standard deviation of difference of two vertical TEC measure-
ments to grow at a rate of 0.5 TEC units per 100 km of spacing between pierce
points.
For the results in this paper, we use the functional form above, but this can
be improved in future work by a more complicated spatial structure function
D(xi , xi0 , ti , ti0 ), which is a function of pierce point locations xi and xi0 , as well as the
time of the measurements ti and ti0 . This function could for example be derived
experimentally from vertical TEC measurements themselves. This would allow
more accurate modeling of sunrise and sunset phenomena, as well as meridional
and zonal gradients.
5
where T(τi,i0 ) is a structure function that statistically describes the difference in
vertical TEC from one measurement to the other when the time difference between
the two measurements is τpi,i0 = |ti − ti0 |.
In this work, we use T(τ) = 20τ in units of TECu/hour. This makes the
assumption that the standard deviation of the difference of two vertical TEC mea-
surements grows at the rate of 20 TEC units for each hour.
Again, an improved version of this time structure function could also be ob-
tained by estimating it from data, but this is the subject of a future study.
Here E(αi ) is the structure function that indicates the modeling error variance as
a function of elevation angle. In this work, we use a structure function where the
variance grows rapidly as the elevation angle approaches the horizon, expressed
as E(αi ) = 20(cos αi )4 . This form penalizes lower elevations more heavily.
p
The structure function that takes into account vertical TEC scaling errors and re-
ceiver issues at low elevations can also be determined from vertical TEC estimates,
e.g., by doing a histogram of coincident measurements of vertical TEC:
for all i, i0 , where |xi − xi0 | < d and |αi0 − α| < α . Here d determines the threshold
for distance between pierce points that we consider to be coincidental, and α
determines the resolution of the histogram on the α-axis.
6
3 Generalized linear least-squares solution
If we assume that all random variables in the structure functions of the previous
section are independent random variables, we can simply add them together to
obtain the full structure function
Si,i0 = D(di,i0 ) + T(τi,i0 ) + E(αi ) + E(αi0 ). (11)
The differences in Equation 5 can be expressed in matrix form as
m = Ax + ξ, (12)
where
. . . .. .. .. . . .. .. .. .
. . . . . . . . . . . .
A = · · · vi ··· vi · · · − · · · vi0 ··· vi0 · · · ,
.
.. .. .. .. . . . . .. .. .. . .
. . . . . . . . .
with the measurement vector containing differences between vertically scaled mea-
surements h iT
m = · · · , vi mi − vi0 mi0 , · · · (13)
and the unknown vector x contains the receiver and satellite biases
h iT
x = b0 , · · · , bN , c0 , · · · , cM . (14)
For x, N indicates the number of receivers and M indicates the number of satellites.
The random variable vector ξ ∼ N(0, Σ) has a diagonal covariance matrix
defined by the structure function of each measurement pair used to form differences
Σ = diag Si,i0 , · · · .
(15)
The theory matrix A forms the forward model for the measurements as a linear
function of the receiver biases.
This type of a measurement is known as a linear statistical inverse problem
(Kaipio and Somersalo , 2005) and it has a closed form solution for the maximum
likelihood estimator for the unknown x, which in this case is a vector of receiver
and satellite biases:
x̂ = (AT Σ−1 A)−1 AT Σ−1 m, (16)
This matrix equation is often not practical to compute directly due to the typically
large number of rows in A. However, because the matrix A is very sparse, the
solution can be obtained using sparse linear least squares solvers. In this work,
We use the LSQR package (Paige et al. , 1982) for minimizing |Ãx − m̃|2 , where
à and m̃ are the matrix A and vector m. Each row ofpm is scaled with the square
root of the variance of the associated measurement Si,i0 in order to whiten the
noise. In practice, this performs a linear transformation with matrix P that projects
the the linear system into a space where the covariance matrix is an identity matrix
PT ΣP = I.
7
3.1 Outlier removal and bad receiver detection
When a maximum likelihood solution has been obtained, a useful diagnostic exam-
ines the residuals r = |Ãx̂ − m̃|. If the residuals are larger than a certain threshold,
they can be determined to be measurements that do not consistently fit the model,
i.e., outliers.
Outliers can be caused by several different mechanisms. They can be of iono-
spheric origin, where vertical TEC gradients are sharper than our structure function
expects them to be. They can also be simply caused by a loss of lock in the receiver,
which can result in a large erroneous jump in slant TEC.
These outlying measurements can be detected and removed by a statistical
test, for example |Ãx̂ − m̃| >4σ, where σ is the standard deviation of the residuals
estimated with σ = median |Ãx̂ − m̃| . After the removal of problematic measure-
ments, another improved maximum likelihood solution, one not contaminated by
outliers, can be obtained. The procedure for outlier removal can be repeated over
several iterations to ensure that no problematic data is used for bias estimation.
4 Special cases
The previous section described the general method for estimating bias by using dif-
ferences of slanted TEC measurements scaled by the mapping function. However,
in practice this general form rarely needs to be used. In the following sections we
describe several important and practical special cases, including: known satellite
bias, single receiver bias estimation, and multiple biases for each receiver.
This form results in the same linear measurement equations, except that the satellite
biases are not unknown parameters. In this case, the theory matrix will only have
at most two non-zero elements for each row.
For GPS receivers, satellite biases are known to a good accuracy using a separate
and comprehensive analysis technique (Komjathy et al. , 2005), and therefore this
special case is approriate for bias determination for GPS receivers.
8
This still results in an overdetermined problem that can be solved. The solution
of this special case mathematically resembles a known analysis procedure that is
often referred to as "scalloping" (P. Doherty, personal communication; Carrano and
Groves (2006)). This latter technique depends on the assumption that the concave
or convex shape of all zenith TEC estimates collected by a single receiver observed
over a 24 h period should be minimized. This same goal is obtained when time
differences are minimized. The main difference in this work is that the statistical
framework uses a structure function that weights differences of measurements
based on time between the measurements, the elevation angle, and the pierce
point distance.
Figure 2 shows an example receiver bias that is determined using only data
from a single receiver. In this case, time differences with τi,i0 less than two hours
were used, in order to keep the number of measurements manageable. We also
used differences of measurements between different satellites. A comparison of
results with measurements obtained with the standard MAPGPS algorithm shows
quite similar results between the two techniques.
9
Figure 2: Bias estimation using time differences of measurements obtained with
a single receiver. Top panel shows the residuals of the maximum likelihood fit
to the data. The points shown with red are automatically determined as outliers
and not used for determining the receiver bias. These mostly occur during day-
time at low elevations. The center panel shows vertical TEC estimated with the
original MAPGPS receiver bias determination algorithm , while the bottom panel
shows vertical TEC measurements obtained using only time differences using the
new method described in this paper, assuming constant receiver bias and known
satellite bias. The VTEC results do not differ significantly.
10
Figure 3: An example of a measurement of a single satellite collected by a single
receiver. A loss of phase lock occurs during the first pass of the satellite, resulting
in two receiver biases for that pass (b0 , blue curve; b1 , green curve). During the
next pass, a drift in the receiver bias could have occurred, so another receiver bias
(b2 ; red curve) is determined when the satellite is measured during the end of the
day.
5 Comparison
In order to test the framework in practice for a large network of GPS receivers, we
implemented the framework described in this paper as a new bias determination
algorithm for the MIT Haystack MAPGPS software, which analyses data from over
5000 receivers on a daily basis. We used the MAPGPS program to obtain slant TEC
11
WLLSID
Figure 4: Vertical TEC with satellite bias estimated using the current version of the
MIT Haystack Observatory MAPGPS algorithm (Rideout and Coster 2006) shown
above. Multiple receivers have problems with receiver stability, which makes the
assumption of unchanging receiver bias problematic and causes the receiver bias
determination to fail. Vertical TEC with receiver biases obtained using the multiple
biases assumption is shown below. The new method produces a more consistent
baseline. The red dots show stations that are plotted. The algorithm uses all of the
data from the 19 stations marked with orange and red dots. The stations marked
with orange are used to assist in reconstruction by using a larger geographic area.
12
estimates. Then, instead of using the MAPGPS routines for determining receiver
biases, we used the new methods described in this paper. We label results obtained
using the new bias determination algorithm with WLLSID.
When fitting for receiver bias, we assumed a fixed receiver bias for each station
over 24 hours. We also assumed a known satellite bias, which was removed
from the slant measurement. To keep the size of the matrix manageable, we
selected sets of 11 neighboring receiver stations and considered each combination
of measurements across receiver and satellites occurring within five minutes of
each other as differences that went into the linear least squares solution. For this
comparison, we did not use time differences.
To estimate the goodness of the new receiver bias determination, we com-
pared the method with the existing MAPGPS algorithm for determining receiver
bias, which utilizes a combination of scalloping and differential linear least-squares
(Rideout and Coster , 2006; Gaposchkin and Coster , 1993).
This figure of merit measures the self-consistency of the measurements, i.e., how
well do the vertical TEC measurements obtained with different receivers agree
with one another. The smaller the value, the more consistent the vertical TEC
measurements are.
All in all, we found 192360 such coincidences for the 5220 GPS receivers
in the database on 24 hour period starting at midnight 2015-03-17. Biases for
the measurements were obtained both with the new and existing MAPGPS bias
determination methods (MAPGPS and WLLSID). The figure of merit for the existing
MAPGPS method was 2.25 TEC units, and the WLLSID method has a figure of merit
of 1.62 TEC units, which is about 30 % better.
The probability density function and cumulative density function estimates for
the coincident vertical TEC differences are shown in Figure 5. The new method
results in significantly more < 1 TEC unit differences than the old method. It is
evident from the cumulative distribution function that both methods also result
in some coincidences that are in large disagreement with each other. The result
occurs at least in part due to our inclusion of elevations down to 10 degrees in the
comparison, and it is therefore expected that some low elevation measurements
will be significantly different from one another.
13
5.2 Receiver bias day-to-day change
We also investigated receiver bias variation from day to day. We arbitrarily selected
two consecutive quiet days: Days 140 and 141 of 2015. We calculated the sample
mean day-to-day change in receiver bias across all receivers:
N
1 X
δb = bi,140 − bi,141 , (19)
N
i=0
For the MAPGPS method, we found overall that δb = −0.2 ± 0.05(2σ) TEC units
and σb = 1.6 TEC units. With the new WLLSID method, we found that δb =
0.02 ± 0.05(2σ) TEC units and σb = 1.3 TEC units. This indicates that not only is the
day to day variability slightly smaller with the new method, but also that the old
method has a statistically significant non-zero mean day-to-day change in receiver
bias, which is not seen with the new method. When the data is broken down into
high and equatorial latitudes, the result is similar.
6 Conclusions
In this paper, we describe a statistical framework for estimating bias of GNSS
receivers by examining differences between measurements. We show that the
framework results in a linear model, which can be solved using linear least squares.
We describe a way that the method can be efficiently implemented using a sparse
matrix solver with very low memory footprint, which is necessary when estimating
receiver biases for extremely large networks of GNSS receivers.
We compare our method for bias determination with the existing MIT Haystack
MAPGPS method and find the new method results in smaller day-to-day variability
in receiver bias, as well as a more self-consistent vertical TEC map.
The weighting of the measurement differences is done using a structure func-
tion. We outline a few ways to do this, but these are not guaranteed to be the best
ones. Future improvements to the method can be obtained by coming up with a
better structure function, which can possibly be determined from the data itself,
e.g., using histograms, empirical orthogonal function analysis, or similar methods.
While we describe how differences result in a linear model, we do not explore
to a large extent in this work the possible ways in which differences can be formed
between measurements. Because of the large number of measurements, obviously
all the possible differences cannot be included in the model. In this study, we only
explored two types of differences: 1) differences between geographically separated
14
0.9 1.0
MAPGPS
WLLSID
0.8
0.7 0.8
0.6
0.6
0.5
0.4
0.4
0.3
0.2 0.2
0.1
0.0 0.0
0 1 2 3 4 5 0 1 2 3 4 5
|vi ni −vi ni | (TEC units)
0 0 |vi ni −vi0 ni0 | (TEC units)
Figure 5: Probability density function and cumulative density functions for 192360
coincidences where vertical TEC was measurement within the same 30 second
time interval and have pierce points less than 50 km apart from one another. The
new method (labeled as WLLSID) has significantly less < 1 TEC unit differences
7 Acknowledgments
GPS TEC analysis and the Madrigal distributed database system are supported at
MIT Haystack Observatory by the activities of the Atmospheric Sciences Group,
including National Science Foundation grants AGS-1242204 and AGS-1025467 to
the Massachusetts Institute of Technology. Vertical TEC measurements using the
15
standard MAPGPS algorithm are provided free of charge to the scientific community
through the Madrigal system at http://madrigal.haystack.mit.edu.
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