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<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01//EN" "http://www.w3.org/TR/html4/strict.dtd">	<html>		<head>			<title>page_99</title>			<link rel="stylesheet" href="reset.css" type="text/css" media="all">			<meta http-equiv="Content-Type" content="text/html; charset=UTF-8" />		</head>		<body>		<table summary="top nav" border="0" width="100%">			<tr>				<td align="left" width="30%" style="background: #EEF3E2"><a style="color: blue; font-size: 120%; font-weight: bold; text-decoration: none; font-family: verdana;" href="page_98.html">&lt;&nbsp;previous page</a></td>				<td id="ebook_previous" align="center" width="40%" style="background: #EEF3E2"><strong style="color: #2F4F4F; font-size: 120%;">page_99</strong></td>				<td align="right" width="30%" style="background: #EEF3E2"><a style="color: blue; font-size: 120%; font-weight: bold; text-decoration: none; font-family: verdana;" href="page_100.html">next page&nbsp;&gt;</a></td>			</tr>					<tr>				<td id="ebook_page" align="left" colspan="3" style="background: #ffffff; padding: 20px;">    <table border="0" width="100%" cellpadding="0"><tr><td align="center">  <table border="0" cellpadding="2" cellspacing="0" width="100%"><tr><td align="left"></td>  <td align="right"></td>  </tr></table></td></tr><tr><td align="left"><p></p><table border="0" cellspacing="0" cellpadding="0" width="100%"><tr><td align="right"><font face="Times New Roman, Times, Serif" size="2" color="#FF0000">Page 99</font></td></tr></table><table border="0" cellspacing="0" cellpadding="0"><tr><td rowspan="5"></td>  <td colspan="3" height="12"></td>  <td rowspan="5"></td></tr><tr><td colspan="3"></td></tr><tr><td></td>  <td><font face="Times New Roman, Times, Serif" size="3">within its given workspace. Note that both the computation and the memory requirements grow linearly with the number of measurements <i>m</i>.</font></td><td></td></tr><tr><td colspan="3"></td></tr><tr><td colspan="3" height="1"></td></tr></table><table border="0" cellspacing="0" cellpadding="0"><tr><td rowspan="5"><img src="f7703d30723feae8ee39d997c6419c20.gif" border="0" width="24" height="1" alt="f7703d30723feae8ee39d997c6419c20.gif" /></td>  <td colspan="3" height="12"></td>  <td rowspan="5"><img src="f7703d30723feae8ee39d997c6419c20.gif" border="0" width="24" height="1" alt="f7703d30723feae8ee39d997c6419c20.gif" /></td></tr><tr><td colspan="3"></td></tr><tr><td></td>  <td><font face="Times New Roman, Times, Serif" size="2">Example A high-quality GPS receiver with multipath mitigation at an unknown position measures the range to six satellites. A coarse/acquisition (C/A) code double-differencing GPS technique (see Sec. 5.83), in which different satellites are used in each double difference, results in independent measurements with an error variance equal to 0.01 m<sup>2</sup>.</font></td><td></td></tr><tr><td colspan="3"></td></tr><tr><td colspan="3" height="1"></td></tr></table><table border="0" cellspacing="0" cellpadding="0"><tr><td rowspan="5"><img src="f7703d30723feae8ee39d997c6419c20.gif" border="0" width="24" height="1" alt="f7703d30723feae8ee39d997c6419c20.gif" /></td>  <td colspan="3" height="12"></td>  <td rowspan="5"><img src="f7703d30723feae8ee39d997c6419c20.gif" border="0" width="24" height="1" alt="f7703d30723feae8ee39d997c6419c20.gif" /></td></tr><tr><td colspan="3"></td></tr><tr><td></td>  <td><font face="Times New Roman, Times, Serif" size="2">In the linearized measurement equations, the output matrix corresponding to the first epoch of range measurements is</font></td><td></td></tr><tr><td colspan="3"></td></tr><tr><td colspan="3" height="1"></td></tr></table><table border="0" cellspacing="0" cellpadding="0"><tr><td rowspan="5"><img src="f7703d30723feae8ee39d997c6419c20.gif" border="0" width="24" height="1" alt="f7703d30723feae8ee39d997c6419c20.gif" /></td>  <td colspan="3" height="12"></td>  <td rowspan="5"></td></tr><tr><td colspan="3"></td></tr><tr><td></td>  <td><font face="Times New Roman, Times, Serif" size="3"><img src="8dd399b20df49147826ec82fdf918ff1.gif" border="0" alt="0099-01.GIF" width="340" height="58" /></font></td><td></td></tr><tr><td colspan="3"></td></tr><tr><td colspan="3" height="1"></td></tr></table><table border="0" cellspacing="0" cellpadding="0"><tr><td rowspan="5"><img src="f7703d30723feae8ee39d997c6419c20.gif" border="0" width="24" height="1" alt="f7703d30723feae8ee39d997c6419c20.gif" /></td>  <td colspan="3" height="12"></td>  <td rowspan="5"><img src="f7703d30723feae8ee39d997c6419c20.gif" border="0" width="24" height="1" alt="f7703d30723feae8ee39d997c6419c20.gif" /></td></tr><tr><td colspan="3"></td></tr><tr><td></td>  <td><font face="Times New Roman, Times, Serif" size="2">The vector of double-differenced range measurements is</font></td><td></td></tr><tr><td colspan="3"></td></tr><tr><td colspan="3" height="1"></td></tr></table><table border="0" cellspacing="0" cellpadding="0"><tr><td rowspan="5"><img src="f7703d30723feae8ee39d997c6419c20.gif" border="0" width="24" height="1" alt="f7703d30723feae8ee39d997c6419c20.gif" /></td>  <td colspan="3" height="12"></td>  <td rowspan="5"></td></tr><tr><td colspan="3"></td></tr><tr><td></td>  <td><font face="Times New Roman, Times, Serif" size="3"><img src="3fa1a62e53613f225c983d08ab2eeba3.gif" border="0" alt="0099-02.GIF" width="333" height="19" /></font></td><td></td></tr><tr><td colspan="3"></td></tr><tr><td colspan="3" height="1"></td></tr></table><table border="0" cellspacing="0" cellpadding="0"><tr><td rowspan="5"><img src="f7703d30723feae8ee39d997c6419c20.gif" border="0" width="24" height="1" alt="f7703d30723feae8ee39d997c6419c20.gif" /></td>  <td colspan="3" height="12"></td>  <td rowspan="5"><img src="f7703d30723feae8ee39d997c6419c20.gif" border="0" width="24" height="1" alt="f7703d30723feae8ee39d997c6419c20.gif" /></td></tr><tr><td colspan="3"></td></tr><tr><td></td>  <td><font face="Times New Roman, Times, Serif" size="2">The measurement noise covariance matrix R is a 3 脳 3 diagonal matrix with diagonal elements equal to 0.01 m<sup>2</sup>. By Eqs. (4.10) and (4.11), the position estimate and its covariance are calculated to be</font></td><td></td></tr><tr><td colspan="3"></td></tr><tr><td colspan="3" height="1"></td></tr></table><table border="0" cellspacing="0" cellpadding="0"><tr><td rowspan="5"><img src="f7703d30723feae8ee39d997c6419c20.gif" border="0" width="24" height="1" alt="f7703d30723feae8ee39d997c6419c20.gif" /></td>  <td colspan="3" height="12"></td>  <td rowspan="5"></td></tr><tr><td colspan="3"></td></tr><tr><td></td>  <td><font face="Times New Roman, Times, Serif" size="3"><img src="0bada8fb4dd9827064f94449282b09e3.gif" border="0" alt="0099-03.GIF" width="345" height="24" /></font></td><td></td></tr><tr><td colspan="3"></td></tr><tr><td colspan="3" height="1"></td></tr></table><table border="0" cellspacing="0" cellpadding="0"><tr><td rowspan="5"><img src="f7703d30723feae8ee39d997c6419c20.gif" border="0" width="24" height="1" alt="f7703d30723feae8ee39d997c6419c20.gif" /></td>  <td colspan="3" height="12"></td>  <td rowspan="5"></td></tr><tr><td colspan="3"></td></tr><tr><td></td>  <td><font face="Times New Roman, Times, Serif" size="3"><img src="6a7d2c81e428680e2543565c668602b8.gif" border="0" alt="0099-04.GIF" width="345" height="57" /></font></td><td></td></tr><tr><td colspan="3"></td></tr><tr><td colspan="3" height="1"></td></tr></table><table border="0" cellspacing="0" cellpadding="0"><tr><td rowspan="5"><img src="f7703d30723feae8ee39d997c6419c20.gif" border="0" width="24" height="1" alt="f7703d30723feae8ee39d997c6419c20.gif" /></td>  <td colspan="3" height="12"></td>  <td rowspan="5"><img src="f7703d30723feae8ee39d997c6419c20.gif" border="0" width="24" height="1" alt="f7703d30723feae8ee39d997c6419c20.gif" /></td></tr><tr><td colspan="3"></td></tr><tr><td></td>  <td><font face="Times New Roman, Times, Serif" size="2">Therefore, taking the square root of the diagonal elements of P, we find that the standard deviation of the position estimates are, respectively, 0.0886, 0.1389, and 0.3241 m. Note that although the measurements are assumed to have equal variance, the characteristics of the H matrix result in unequal error variances on the position estimates. In addition, although the measurement errors are uncorrelated, the position-estimation errors are correlated.</font></td><td></td></tr><tr><td colspan="3"></td></tr><tr><td colspan="3" height="1"></td></tr></table><table border="0" cellspacing="0" cellpadding="0"><tr><td rowspan="5"></td>  <td colspan="3" height="12"></td>  <td rowspan="5"></td></tr><tr><td colspan="3"></td></tr><tr><td></td>  <td><font face="Times New Roman, Times, Serif" size="3"><i>4.1.2<br />Recursive Least Squares (RLS)</i></font></td><td></td></tr><tr><td colspan="3"></td></tr><tr><td colspan="3" height="1"></td></tr></table><table border="0" cellspacing="0" cellpadding="0"><tr><td rowspan="5"></td>  <td colspan="3" height="12"></td>  <td rowspan="5"></td></tr><tr><td colspan="3"></td></tr><tr><td></td>  <td><font face="Times New Roman, Times, Serif" size="3">When Eqs. (4.10) and (4.11) are used, it is possible to calculate the optimal WLS estimate of x, which corresponds to the maximum-likelihood estimate of x for the set of measurements <img src="e90bfe5d5bed20f97a2514abceb910ac.gif" border="0" alt="ytildequation.GIF" width="111" height="22" />. The question of this section is how to efficiently produce a new estimate of x if an additional measurement <img src="92658da76e2f95adfe25ba106cf515f2.gif" border="0" alt="C0099-01.GIF" width="31" height="16" /> becomes available. To be efficient, the estimate <img src="ce2972e199967fc7e99ac49c68c7aa6f.gif" border="0" alt="XCIRCMPLUS.GIF" width="34" height="17" /> should not start from scratch (i.e., require all elements of<img src="b483774d122316adcadf7f8da4665204.gif" border="0" alt="YTILDE.GIF" width="16" height="18" />), but from the best previously available estimate<img src="59d309f86810e74b55acdfae11c7d758.gif" border="0" alt="XCIRCM.GIF" width="20" height="16" />. Therefore the intent is to develop a recursive estimation equation of the form</font></td><td></td></tr><tr><td colspan="3"></td></tr><tr><td colspan="3" height="1"></td></tr></table><table border="0" cellspacing="0" cellpadding="0"><tr><td rowspan="5"></td>  <td colspan="3" height="12"></td>  <td rowspan="5"></td></tr><tr><td colspan="3"></td></tr><tr><td></td>  <td><font face="Times New Roman, Times, Serif" size="3"><img src="1a60063b2180f7811b13a4baf66cf71c.gif" border="0" alt="0099-05.GIF" width="329" height="18" /></font></td><td></td></tr><tr><td colspan="3"></td></tr><tr><td colspan="3" height="1"></td></tr></table><table border="0" cellspacing="0" cellpadding="0"><tr><td rowspan="5"></td>  <td colspan="3" height="12"></td>  <td rowspan="5"></td></tr><tr><td colspan="3"></td></tr><tr><td></td>  <td><font face="Times New Roman, Times, Serif" size="3">where <img src="e3e3b949d822f71ae889114f27c988dd.gif" border="0" alt="C0099-02.GIF" width="102" height="21" /> and K is a vector gain to be determined.</font><font face="Times New Roman, Times, Serif" size="3" color="#FFFF00"></font></td><td></td></tr><tr><td colspan="3"></td></tr><tr><td colspan="3" height="1"></td></tr></table></td></tr></table><p><font size="0"></font></p>  </td>			</tr>				<tr>				<td align="left" width="30%" style="background: #EEF3E2"><a style="color: blue; font-size: 120%; font-weight: bold; text-decoration: none; font-family: verdana;" href="page_98.html">&lt;&nbsp;previous page</a></td>				<td id="ebook_next" align="center" width="40%" style="background: #EEF3E2"><strong style="color: #2F4F4F; font-size: 120%;">page_99</strong></td>				<td align="right" width="30%" style="background: #EEF3E2"><a style="color: blue; font-size: 120%; font-weight: bold; text-decoration: none; font-family: verdana;" href="page_100.html">next page&nbsp;&gt;</a></td>			</tr>		</table>		</body>	</html>

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