A variational Bayesian-based robust adaptive filtering for precise point positioning using undifferenced and uncombined observations

In the application of precise point positioning (PPP), especially in the dynamic mode, the classical Kalman filter (KF) usually produces a large number of estimation errors or diverges when there are gross errors in the observation data or unexpected turbulences occur in target motion state or both of them. For such problem, a variational Bayesian (VB)-based robust adaptive Kalman filtering (VB-RAKF) is proposed in this paper. This filter introduces a classification robust equivalent weight function to resist observation gross error and the inverse Wishart prior to model inaccurate process noise covariance matrix (PNCM). To improve the instantaneous accuracy of state estimation, the VB approach is used to obtain better estimations of inaccurate PNCM. Several sets of observation data collected by IGS reference stations and vehicles are employed to check the robustness and positioning accuracy of the VB-RAKF model. The results show that the VB-RAKF algorithm is more robust than the KF, and can effectively resist the gross error in observation data and control state disturbance. In the IGS reference station tests, when compared to the KF, the static positioning accuracies of the VB-RAKF in the north, east and up directions are improved by 13%, 8% and 22%, respectively, and the simulated dynamic positioning accuracies of the VB-RAKF in the north, east and up directions are improved by 19%, 9% and 21%, respectively. The in-vehicle dynamic test verifies that the VB-RAKF outperforms the KF, and shows that the VB-RAKF has better performance than the KF when dealing with observation data which has obvious gross errors, and similar performance as the KF when gross errors are small.