Sequential Piecewise Recursive Filter for GPS Low-Dynamics Navigation

The design, implementation, and performance of a real-time estimation algorithm, referred to in this paper as the sequential piecewise recursive (SPWR) algorithm, for the global-positioning system (GPS) low-dynamics navigation system is described. The SPWR algorithm for this application was implemented in single precision arithmetic (32 bit, floating point). Numerical results are presented covariance and filter gains at a slower rate than the state measurement update, and it uses U-D factor formulation to perform covariance computations. The SPWR algorithm saves real-time processing requirements without appreciable degradation of filter performance. Another important feature of the SPWR algorithm is that it incorporates pseudorange and delta-range data from each GPS satellite sequentially for navigation solution. The SPWR algorithm, for this application, was implemented in single precision arithmetic (32 bit, floating point). Numerical results are presented.