SEQUENTIAL ESTIMATION IN A REAL-TIME POSITIONING OR NAVIGATION SYSTEM USING HISTORICAL STATES

摘要

A sequential estimation method for real-time positioning or navigation systems is performed by, at each iteration: propagating a first state estimate into a state prediction, and then forming a second state estimate, by updating the state prediction using state measurements. The first state estimate is valid at a first time and comprises estimated values of a plurality of state parameters, the plurality of state parameters including at least one state parameter referring to a time earlier than the first time. The second state estimate is valid at a second time and comprises estimated values of said plurality of state parameters, the plurality of state parameters including at least one state parameter referring to a time earlier than the second time. The state measurements comprise measurements relating to state parameters at the second time and measurements relating to state parameters at the time earlier than the second time.