Verification of ARMA identification for modelling temporal correlations of GNSS observations using the ARMASA toolbox |
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Authors: | Xiaoguang Luo Michael Mayer Bernhard Heck |
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Institution: | 1.Geodetic Institute,Karlsruhe Institute of Technology (KIT),Karlsruhe,Germany |
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Abstract: | The classical least-squares (LS) algorithm is widely applied in practice of processing observations from Global Satellite Navigation Systems (GNSS). However, this approach provides reliable estimates of unknown parameters and realistic accuracy measures only if both the functional and stochastic models are appropriately specified. One essential deficiency of the stochastic model implemented in many available GNSS software products consists in neglecting temporal correlations of GNSS observations. Analysing time series of observation residuals resulting from the LS evaluation, the temporal correlation behaviour of GNSS measurements can be efficiently described by means of socalled autoregressive moving average (ARMA) processes. For a given noise realisation, a well-fitting ARMA model can be automatically estimated and identified using the ARMASA toolbox available free of charge in MATLAB® Central.In the preliminary stage of applying the ARMASA toolbox to residual-based modelling of temporal correlations of GNSS observations, this paper presents an empirical performance analysis of the automatic ARMA estimation tool using a large amount of simulated noise time series with representative temporal correlation properties comparable to the GNSS residuals. The results show that the rate of unbiased model estimates increases with data length and decreases with model complexity. For large samples, more than 80% of the identified ARMA models are unbiased. Additionally, the model error representing the deviation between the true data-generating process and the model estimate converges rapidly to the associated asymptotical value for a sufficiently large sample size with respect to the correlation length. |
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