EFFICIENT PROCESSING OF DOUBLE DIFFERENCED UPDATES IN A KALMAN FILTER

摘要

Systems and methods are provided for sequentially updating a Kalman filter in a navigation system. Respective signals from a plurality of transmitters containing range-finding data are received at a plurality of antennas. For each of the plurality of transmitters, a single differenced observable is calculated between a given pair of the plurality of antennas. A common bias, stored as a state in a Kalman filter, is subtracted from the calculated single differenced observable for each of the plurality of transmitters to provide respective double differenced residual values. A plurality of states stored in the Kalman filter are updated using the double differenced residual values.