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A New Approach to Precision Airborne GPS Positioning for Photogrammetry

Article  in  Photogrammetric Engineering and Remote Sensing · September 1997

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 A New Approach to Precision Airborne GPS
Positioning for Photogrammetry*
Clyde C. Goad and Ming Yang
Abstract
Precise determination of GPS phase ambiguity integers on the
fly is a key requirement for accurate kinematic positioning. A
fully automatic approach is developed to resolve phase inte-
gers and perform airborne GPS positioning for aerial triangu-
lation using dual-frequency GPS data. Although always
helpful, static initialization is not required; the problem of
signal interruptions (losses of lock) while an airplane is ma-
neuvering distant from a base station has also been ad-
dressed. Test results show that positions using precise phase
data are reliably determined with this approach.
Introduction
For several years the non-real-time determination of the pre-
cise location of an aircraft for aerial triangulation has been
recognized as desirable. Such implementations can be done
for the economic impact as well as for providing camera cali-
bration information.
To date, the number of aerial photogrammetric produc-
tion systems utilizing GPS technology is small. This is proba-
bly due to operational restrictions in addition to equipment
costs. With the continued competitive forces in the market-
place, one can only expect equipment costs to drop. Thus, to
take advantage of the lower cost of higher-end equipment,
improved techniques for data processing and less restrictive
operational scenarios need to be implemented.
Today, most GPS-aided photogrammetric surveys are ex-
tensions of kinematic surveying. Rarely will one find appli-
cations of on-the-fly techniques used over long baselines (100
km or greater, say). That is, one usually occupies either a
known point or, in the aircraft case, collects a sufficient
amount of data prior to any motion in order to obtain the in-
teger values of the double-difference ambiguities using tradi-
tional baseline estimation algorithms. Should loss of lock
occur on too many satellites during the flight mission, then
the same procedure can be used upon returning to the air-
port, in which case data will be processed in reverse order.
Currently, the exception to this scenario is when the lines
being surveyed are short and the differential ionosphere is
assumed to be zero (Yang et al., 1994).
However, should severe losses of lock occur two or more
times during the flight, then the data collected between any
*Based on a paper presented at the International Symposium on
Kinematic Systems in Geodesy, Geomatics and Navigation, Banff,
Canada, 30 August - 2 September 1994.
Department of Geodetic Science and Surveying, The Ohio
State University, Columbus, OH 43210-1247.
C.C. Goad is currently with Topcon-GeoComp, Ltd., 1347B
Worthington Woods Blvd., Columbus, OH 43085.
M. Yang is currently with the Department of Surveying Engi-
neering, National Cheng Kung University, 1 University Road,
Tainan, Taiwan, R.O.C.
PE&RS September 1997
two loss-of-lock periods may be useless. Thus, great care is
taken to avoid the possibility of loss-of-lock situations such
as steep (or even moderate) banking. However, even with
mild banking, such situations can still occur. It is the pur-
pose of this study to devise an algorithm which can handle
even complete loss of lock. Such technologies have been de-
veloped in the past (Euler and Goad, 1991; Goad, 1992).
However, with the implementation of anti-spoofing (AS), the
referenced technologies do not allow for the required fast de-
termination of the integer values of the ambiguities due to
the decrease in signal-to-noise ratios associated with receiv-
ers available to the civilian community.
Such degradation affects only those interested in ambi-
guity recovery in a matter of a few minutes. Previously
suggested technologies continue to work even over long base-
lines, but do require longer uninterrupted tracking periods.
From the phase data, precise information about the iono-
sphere drift can be found, but pseudorange data must be
used to discover information about any ionospheric offset.
Due to increased pseudorange noise levels, the coupling ef-
fect of the ionosphere that is present in all pseudorange and
phase measurements is the major obstacle in resolving
quickly the integer ambiguities unless the baseline is short
and the differential ionosphere can be assumed to be nil.
In this study, some possible enhancements in the data
processing will be given which try to take advantage of the
structure in the ionospheric signal.
The Four Measurements
The observation equations of the four GPS measurements are
reviewed here. First, the GPS dual frequency undifferenced
(one-way) observables measured between receiver i (sub-
script) and satellite k (superscript) are given as follows:
I*
Pf,= p: + 2 + T : + c(dt, - dtk) + b , , + ef,
f:
@El, @ f 2 , P:,, P:, are the phase ranges and pseudoranges
measured at the L, and L, frequencies, respectively, from re-
ceiver i to satellite k. Here, pf is the geometric distance be-
If
tween the GPS satellite and receiver antennas; the term -
f"
Photogrammetric Engineering & Remote Sensing,
Vol. 63, No. 9, September 1997, pp. 1067-1077.
0099-1112/97/6309-lO67$3.00/0
O 1997 American Society for Photogrammetry
and Remote Sensing
1067
stands for the first-order atmospheric ionosphere refraction
with group delays associated with the pseudoranges and
phase advances associated with the phases. The wavelengths
of the L, and L, phases are A, -.; 19 cm and A, = 24 cm, re-
spectively. The frequency independent effect of tropospheric
refraction is Tt. The clock error of satellite k is denoted as
dtk, the clock error of receiver i is dt,, and c represents the
vacuum speed of light. The measurement noises are charac-
terized as the error terms E and e. As the noises of phase
measurements are generally on the order of a millimetre, the
pseudorange noise level is much larger and can vary greatly,
depending on the type of GPS receiver. P-code pseudoranges
can be better than 20 cm, whereas the noise values on c / A
code pseudoranges can reach a metre or more. When anti-
spoofing (AS) is enabled, the P-code is replaced with an en-
crypted Y-code and, as a result, an alternative tracking
scenario is required such as measuring the CIA code on the L,
frequency and the difference between the two pseudoranges,
PI - P,. The one-way phase observables additionally involve
a fixed nonzero initial fractional phase term A . [%(t,,)- cpk
(t,)] that is contained in the receiver- and satellite-generated
phase signals. The integer ambiguities associated with the L,
and L, phases are N:,, Nfi,, respectively. Several systematic
effects on GPS signals including the influence of relativity,
multipath, and receiver antenna phase center offset and vari-
ation have been ignored in ~ ~ u a t i o1.n
Finally, there are the interchannel bias terms b,,,, b,,,,
and b,,,. They represent the possible nonsynchronization of
the four measurements recorded by the i-th receiver (Coco,
1991; Sato, 1995). If the four measurements are collected at
exactly the same instant, these bias terms will be zero. The
terms b,,,, b,,,, and b,,, represent the interchannel biases be-
tween @,: and @,: Pfi,, and Pf,, respectively. The underly-
ing reason for the presence of these interchannel delays
results from the fact that the L, and L, signals must travel
through different hardware paths inside the receiver as well
as in the satellite transmitter (Coco, 1991). The signals trans-
mitted from GPS satellites at the two L-band frequencies have
been carefully synchronized and calibrated by Rockwell In-
ternational, the manufacturer of the GPS satellites, before the
satellites are launched (Coco, 1991). But this synchronization
and calibration work might not be as thorough for the GPS re-
ceivers due to the cost factor. It is also believed that these
biases should be the same for different satellite channels of
the receiver because the internal tracking loop of the receiver
should treat each satellite in the same way. More discussion
on the behavior of the interchannel biases will be given later.
In order to remove common errors in Equation 1,
namely, the satellite and receiver clock errors and the inter-
channel biases, double differencing between two satellites
and two receivers is normally performed (Goad and Re-
mondi, 1984). Thus, the double-differenced observables be-
tween two receivers i and j, and two satellites k and 1, are
described as follows:
It1
a". = p*k!
'1.L
- - + A, N$', + E:,
" f: (2)
~ k !
PY1 = p*k' J + 2 + e$
f;
P f ! , = p*:' + ~"k !+ et;,',
fi
Here p*tl contains the geometric distance difference between
the two receiver antennas and the two satellite antennas plus
the combined double-differenced tropospheric refraction: i.e.,
p*kl
11 = pk!JI + 7';.
The most precise kinematic GPS positioning requires that
solutions be obtained with correctly resolved double-differ-
enced phase ambiguity integers. However, the determination
of double-differenced integers does not necessarily require
the direct processing of double-differenced measurements
themselves. In fact, any double-differenced ambiguity can
also be obtained by differencing two single-differenced ambi-
guities. The advantage of processing single over double dif-
ferences is threefold. First, while double-differenced observa-
tions are correlated, single-differenced measurements over a
baseline are uncorrelated (of course, single differences on
two or more baselines sharing a common station, and there-
fore common measurements, are correlated). Second, when a
loss of lock occurs to a signal from a particular satellite in
single-difference mode, only the ambiguity parameter per-
taining to that satellite needs to be fixed or reestimated. In
double-difference mode, at least one and possibly more am-
biguity unknowns must be fixed or reestimated, depending
on how the double-differenced ambiguities are defined.
Third, in case new satellites are tracked or old ones are lost,
there is no need to redefine a "base" or reference satellite as
might be required in double-difference schemes.
For two receivers observing the same satellite (super-
script k) simultaneously, single-differenced measurements
can be derived by differencing two one-way measurements
between the two receivers (subscripts i and j ) : i.e.,
P;,, = p*l; + fliii + c . dt,, + bjj,3+
The satellite clock error dtk is eliminated as a result of
this differencing. Therefore, the term p*$ contains the geo-
metric distance difference between the two receivers and one
satellite plus the combined single-differenced tropospheric
refraction: i.e.,
The single-differenced integer ambiguities Nl;,, and Nf;,,
combined with the single-differenced receiver initial frac-
tional phase terms are denoted as N*f;,, and NXf;,,,respec-
tively: i.e.,
N*f;,, = N $ , + cpij (to),
Although the satellite clock error has been removed bv
single differencing, the combined receiver clock error, ini6al
fractional phase terms, and interchannel biases that are re-
moved from the double differences given by Equation 2 are
still present in Equation 4. We have found that estimates of
the interchannel biases are highly correlated with estimates
of the ionosphere and the phase ambiguity terms, and, as a
result, one cannot effectively separate them in an estimation
procedure. Only after performing double differencing and
consequently eliminating the interchannel biases as well as
the nonzero initial fractional phase terms, is a decoupling of
the ionosphere and the integer phase ambiguities possible.
This could be the reason why double-differenced biases have
September 1997 PE&RS
 0 100 200 300 400 500 600 700 800

Seconds Seconds
Figure 1.One-way ionospheric delay estimates Figure 2. Double-differenced ionospheric delay
versus elevation angles, SV 25, Columbus, Ohio, estimates of a 115-m baseline, SV 22-29, 11
11March 1994. March 1994.

been used extensively to recover integer ambiguities except

in a very few cases. 0.6

Effects of the lonos~here

In some kinematic applications where the distance between
the moving and stationary receivers is short, say, within 10 0.5
km, the relative ionospheric refraction between two receivers
can be neglected because it is very small. Thus, the ambigu-
ity determination problem is greatly simplified because a de-
coupling of Equation 2, as well as of Equation 4, occurs due
-
V)
to this realization. However, i n approaching the problem of L
m
airborne GPS, because the distance between aircraft and sta- 0.4
tionary sites can easily reach 100 km or more, the differen-
=
tial ionospheric refraction cannot be ignored.
The effects of the ionosphere on one-way measurements
can be estimated by a sequential filter which operates on the
four one-way measurements of Equation 1 and disregards the 0.3
interchannel biases. Figure 1 displays the one-way filtered
ionospheric refraction estimates versus elevation for the data
collected at Columbus, Ohio, on 11 March 1994. Although
these estimates are imprecise due to the noise contained in
pseudorange measurements and the incompleteness of the 0.2
simplified model, the continuously changing trend in time is
1 clearly seen.
In addition to the dependence on time, the differential
0 1500 3000 4500 6000 7500 9000

ionospheric effect on double-differenced measurements is Seconds

also a function of the length of the baseline. A filter operat- Figure 3. Double differenced ionospheric delay
1 ing on the four double-differenced measurements of Equation
2 can give the estimates of the double-differenced iono-
estimates of a 179-km baseline, JPL Mesa -
Goldstone, S V 1-17, 29 July 1994.
sphere. Here, three baselines of different length are exam-
ined. The first baseline is only 115 m where, in nature, the
differential ionosphere should be almost zero. Thus, filtered
estimates not close to zero mainly reflect noise in the meas- be examined is 179 km in length; therefore, the double-dif-
urements or inadequacies i n the modeling such as multipath. ferenced ionosphere cannot be assumed to be zero. Filtered
Estimates of double-differenced ionospheric refraction for the estimates of double-differenced ionospheric refraction for the
115-m baseline are given in Figure 2. The second baseline to 179-km baseline are shown i n Figure 3. The effects of the
 where T stands for the first-order correlation time and US is
the variance when the time interval is the independent vari-
able. The exponentially correlated prediction of the double-
differenced ionospheric effect from one epoch to the next
over a time interval 7 is given as (Gelb, 1979, p. 82)

The covariance of the prediction error w,(assumed to be

white noise) is obtained as (Gelb, 1979, p. 82)

As one can infer from Figures 2, 3, and 4, the differen-

tial ionospheric effect on double-differenced measurements is
also dependent on the change of baseline length. Therefore,
expressions similar to Equations 8, 9, and 10 can be given as
a function of baseline length change 6 as follows:

Seconds
Figure 4. Double differenced ionospheric delay
estimates of a 1631-km baseline, Fairbanks
- Yellowknife, SV 2-29, 1 6 January 1994.
double-differenced ionosphere are on the order of 50 cm.
The third baseline studied is 1631 km long; thus, the magni-
tude of the double-differenced ionosphere is even larger, on
the order of 1 to 2 m, as illustrated in Figure 4.
An attempt can be made to characterize the random pro-
cesses of the double-differenced ionosphere. The autocorrela-
tion function as a function of time interval T is defined as
(Gelb, 1979, p. 37)
where D stands for the first-order correlation distance and a;
is the variance when baseline length change is the indepen-
dent variable.
Because the prediction of the double-differenced iono-
sphere is a function of both time interval and the change of
the distance between the two receivers, the final two-dimen-
sional form of the autocorrelation function of double-differ-
enced ionosphere sampled at an interval r and a baseline
distance change S is given by Gelb (1979, p. 84) as

Assuming stationarity of the double-differenced iono-

sphere and applying the unbiased autocorrelation estimator
given by Marple (1987, p. 146) to the ionospheric delay esti-
mates contained in Figure 4, one can obtain the autocorrela-
tion of the double-differenced ionosphere of a 1631-km
baseline as illustrated in Figure 5. The first-order correlation
time (at point lle), derived from obsewations used in Figure
5, is 64 minutes, and the variance (at ~ = 0 is) determined as
1.8 mZfor a 1631-km baseline. Because the unbiased autocor-
relation estimates can sometimes lead to autocorrelation ma-
trices that are not semi-definite due to the finite size of the
dataset used for the generation of the estimates, Marple
(1987, p. 147) has suggested the use of the biased autocorre-
lation estimator to avoid this problem. But because our inter-
est here is only at the evaluation of the correlation time and
the variance at a distance of 1631 krn, the unbiased autocor-
relation estimates should serve the purpose well.
The above autocorrelation property of the double-differ-
enced ionosphere can also be described by a closed form, as-
suming that the process of the double-differenced ionosphere
is an exponentially correlated process (Gelb, 1979, p. 81). Time interval ( s )
Hence, the autocorrelation function as a function of time in-
terval r can be expressed as follows: Figure 5. Autocorrelation function of double-dif-
ferenced ionospheric delay estimates of the
1631-km baseline, S V 2-19.

September 1997 PE&RS

 - I ,I/
e -
u 2 . e- ence covariance function for an i d b i t e sampling interval
f ~ ( ~ ,=a ui
) .e 7. 16'/~ = [ ~ ~ ~ / T + ~ ~ / ~
114) and an infinite baseline distance change.
(IilDtlSIT
-
-alee /TD) The Position Filter and Smoother
assuming that T and 6 are the two independent variables of ~h~ position~ilt,,~
the double-differenced ionosphere with the variance denoted A position filter estimating the vector between the stationary
as a:. Think of 1 71 D+ 1 6 1 T as a new independent variable d
, moving receivers dx, dy, dz is developed to determine
and TD as its associated first-order correlation term; thus, the the L~ and L, phase ambiguities. ~h~ observations in the fil-
exponentially correlated prediction of the double-differenced ter consist of the four single-differencedmeasurements of
ionospheric effect over a time interval T and a baseline Equation 4, i.e., phases (@,, @j2)and pseudoranges available
length change 6 can be computed in analogy to Equation 9 as under AS (CIA code C, and the difference between two pseu-
follows: doranges PI-,), plus a stochastic measurement of the single-
differenced ionospheric effect whose variance is a function

f:
I ,
(-)llth+l dl+l = e Id - I"(;,f1
-~1~1/T+161

I
+ wt,wt- N O , ~2 (15) of the distance between the two receivers. Thus, the state
vector conforming to Equation 4 contains the moving re-
ceiver's position and other single-differenced quantities,
and the covariance of the prediction error wt is obtained as the receiver clock offset, the interchannel biases, the
ionospheric delay, the receiver initial fractional phase terms,
-
U;~'(T,S),= u l (1 - e2 [ 1 ~ 1 / ~ + S I / 1.
a,
(16) and the ambiguity unknowns. The effects of the troposphere
can be obtained kom some tropospheric correction models.
when the time interval ~ + 0 ,the prediction of the d m - 1, this study, the modified Hopfield model is used (Goad and
ble-differenced ionospheric effect is dependent solely on the ~ ~1974). ~ d ~ ~ ,
change of baseline distance. Suppose that the baseline dis- At a given epoch t,,, the linearized observation equation
tance is zero at point d, (zero baseline); consequently, the ef- of single-differencedmeasurements is formulated as follows:
fect of double-differenced ionosphere at dk by definition is
zero. Then, at the following point d,,,, the baseline length is *, = H, x, +P (20)
increased to s, so the change of baseline distance between dk
and d,+, is 6=s-0=s. The predicted double-differenced iono- where
sphere at d,,,, based on the differential ionospheric state at
dk (equal to zero), is also zero as indicated by Equation 15, GI- (@I)o
and the variance of the prediction error wtaccording to @2 - (@J0
Equation 16 is given as

lim U;~'(T,S),, = u: . (1 - e-2q~). (17)

-0

The variance of the double-differenced ionospheric effect

at a distance of 1631 km has been evaluated as 1.8 m2 based is the observed-minus-computed vector for the four measure-
on the observations used in Figure 5; hence, one can com- ments, and the a priori observation of the single-difference
pute the correlation distance D in Equation 17 to be approxi- ionosphere, m = O. The error vector is denoted as E,.
mately 1500 km assuming that u i is equal to 2.0 mZas 1631
km is close to the upper limit of all practical kinematic GPS The design matrix H, is composed as
operations. Equation 1 7 with these determined parameters
thus can be used to characterize the departure from zero of

I
A,A, A, 1 0 0 0 -1 A, 0
the double-differenced differential ionospheric effect as a
function of the distance between the two receivers. Ax A, A 1 1 n 0 - fi1 Az -AZ
The precise estimates of single-differenced ionospheric fz
delay in Equation 4 cannot be obtained with the four-mea- H, = A, A, A, I u 0 1 (22)
surement filter due to the presence of the interchannel biases fl
and the separation problem described earlier. It is therefore 0 0 0 0 0 1 - 1 0 0
fi
assumed that the correlation time and correlation distance 0 0 0 0 0 0 0 1 0 0
for single-differenced ionospheric effects are the same for
double difference, but the variance is reduced by a factor of
two. Thus, the autocorrelation function of single-differenced with Ax v
defined as
ionosphere is characterized as xk - XI
A, = (- 10
1
f;(~,a)= (-2 u$) e . - e-I8I1~, (18)
rf
yk - y,
The exponentially correlated prediction of the single-dif- A, = ( 7 1 ,
rl
ferenced ionospheric effect over a time interval T and a base-
line length change 6 is given similarly as in Equation 15, and zk - z,
the corresponding covariance function of the prediction of
A, = -( 10 (25)
the single-differenced ionospheric has the following form:
I;"
where (xk, yk, zk)represents the satellite's coordinates and (x,,
1 -~('71/~+l81/~) y,, z,) stands for the moving receiver's reference position; the
~ , (- u:)(l - e
U ; ~ ( T , ~ )=
2 1. (I9) distance between the two is denoted as r;.
The corresponding state vector used in this implementa-
The term (112~5)corresponds to the evaluated single-differ- tion is given as

PE&RS September 1997 1071

where Ax,,Ay,, Az, are the corrections to the reference posi-
tion of the receiver at epoch t,,; the single-differenced re-
ceiver clock offset in units of metres is denoted as c d t . The
single-differenced interchannel biases are represented by b,,
A stands for the L, differential iono-
7

b,, and b,. The term

J 1
spheric delay associated with this single-difference combina-
tion. The single-differenced ambiguity unknowns of L, and
widelane phases combined with the single-differenced re-
ceiver initial fractional phase terms are again denoted as N:
and N : - N z , which remain constant during continuous
tracking.
Assuming that the measurements are uncorrelated, then
I Distance (km)
Figure 6. Variance of zero a priori single-differ-
I
the covariance matrix of z, is enced ionospheric observation versus base-
line length.

where a; is the variance of the ionosphere a priori observa-

tion and is derived from Equation 17 as

a:, = (Z1 a2)(1 -

indicating that the strength of the stochastic measurement is
dependent on the instantaneous baseline length (cf. Schaffrin
and Bock, 1988). A plot of Equation 28 with a: = 2.0 mZ
and D = 1500 km is given in Figure 6. One interesting calcu-
lation is to substitute the value s = 0.115 km into Equation
28 with u: and D as given above. One finds that a,,,(0.115
krn) = 0.012 m. Although the differential ionosphere is not
expected to be so large, such cannot be ruled out here. For a
longer baseline, s = 100 km; the corresponding a, (100 km)
then is 0.353 m.
The prediction (-) of the state vector at the next epoch
n + l is derived from the update (+) of epoch n as follows:
In practice, the state transition matrix +,
can be chosen
as the identity matrix because in a kinematic scenario gener-
ally the data interval is less than a few seconds and the base-
line distance change during the interval does not exceed
several hundred metres, so that the ionospheric prediction
-(171/T+181
operator e ID' in Equation 15 is very close to 1. The
system prediction noise vector is given as w,; its covariance
matrix Q, is defined as
Each of the first three diagonal elements of the system
prediction covariance matrix Q, is set to a very large number
in order to neglect any previous information about the mov-
ing receiver's position. The fourth diagonal element corre-
sponding to the variance of the differential clock value is
also set to a very large number to reflect the arbitrary drift of
receiver oscillators. The following three diagonal elements
represent the receiver interchannel calibration stability.
In an attempt to observe the behavior of the single-differ-
enced interchannel biases, Figure 7 demonstrates the single-
differenced geometry-free (ionosphere-only) phase combina-
tion on a zero baseline (i.e., two receivers connected to the
same antenna) for two different satellites using the Turbo-
Rogue receivers. Because the same antenna is used, system-
atic effects such as multipath, ionospheric and tropospheric
delays, antenna phase center offset, and variation should
cancel in the single differences. Therefore, what remains in
this combination is the sum of the single-differenced A,N: -
A,Nz that is constant during continuous tracking, the single-
differenced interchannel bias between and L, and L, phases,
and the phase measurement noise. It is clearly seen that the

September 1997 PE&RS


Figure 7. Single-differenced geometry-free phase combination on a zero
baseline (signals shifted by a constant in order to show both satellites).
two satellites display a small yet very similar time-dependent
signature on top of the measurement noise representing the
variation of the receiver interchannel bias as a function of
time. It is therefore assumed in this study that the predictions
of these biases have the following variances in units of mZ:
where 7 stands for the data sampling interval in seconds.
The covariance function of the single-differenced iono-
sphere defined by Equation 19 is used for gauging the quality
of the prediction of the differential ionosphere from one ep-
och to the next. Therefore, one has
The diagonal elements in Q,, corresponding to the ambigui-
ties are set to zero when continuous tracking is maintained;
otherwise, they are set to very large numbers when the esti-
mation of new ambiguities is required.
As single-differenced measurements from other satellites
emerge, the linearized system expands accordingly. The first
seven parameters in the state vector, i.e., the position un-
knowns (Ax,, Ay,, Az,) and the single difference receiver clock
offset and interchannel biases are always present because
they are common to all single-differenced measurements. Be-
cause a dependable kinematic solution of the position un-
knowns can only be obtained when four or more satellites
are observed, the position filter should not be updated with
less than four satellites.
The Smoother
- -~ -
While the position filter uses measurements from initial time
to up to the time t, at which an estimate of state x, is de-
sired, a smoother uses all the available measurements be-
tween initial time and end time to yield the optimal estimate
of x,. A smoother can be thought of as a weighted combina-
tion of two position filters (Gelb, 1979). The first filter, called
a forward filter, operates on data from to to t, and produces
the forward estimates x,,,.The second filter, a backward filter,
uses all the measurements after t,, and generates the back-
ward estimate x,,,. Thus, together the two filters have in-
cluded all the measurements. The two estimates are uncorre-
lated because no common data are used, so the smoothed
estimate x,, and its error covariance P,, can be obtained us-
ing the standard Bayesian formulation:
Seconds
where P, and P,, are the covariance matrices associated with
x,, and x,, respectively.
Only the forward filter can be used in a realtime opera-
tion because measurements from the future are not accessi-
ble. But for nonrealtime GPS kinematic applications such as
GPS-aidedphotogrammetry, one has the freedom to choose
from the filtered or the smoothed estimate of state. The fil-
tered state is less precise and the solution can be obtained
very efficiently. The smoothed estimate, on the other hand,
is more precise but requires a heavier computational burden,
namely, the additional requirement of backward filtering and
the combination of the forward and backward filters.
Integer Transformation
As stated earlier, the success of accurate kinematic position-
ing relies on precise determination of the double-differenced
phase ambiguity integers. In order to convert the single-dif-
ferenced ambiguity estimates that are contained in the fil-
tered or smoothed state vector into double-differenced
quantities (and, in the meantime, remove the nonzero re-
ceiver initial fractional phase terms), a simple differencing
operation is applied to those single-differenced ambiguity es-
timates. As the double-differenced integer estimates and their
covariance matrix become available, one can then proceed to
the integer transformation stage. The concept of ambiguity
reparametrization that minimizes both the correlation be-
tween ambiguity integers and the elongation of the confi-
dence ellipsoid has been discussed by Teunissen (1994) and
Teunissen et al. (1995). Let two double-differenced ambiguity
estimates and their covariance matrix be given as
2 = [el and 2; = [:
Then the integer transformation given by Teunissen et
al. (1995), defined as
where the symbol [ ] stands for rounding to the nearest inte-
ger, generates a linear combination of the original ambigui-
ties to achieve these goals.
 In the implementation of the integer transformation, the
whole covariance matrix of the double-differenced ambigui-
ties is analyzed. To extend from the two-dimensional case
given above, our approach is to allow every bias to be used
in combination with each bias appearing in the state vector
after it to generate a smaller combination variance. Applying
the logic in both the forward and backward directions allows
for each bias, or bias combination, to reduce the uncertainty
of every other bias combination in the solution state vector.
After the integer transformation stage is completed, the
transformed ambiguities (or linear combinations of original
double-differenced ambiguities) and their corresponding vari-
ances are examined. The combinations are rounded (and
constrained) to their nearest integers if they are close to inte-
gers and associated with standard deviations smaller than a
chosen criterion, for instance, 0.1 cycles; then the filtered1
smoothed state vector and covariance matrix are updated ac-
cordingly. The updates to the state vector and the covariance
matrix due to a fixed constraint, h . x = 5, have been given
by Koch (1988, p. 203). To implement the constraint, the h
vector is composed of integer coefficients, and 5 is the result-
ing integer constraint. Only ambiguity variables contained in
the state vector participate in the constraint relation involv-
ing h: i.e., 0 30 60 90 120 150 180
Ax, = P, h' (hP,ht)-I (5 - hx,)
Epochs
AP, = -P, ht (hP,ht)-' hP, Figure 8. Differences between kinematic coor-
Note that the update to the covariance matrix P, is nega- dinates and IERS coordinates for the 179-km
tive; this indicates that the variances of the unknowns in the baseline between JPL Mesa and Goldstone,
state vector will decrease (or at least not increase) due to the 29 July 1994.
constraint. Again, an iterative procedure can be used to boot-
strap the other phase integers following each update until no
more ambiguities can be fixed. After the possible double-dif-
ferenced ambiguities are constrained to integers, the first
three elements of the state then readily provide the kine- aircraft is far away from the base station. The first data set is
matic position of the moving station. actually a static baseline between two stations located in
Although the integer transformation step can be applied southern California - JPL Mesa and Goldstone - which are
to either the filtered or the smoothed state, because the fil- slightly more than 179 km apart. Their precise geocentric co-
tered state is less precise, the smoothed state should be used ordinates are obtained from the International Earth Rotation
for post-processed missions. The smoothed estimate x,, and Service (IERS)so that we can compare our kinematic results
its error covariance P,, have included all the available infor- to a "true" answer. We take a data span of 90 minutes (with
mation from the measurements collected during the entire 30-second data interval, a total of 180 epochs) and process
survey. Thus, these are best quantities suitable for reliable the data as if they were kinematic. In this test, all of the
resolution of integer biases. widelane double-differenced ambiguity integers are resolved
In practice, one can start from the initial epoch (or from on the fly, and the differences between the kinematic epoch-
the end epoch and move backwards) and perform the integer by-epoch solutions and the IERs published coordinates are
transformation and identification procedure; however, before presented in Figure 8.
proceeding to another epoch, the constrained ambiguity inte- The differences between the kinematic solutions and the
.gers
, are recorded into memory. If continuous tracking- of the IERS coordinates can be caused by many factors such as mis-
previously constrained ambiguity integers is maintained be- modeling of tropospheric delays, errors in the estimates of
tween two epochs (i.e., no cycle slips), then the same con- ionospheric refraction, multipath, satellite geometry, etc., but
straints are applied immediately upon entering a new epoch. the recovery of the double-differenced widelane ambiguity
The same operation is repeated to all ensuing epochs. Thus, integers should be correct because for the whole period the
one only needs to determine the integer biases associated differences between the kinematic solutions and the IERS co-
with new or interrupted satellites since the first epoch. ordinates remain at the few-centimetre level.
From our experiments, we found that the widelane am- Euler and Goad (1991) pointed out the importance of us-
biguities are more easily identified through the integer trans- ing an elevation-dependent model to represent measurement
formation procedure, whereas in some cases the individual N1 uncertainties as signals from a satellite at low elevation tends
and N2 ambiguities cannot be resolved. This is in agreement to be influenced more by systematic effects like multipath. In
with an earlier finding that the wavelengths of L, and L, this study, the following elevation-dependent model for gen-
phase ambiguities are not as natural to the solution as the erating phase and pseudorange measurement uncertainties is
widelane ambiguity (Euler and Goad, 1991). Such examples used:
will be shown in the following section.
elev
Test Results (T$, (mq = (0.004)2 + 0.00025 x (1 - -)90
To examine the proposed approach, we studied two test data
elev
sets with different purposes. The first test is aimed at verify-
ing the algorithm's ability to recover phase integers when the
( T $ ~(m2)= (0.006)2 + 0.00025 X (1 - -)
90

September 1997 PE&RS

 -PRN 1
-200
PRN 17
-2 0 0 0k mkm

0.2 -

I I 1 i I '
0 30 60 90 120 150 180

Epochs Epochs
Figure 9. Elevation angles of PRN 1and PRN Figure 10. Updated standard deviations of
1 7 , JPL Mesa - Goldstone, 29 July 1994. double-differenced L, ambiguities, SV 1-17.

1.0 T

elev
u;, (mZ)= (0.5)2+ 6.25 X (1 - -) b -200m
90 0.9 - --200km
elev i
t-2000km
u;,-, (m2)= (1.0)2 + 6.25 X (1 - -)
90
0.8 - t
+
t

where elev is the elevation angle in degrees.

A pair of satellites, PRN 1 and PRN 17, is chosen here to
demonstrate the updated standard deviations of the double-
differenced N,and widelane ambiguity estimates from the
forward filter. The elevation angles of the two satellites over
the data span are shown in Figure 9. The updated uncertain-
ties of the double-differenced N,estimates as a function of
baseline distance and time (number of epochs) are presented
in Figure 10. This plot reveals that the N,ambiguity integers
cannot be obtained reliably in this test because the estimated
standard deviation of double-differenced N,at a distance of
nearly 200 km is still as large as 0.4 L, cycles (wavelength
19 cm) in 180 epochs. Figure 11 shows the updated uncer-
-
tainties of the double-differenced widelane ambiguity esti-
mates as a function of baseline distance and time. Clearly,
the widelane ambiguity estimates converge much faster than
the N,.At a distance of 200 km, the updated standard devia- 0 30 60 90 120 150 180

-
tion of double-differenced widelane ambiguity estimates
drops to 0.3 widelane cycles (wavelength 86 cm) in 52 ep-
ochs, 0.2 cycles in 75 epochs, and 0.1 widelane cycles in
Epochs
Figure 11.Updated standard deviations of
165 epochs. double-differenced widelane ambiguities, S V
In this test (179-km baseline), three different accuracy 1-17.
criteria - 0.3, 0.2, and 0.1 widelane cycles - are selected
for the transformed linear combination of double-differenced
ambiguity estimates to be constrained to their nearest inte-
gers (through the Teunissen integer transformation proce- Criterion (widelane cycles) Number of epochs needed
dure). When examining the actual number of epochs re- 0.3 37
quired for the forward filter to determine the correct 0.2 65
widelane ambiguity integers for all the available satellites at 0.1 140
that epoch, the following counts are obtained:

PE&RS September 1997

 timated standard deviations of the baseline components for
both points are no more than 3 mm.
The magnitudes of the differences in Figures 12 and 13
are smaller than that of Figure 8. This could be due to the
fact that the lengths of the two baselines are much shorter,
so that the errors originated from mismodeling of tropo-
spheric delays, erroneous estimates of ionospheric refraction,
and multipath have a greater tendency to cancel at two sites.
After examining the double-differenced ambiguity integers
obtained from the static solution, we also found the double-
differenced integers resolved on the fly are constrained to
their correct values.
Unfortunately, the airplane flew straight back to the air-
port after the data gap. Thus, by the time the forward filter
had accumulated enough epochs and resolved all the avail-
able double-differenced ambiguity integers on the fly, the air-
plane was already close to the airport. Therefore, this test
does not make as strong a point as the 179-km long line test
on the algorithm's ability to resolve double-differenced phase
ambiguities when the moving station is distant from the base
station.
Since the introduction of dual frequency receiver tech-
nology in the mid 80s, the GPS community has used dual fre-
quency observations in the following ways: (1) For medium
to long baselines where the effect of differential ionosphere
Epochs cannot be neglected, the so-called ionosphere-free observa-
tion (LC),a linear combination of L, and L, phases, is used as
Figure 12. Differences between kinematic re- the fundamental measurement. Such examples are regularly
sults and static solution at the start point seen in GPS orbit determination tasks and many geodetic ap-
where the airplane is sitting on the runway. plications. (2) For short baselines where the differential iono-
spheric effects can be ignored because they are so small,
then either L,, L,, or L, - L, phases can be accepted for data
processing, as performed by most surveyors (cf.Schaffrin
The actual numbers of epochs needed for the forward fil- and Bock). As a result, in many widely used GPS data pro-
ter to find the correct widelane ambiguity integers for differ- cessing software, there is a switch for the user to choose
ent accuracy criteria are smaller than the corresponding which type of measurement to be processed. However, in the
numbers suggested by Figure 11. This is due to the use of
the Teunissen integer transformation procedure. Once one
linear combination of double-differenced ambiguity estimates
can be constrained to its nearest integer, the state vector and
covariance matrix are updated accordingly. The variances of
the ambiguity unknowns in the state will decrease (or at
least not increase) due to the application of the constraint,
and this in turn helps to resolve other linear combinations of
double-differenced ambiguity estimates.
The second test is an airborne mission flown by the
Ohio Department of Transportation on 11 March 1994. Two
TurboRogue receivers were used with a 10-second data sam-
pling interval. The aircraft flew 98 km away from the base
station, which was located at the airport, and then returned.
During the banking at the 98-km distance, in order to create
massive signal interruptions at the farthest point, the pilot
deliberately made the onboard receiver lose all but three sat-
ellites for 90 seconds, hence completely destroying the conti-
nuity of the position filter which requires a minimum of four
satellites to be updated.
Because the algorithm presumes arbitrary motion by the
receiver, i.e., no requirement for static initialization, a good
check of the test results is at the start and end points where
the airplane was sitting on the runway not far from the base
station. In the second test, the N, and N, double-differenced
ambiguity integers, in addition to the widelane ambiguity in-
tegers, are successfully resolved on the fly and the differ-
ences between the kinematic results at the start and end
Epochs
points and the static baseline solutions obtained from off-line
data processing using the Turbo Survey System software Figure 13. Differences bebveen kinematic re-
from Allen Osborne Associates, the manufacturer of Turbo- sults and static solution at the end point
Rogue receivers, are shown in Figures 1 2 and 13. Here, the where the airplane is sitting on the runway.
static solution is regarded as the true solution because the es-

September 1997 PE&RS

 approach proposed here, the need for choosing different
types of measurements has been entirely eliminated due to
the introduction of the stochastic process of differential iono-
sphere. When the baseline length is relatively short, more
weight is given to the a priori differential ionosphere. There-
fore, in essence the L, and L, phases are treated as measure-
ments with no differential ionosphere connecting them. As
the baseline length is increased, its a priori measurement
will have less impact, and the effects of differential iono-
sphere are automatically estimated from the receiver meas-
urements, which makes the idea of fully automatic data
processing, as a function of baseline length, elegantly real-
ized in this approach.
Conclusions
A new approach for precise determination of the location of
an aircraft for photogrammetry has been given in a filter/
smoother form. The structure of differential ionosphere is an-
alyzed as a function of time- interval and baseline length. A
stochastic process of differential ionosphere is developed and
incorporated into the approach. From analyses of two inde-
pendent test results, the double-differenced ambiguity inte-
gers of widelane combination (and, in some cases, L, and L,
phases as well) along with accurate kinematic positions are
reliably obtained with this approach.
Acknowledgments
The authors are indebted to the Ohio Department of Trans-
portation for financially supporting this research and provid-
ing test data to us.
References
Coco, David, 1991. GPS - Satellites of Opportunity for Ionospheric
Monitoring, GPS World, 2(9):47-50.
Euler, H.-J., and C. Goad, 1991. On Optimal Filtering of GPS Dual
CanadianJournal of Remote Sensing
Special Issue on
REMOTE-SENSING MODELS AND IMAGE PROCESSING
The modeling of physical processes and systems i n remote sensing has
reached a level of sophistication that can impact the design of image
processing algorithms. Examples include:
% Spatial-spectral signature mixing and unmixing
% Scene simulation for algorithm testing and comparison
% Sensor noise modeling a n d filtering
% Calibration, compression a n d classification of hyperspectral imagery
% Sensor modeling and multisensor data fusion
% Sensor modeling and image restoration
% Scene modeling and spectral/spatial classification
% Scene models for spatial texture
Manuscripts are invited that address the use of physical remote-sensing models i n the design or evaluation of image
processing algorithms. All manuscripts will be peer-reviewed according to established CJRS guidelines.
PE&RS September 1997
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(Received 2 February 1995; accepted 4 May 1995; revised 16 Novem-
ber 1995)
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