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André Lannes, Jean-Louis Prieur
To cite this version:
André Lannes, Jean-Louis Prieur. Calibration of the clock-phase biases of GNSS networks: the closure-
ambiguity approach. Journal of Geodesy, Springer Verlag, 2013, pp.1-23. �10.1007/s00190-013-0641-4�.
�hal-00830353�
ALannes
1
and JLPrieur
2
1
CNRS/Supele /UnivParis-Sud,Fran e
Address: Supéle ,2rueE.Belin,57070Metz,Fran e
e-mail: andre.lannes erfa s.fr
Fax: 33387764700
2
UniversitédeToulouseUPS-OMPIRAP,Toulouse,Fran e
Address: 14avenueEdouardBelin,31400Toulouse,Fran e
Abstra t.Inglobalnavigationsatellitesystems(GNSS),
the problem of retrieving lo k-phase biases from net-
work data hasabasi rank defe t. We analysethe dif-
ferent ways of removing this rank defe t, and dene a
parti ularstrategyforobtainingthesephasebiasesin a
standardform. Theminimum- onstrainedproblemtobe
solvedin theleast-squares (LS) sense dependson some
integerve torwhi h an be xed in an arbitraryman-
ner. We propose to solve the problem viaan undier-
en edapproa h basedon thenotionof losure ambigu-
ity. Wepresentatheoreti aljusti ationofthis losure-
ambiguityapproa h(CAA),andthemainelementsfora
pra ti alimplementation. Thelinkswithothermethods
arealso established. Weanalyse allthosemethods in a
unied interpretative framework, and derive fun tional
relations between the orresponding solutions and our
CAAsolution. This ouldbeinterestingformanyGNSS
appli ations like real-time kinemati pre ise pointposi-
tioningforinstan e. To omparethemethodsproviding
LSestimatesof lo k-phasebiases,wedeneaparti ular
solutionplayingthe role of referen esolution. Forthis
solution,whenaphasebiasisestimatedforthersttime,
itsfra tionalpartis onnedtothe one- y lewidth in-
terval entredonzero;theinteger-ambiguitysetismod-
ied a ordingly. Our theoreti al study is illustrated
with some simple and generi examples; it ould have
appli ationsindatapro essingofmostGNSS networks,
and parti ularlyglobal networksusing GPS, Glonass,
Galileo,orBeiDou/Compasssatellites.
Keywords. Global and regional networks
·
Clo kbiases
·
Un alibrated phase delays (UPD)·
Fra tionallo k biases (FCB)
·
Network real-time kinemati s(NRTK)
·
Real-timekinemati pre ise pointpositioning (RTK-PPP)·
Closure dieren e (CD)·
Nearest latti epoint(NLP)
·
Integerleastsquares(ILS)1 Introdu tion
Inglobal navigation satellite systems (GNSS), the al-
ibration of the lo k-phase biases of global networks is
a hallenging problem. In parti ular, the knowledge of
thesatellite lo k-phasebiasesisneededforpre isepoint
positioning (PPP); see, e.g., Zumbergeet al. 1997; Ge
et al. 2008; Bertigeretal. 2010;Genget al. 2010;Liet
al. 2013. Inthegeneral ontextdenedbelow,theequa-
tions governing this GNSS alibration problem have a
basi rankdefe t. Inthispaper,weanalysethedierent
waysofremovingthisrankdefe t,anddeneaparti ular
strategy for obtainingthe lo k-phase biasesin a stan-
dardform. Thelinkwithotherrelatedapproa hes,su h
as those proposed by Blewitt (1989), de Jonge (1998),
Collins et al. (2010),and Loyeret al. (2012),is estab-
lished inthat framework.
When modelling the multi-frequen y ( ode and phase)
observations of GNSS networks, the systemto be on-
sideredin lude phasestru turesoftheform
[β rκ (i) − β sκ (j)] + N (i, j) = b κ (i, j)
for
κ = 1, . . . , k
(1)
Here,
κ
istheepo hindex;k
istheindexofthe urrentepo h;
β rκ (i)
andβ sκ (j)
are lo k-phasebiases. These termsarealso alled`un alibratedphasedelays'(UPD).They are expressed in y les, and depend on the fre-
quen yofthetransmitted arrierwave;subs riptsrand
s stand for re eiver and satellite, 1
respe tively;
i
is theindexofthere eiver,and
j
thatofthesatellite;N (i, j)
istheintegerambiguityofthe orresponding arrier-phase
measurement. Theterms
b κ (i, j)
in ludethe orrespond- ing phase data and all the other ontributions of su hequations; see, e.g., Eqs. (1) and (10) of Lannes and
Teunissen2011,andEqs.(1)and(4)ofLoyeretal. 2012.
Thesetofre eiver-satellitepairs
(i, j)
involvedinEq.(1)forms theobservationalgraph
H κ
oftheGNSS s enario1
Inthispaper,satelliteshouldbeunderstoodassatellitetrans-
ofepo h
κ
. This graphis assumedtobe onne ted;seeAppendixA. Note that the wide-lane equation of the
ionosphere-freemodeis typi allyofform (1);
N
isthenawide-laneintegerambiguity;see,e.g.,Eq.(4)ofLoyer
etal. 2012.
Asexpli itly lariedfurther on,wheneverphasestru -
turessu has(1)appearinGNSS-networkproblems,are-
latedrankdefe tistoberemoved. Inthispaper,were-
stri tourselvesto therankdefe ts indu edthose phase
stru tures. Thisdoesnotmeanof oursethatthosebasi
rankdefe tsaretheonlyonestobehandledinpra ti e;
see, in parti ular, Teunissen and Odijk(2003). A stan-
dardapproa hforta klingtherankdefe tsis knownas
theS-systemapproa hof Baarda1973, Teunissen1984,
deJonge1998. Examplesofsu hS-systemsolutionsare
to be found in de Jonge 1998; Teunissen et al. 2010;
Zhanget al.2011;Odijket al. 2012.
Inthegeodeti and GNSSliterature,there existseveral
waysofremovingthisbasi rankdefe t. Themostgen-
eral approa h is based on the S-system theory already
mentioned. Other strategiesderivefrom thepioneering
ontributionofBlewitt(1989): therelationshipbetween
theundieren ed (UD)ambiguities andthe double dif-
feren ed(DD) ambiguitiesis ompleted sothat the op-
erator
D
thus dened isinvertible. Letus alsomention theapproa hof Collinset al. (2010)whi h is basedonthe on eptof`ambiguitydatumxing.' Theimportant
developmentsof thoseapproa hes,bothata on eptual
andte hni al level,were often ondu ted withdierent
physi al obje tives. They have thus progressivelyand
insidiously masked the fundamental links between the
relatedmethods.
Briey, the Blewitt pro edure an be divided in three
steps. Intherststep,withregardtoEq.(1)forexam-
ple,theUD data arepro essedby onsidering theterm
ontheleft-handsideofthatequationasa` onstantfun -
tionalvariable;'aoatestimateofthis`biased-ambiguity
variable'isthusobtained. Inthese ondstep,the orre-
sponding DDambiguities are omputed,and thenxed
at integervalues. Inthe third step, the lo k-phasebi-
ases
β κ
are estimated by using as data the UD ambi-guities provided by the a tion of
D −1
on the olumnmatrixformedbythose xedambiguities. Thetheoret-
i al analysisdevelopedin thepresentpaperprovidesin
parti ular ananswerto the following question: what is
thelinkbetweentheUDambiguitiesthusxedand the
xed` losure-delay'or` losure-dieren e'(CD)ambigui-
tiesoftheUDapproa hofLannesandTeunissen(2011)?
AsimilarquestionarisesfortheUD approa hofCollins
etal. (2010);anansweris alsoprovided.
Inthis generalGNSS ontext,themainobje tiveofthe
paperistopresentauniedinterpretativeframeworkin
whi h the various ontributions in the related elds of
resear h anbe understood and ompared moreeasily.
This an lead to improvements of some related meth-
ods. Forexample,weshow that removingtherankde-
fe tviathe
D
-matrixofBlewitt(1989) anbeanalysedinatheoreti alframeworktightlylinkedtotheS-system
approa hofTeunissen(1984). Wethusshowthatthein-
termediatedieren ingstageoftheBlewittapproa h an
be avoided, without any ounterpart, via the approa h
of Teunissen (1984) as it is formulated for example in
Lannes and Teunissen (2011): the ` losure ambiguities'
tobexedthenappear,fromtheoutset,intheveryfor-
mulationoftheUDproblemto besolved; omparewith
what isdonein Se t.4ofGe etal. (2005)forinstan e.
Thetheoreti alguidelinesofthispaperarepresentedin
Se t. 2. We rst identify the rank defe t in question.
The minimum- onstrained problem to be solved in the
least-squares(LS) sensedepends onsomeintegerve tor
whi h anbexedin anarbitrarymanner. To ompare
the methods providing LS estimates of the lo k-phase
biases, we then introdu e aparti ular solution playing
the roleof referen esolution. Forthis solution,when a
lo k-phasebias isestimated fortherst time,its fra -
tional part is onned to the one- y le width interval
entred on zero; the integer-ambiguity set is modied
a ordingly. Se tion3isdevotedtothealgebrai frame-
work of our analysis. This framework mainly derives
from the original ontributions of Lannes and Gratton
(2009), andLannes and Teunissen (2011). As asimilar
problemarisesinphase- losureimaginginastronomy,we
also took protoftheanalysis presentedin Lannesand
Prieur (2011). A natural way for nding the referen e
solutionisto adoptanapproa hbasedonthenotionof
losure ambiguity. The prin iple of the orresponding
` losure-ambiguity approa h' (CAA) is dened in that
framework (Se t. 4). The bulk of our ontribution fol-
lowsthemaintheoreti alguidelinespresentedinSe t.2.
In a related option whi h is presented in Se t. 5, the
CAAprin ipleisdire tlyintrodu edviatheS-systemap-
proa hofBaarda(1973),Teunissen(1984)anddeJonge
(1998). The orrespondingdevelopmentisperformedin
the S-system framework dened in Appendix B. The
study developedin Se ts. 3.3, 3.4 and 3.15of de Jonge
(1998) is thus extended to the ases where the union
of the graphs
H κ
is taken into a ount progressively. Se tion 6 is devoted to the QR implementation of theCAA prin iple; related information is to be found in
AppendixC. Inmanymethods,therankdefe tinques-
tion isremovedin animpli it mannerorintuitively. In
Se t. 7, on the grounds of some results established in
Se ts.3.5and3.6,weidentifytherelated onstraintsex-
pli itly,andthusestablishthelinkbetweenthesolutions
providedbythosemethodsandtheCAA-(S-System)so-
lutions; seeFig.6inparti ular.
Ouranalysisisillustratedwithsomesimpleandgeneri
examples. It ould haveappli ations in datapro essing
ofmostGNSSnetworks,andparti ularlyglobalnetworks
usingGPS,Glonass,Galileo,orBeiDou/Compasssatel-
lites. Themain resultsprovidedbythis studyare om-
mented upon in Se t. 8; some on lusions are alsopre-
sented with possible appli ations to software pa kages
used forpro essingGNSS networks.
2 Theoreti al guidelines
TheproblemisformulatedinSe t.2.1; therelatedrank
defe tisidentiedin Se t.2.2. This rankdefe t anbe
removedbyimposingsome onstraintswithoutae ting
the GNSS resultssu h as the estimates of the station-
position parameters,forexample. Theparti ularLSso-
lutions thus obtainedare dened in Se t.2.3. Wethen
denethefamilyofthosesolutions(Se t. 2.4). To om-
paretheparti ularsolutionsgivenbythevariousGNSS
methods providing LS estimates of lo k-phase biases,
wethen introdu eaparti ular solutionplayingtherole
ofreferen esolution(Se t.2.5).
2.1 Formulationof the problem
Inourformulationoftheproblem,the omponentsofthe
ambiguity ve tor
N
are the integer ambiguitiesN (i, j)
involved in the phase measurements until the urrent
epo h. Wetherebyassumethatthetime-invariantprop-
erty of the ambiguities holds. Regardedas a fun tion,
N
thereforetakesitsvaluesontheedgesofG k
def =
k
[
κ=1
H κ
(2)where
H κ
istheobservationalgraphofepo hκ
. Inwhatfollows,
H k
denotes the ` hara teristi fun tion' ofH k
withregardto
G k
:forall
(i, j) ∈ G k
,H k (i, j) def =
1
if(i, j) ∈ H k
;0
otherwise.(3)
The number of edges
(r i , s j )
ofH κ
is denoted byn eκ
;n eκ
islessthanorequaltothenumberofedgesofG k
.Toillustrate ouranalysis,we onsider a`simulatednet-
work'in ludingfourre eiversandvetoeightsatellites;
see Fig. 1. The s enariosof the rst three epo hs are
dened by the hara teristi fun tions
H 1
,H 2
andH 3
displayed in that gure. While looking simple at rst
sight, this example is rather elaborate. Indeed, it in-
ludesthe aseoftheappearan eofnewsatellitesinthe
eldof viewof thenetwork (
s 6
ands 7
atepo h2
,s 8
atepo h 3), and alsothe aseof thedisappearan e ofone
satellite(
s 3
atepo h3
).Remark2.1. Whenasatellite omesba kintheeldof
viewof the network, it isdealt withas anew satellite.
Inthe aseofglobalnetworks,ifneedbe,thesu essive
passesarethus dealtwithinasimplemanner
·
At epo h
κ ≤ k
, only some omponents ofN
may bea tive; seeFig.1. Toformalizethispoint, weintrodu e
theoperator
R e κ
thatrestri tsN
(whi hisdenedontheedgesof
G k
)totheedgesofH κ
:forall
(i, j) ∈ H κ
,(R e κ N )(i, j) def = N (i, j)
(4)1 1
·
1·
·
1 1· ·
1
· 1 1
1· ·
11 ·
r 1
r 2
r 3
r 4
s 1 s 2 s 3 s 4 s 5
1 1
·
1· ·
1·
1 0· ·
11
1
1 0 1
11 ·
· ·
11 1 · ·
r 1
r 2
r 3
r 4
s 1 s 2 s 3 s 4 s 5 s 6 s 7
1 1
·
1· ·
1·
·
1 0· ·
11
10
1 0 1
11 · ·
· ·
01 1 · 1 1
r 1
r 2
r 3
r 4
s 1 s 2 s 3 s 4 s 5 s 6 s 7 s 8
Figure 1: Chara teristi fun tionsof
H k
with regard toG k
for
k = 1, 2, 3
(example). From top to bottom,H 1
,H 2
,and
H 3
. Thedotsdenetheedges(r i , s j )
forwhi hnodatahavebeenobtaineduntilepo h
k
in luded. Here,n e1 = 11
,n e2 = 15
, andn e3 = 16
. By denition,G k
is the unionoftheobservational graphsuntilepo h
k
in luded. Thenum-ber of the edges of
G k
is11
at epo h 1,17
at epo h 2,and
20
at epo h3. Six edges appear at epo h 2:(r 1 , s 7 )
,(r 2 , s 6 )
,(r 2 , s 7 )
,(r 3 , s 2 )
,(r 3 , s 6 )
and(r 4 , s 5 )
; two edges dis-appear:
(r 2 , s 3 )
and(r 3 , s 3 )
. Notethat satellitess 6
ands 7
are then dete tedby the network. Three edges appear at
epo h 3:
(r 2 , s 8 )
,(r 4 , s 7 )
and(r 4 , s 8 )
; twoedges disappear:(r 3 , s 1 )
and(r 4 , s 3 )
. Satellites 3
then disappears. At ea h epo h,thelarge-sizednumbersdenetheedgesofG st,k
,thesele tedspanningtreeof
G k
;seeFig.5furtheron.Equation(1) anthenbewrittenin theform
B κ β κ + R e κ N = b κ
for
κ = 1, . . . , k
(5)
where
B κ
isthefollowingbiasoperator:(B κ β κ )(i, j) def = β rκ (i) − β sκ (j)
(forall(i, j) ∈ H κ
) (6)In what follows, wewill assumethat Re eiver
1
denesthereferen eforthere eiverand satellitebiases:
β rκ (1) = 0
(κ = 1, . . . , k
) (7)This is ommonly used by the GNSS investigators for
removingtherankdefe tof operators su h as
B κ
. Thenumber
n bκ
of phasebiasesof epo hκ
to beestimatedisthereforeequalto
n vκ − 1
wheren vκ
isthenumberofverti esof
H κ
:n bκ = n vκ − 1 (n vκ = n rκ + n sκ )
(8)Withregardtoitsfun tionalvariables
β 1 , . . . , β k
andN
,Eq. (5) proves to have a basi rank defe t. We now
spe ifythispoint.
2.2 Identi ation of the rank defe t
For larity,letusset
G def = G k
(9)Atepo h
k
,the numberofambiguitiesN (i, j)
involvedintheproblemisequaltothenumberofedgesof
G
(forexampletwentyin Fig.1for
k = 3
). Again, for larity,thisnumberissimplydenoted by
n e
. Wethensetn st = n v − 1 (n v = n r + n s )
(10)where
n v
isthenumberofverti esofG
;n r
andn s
arethenumberofre eiversandsatellites(respe tively)involved
in that graph(four and eightin Fig. 1for
k = 3
). Asspe ied in Se t.A2,
n st
is thenumberof edges ofanyspanningtree
G st
ofG
. Thetotalnumberofphasebiasestobeestimatedatepo h
k
,P k
κ=1 n bκ
,isgenerallymu hlargerthan
n st
; see Eqs. (8) and(10). The partplayedbythe verti esof
G
is notobvious. Wenowshowthatn st
denesthe`size'oftherankdefe tin question.Letusdenoteby
B
theoperatorfromR n st
intoR n e
de-nedbytherelation
(Bα)(i, j) def = α r (i) − α s (j)
(forall(i, j) ∈ G
) (11)Denotingby
µ
anyinteger-valuedfun tiontakingitsval-uesontheverti esof
G
otherthanthereferen ere eiver,wehave
R e κ Bµ = B κ R v κ µ
(12)where
R v κ µ
is the restri tionofµ
to theverti esofH κ
(otherthan thereferen ere eiver). Note that
µ
anberegardedasave torof
Z n st
. ItthenfollowsfromEq.(5)thatforany
µ
inZ n st
,B κ (β κ + R v κ µ) + R e κ (N − Bµ) = b κ
for
κ = 1, . . . , k
(13)
Via theoperators
B κ
,R v κ
,R e κ
andB
, any variationofthe`vertex-ambiguity've tor
µ
anthusbe ompensated by a variation of the `edge-ambiguity' ve torN
. As aresult,with regardto thebiasand ambiguityvariables,
Eq. (5) is notof full rank. The dimension of the rank
defe tisequaltothatofve tor
µ
,i.e.,n st
.2.3 Parti ular LS solutions
InGNSS,forthereasonsspe iedinRemark 2.2(atthe
endof this se tion),ea h lo k-phasebiasis to be esti-
mated upto a onstantinteger. As aresult,the hoi e
of
µ
inZ n st
does not ae t the signi ant part of thevaluesofthebiasfun tions
w κ
def = β κ + R v κ µ
(κ = 1, . . . , k
) (14)tobeestimated; seeEq. (13). The ambiguityve torto
beretrieved
v def = N − Bµ
(15)isof ourseae tedbythis hoi e,butthishasnoa tual
GNSS impa t. As aresult, theGNSS methods provid-
ing estimatesofthe lo k-phasebiasesmustremovethe
rank defe t of Eq. (5) by hoosing
µ
inZ n st
somehow,impli itlyorexpli itly.
In pra ti e, as laried in the remainder of the paper,
removingthisrankdefe tamountstoimposing
n st
on-straints on somevalues of the biasesor ambiguities to
beretrieved. Inother words
µ
isdened viathese on-straints. Theminimum- onstrainedproblemtobesolved
in theLSsense isthereforeoftheform
B κ w κ + R e κ v = b κ
(κ = 1, . . . , k
)subje tto
n st
onstraintsonw κ
orv
(16)
Withregardtoaparti ularsetofsu h onstraints,where
v
isaninteger-valuedfun tionfrom Eq.(15),theLSso- lutionofEq.(16),( ˇ w 1 , . . . , ˇ w k ; ˇ v)
(17)isthenunique. Forexample,thesolutionprovidedbythe
CAAmethoddenedinSe t.4istheparti ularLSsolu-
tionobtainedbyimposing theapriori onstraint
v = 0
onaspanningtreeof
G
( hosenarbitrarily). Theparti - ularLSsolutionintrodu edinSe t.2.5isdenedbyim-posing,aposteriori,
n st
onstraintsonsomebiasvalues.Inouranalysis,thisparti ularsolutionplaystheroleof
referen esolution;itisdenotedby
( ¯ w 1 , . . . , ¯ w k ; ¯ v)
.Remark2.2. Thesatellite omponentsofthebiasesthus
obtained (for example those of the referen e solution)
anbebroad asted tothenetwork usersforPPP appli-
ations. Thefa tthat
w ˇ sκ (j)
isanLSestimateofβ sκ (j)
uptosomeunknown onstantintegerdoesnotraiseany
di ulty. Oneisthensimplyledto redenetheinteger
ambiguities involvedin the PPP problem to be solved;
see, e.g.,Se t. 9in LannesandTeunissen2011
·
2.4 Equivalent LS solutions
Givensomeparti ularLSsolutionsu has(17),wehave
B κ w ˇ κ + R e κ v ˇ LS = b κ
LikeforEq.(13),itthenfollowsfromEq. (12)that
B κ ( ˇ w κ + R v κ µ) + R e κ (ˇ v − Bµ) LS = b κ
TheLSsolutionsof Eq.(5)arethereforeoftheform
( ˇ w (µ) 1 , . . . , ˇ w (µ) k ; ˇ v (µ) )
(18)with
ˇ
w (µ) κ def = ˇ w κ + R κ v µ, v ˇ (µ) def = ˇ v − Bµ
(19)where
µ
isanyve torofZ n st
.ThemethodsprovidingLSestimatesofthephasebiases
generallydierbythe hoi eoftheimposed onstraints.
To omparetheirresults,itis onvenienttorepresentthe
equivalent solutions (18)-(19) by a referen e parti ular
solution. ThisisdoneinSe t.2.5.
Remark2.3. Foranyxed
µ
inZ n st
,thetemporalvari-ations of the estimated phase biases make sense. For
example,ifsatellite
s j
remainsintheeldofviewofthenetwork fromepo h1to
κ
,wehave(R v κ µ) s (j) = (R v 1 µ) s (j) = µ s (j)
hen efrom Eqs.(19)and(14),
ˇ
w sκ (µ) (j) − ˇ w (µ) s1 (j) = ˇ w sκ (j) − ˇ w s1 (j)
≃ β sκ (j) − β s1 (j)
A similar result of ourse holds for the re eiver lo k-
phasebiases
·
2.5 Referen e solution
Wehere on entrateon thefamilyof equivalent LSso-
lutions(18)-(19)generatedbyaparti ularsolutionsu h
as (17):
( ˇ w 1 , . . . , ˇ w k ; ˇ v)
. In ouranalysis, the referen esolutionofthisfamilyistheparti ularsolution
( ¯ w 1 , . . . , ¯ w k ; ¯ v)
(20)denedasfollows:
w ¯ κ
andv ¯
areoftheform (19)¯
w κ
def = ˇ w κ + R v κ µ, ˇ v ¯ def = ˇ v − B ˇ µ
(21)in whi h
µ ˇ
is dened by imposing spe i onstraints onn st
biasvalues;note that here,these onstraintsare imposedaposteriorionthesolution( ˇ w 1 , . . . , ˇ w k ; ¯ v)
pro-videdbyanymethod. Werstrequirethephasebias
w ¯
to be small at epo h 1. More pre isely, weimpose the
ondition
| ¯ w 1 | ≤ 1/2
,i.e. expli itly,| ¯ w r1 (i)| ≤ 1/2
fori = 2, . . . , n r1
| ¯ w s1 (j)| ≤ 1/2
forj = 1, . . . , n s1
(22)
Thefollowingvaluesof
µ ˇ
aredeneda ordingly:ˇ
µ r1 (i) := − ⌊ ˇ w r1 (i)⌉
fori = 2, . . . , n r1
ˇ
µ s1 (j) := − ⌊ ˇ w s1 (j)⌉
forj = 1, . . . , n s1
(23)
Here,
⌊x⌉
denotes the integer losest tox
. Likewise,at ea h epo h
κ
when some satellite(s)s j
appear(s) inthe eld of view of the network (see Fig. 1), we then
imposethe ondition(s)
| ¯ w sκ (j)| ≤ 1/2
(24)bysetting
ˇ
µ sκ (j) := − ⌊ ˇ w sκ (j)⌉
(25)(Inthe asewherenewre eiverswouldbea tivated,sim-
ilar onditionswouldbeimposed.) Atepo h
k
,wehavethus ompletely denedsomeve tor
µ ˇ
ofZ n st
;v ¯
isthenobtainedviatherelation
v := ˇ ¯ v − B ˇ µ
;seeEq.(21).Remark 2.4. When some LS solution
( ˇ w 1 , . . . , ˇ w k ; ˇ v)
hasbeenfound, forinstan ethat provided bytheCAA
methoddenedinSe ts.4to6,thereferen esolutionof
its equivalentsolutions is obtained asdes ribedin this
se tion. Clearly,this analsobedonefortheLSsolution
of anymethod providing estimates ofthe phase biases;
see Se t. 7 together with, e.g., Blewitt 1989; Ge et al.
2005; Lauri hesseandMer ier2007;Collinset al. 2010;
and Loyeretal. 2012. To ompareandvalidate there-
sults provided byallthese methods (andmanyothers),
onemayinspe ttheambiguitysetsoftheirreferen eso-
lutions. These referen e ambiguity solutionsshould be
identi alonalltheedgesof
G
forallmethods;otherwise,thiswouldbeanindi ationthatthemethodsareindis-
agreement, and that some of those results are wrong.
The omparison of the referen e solutions is therefore
a good diagnosis for testing the ompatibility of these
methods
·
Remark2.5. Fromate hni alpointofview, onemight
trytosolveEq.(16)intheLSsensebyimposingthenon-
linearbias onstraints(22)and(24)on
w 1
andsomew κ
,fromtheoutset. Itisnoteasyatalltosolvetheproblem
that way. Moreover,thenumberofedge ambiguitiesto
be xed would then be equal to
n e
, whereasthe num-berofambiguitiestobexedin theCAAapproa h(for
example) isequalto
n e − n st
;seeSe ts. 4and6·
3 Algebrai framework
ThepreliminaryanalysisdevelopedinSe t.2showsthat
graph
G
, operatorB
, andZ n st
play a key role in theformulationof theproblem and thedenition of its so-
lutions;see, in parti ular, Eqs. (13)and (18)-(19). The
aim of this se tion is to dene the orresponding alge-
brai framework.
We rst dene related spa es of fun tions (Se t. 3.1).
Thekeypropertyonwhi houranalysis isbasedispre-
sentedinSe t.3.2. Therelatednotionsof losuredier-
en e, CDambiguity(also alled losureambiguity),and
losure matrixare spe ied in Se ts. 3.3 and 3.4. Se -
of theUD-CD and UD-DD relationships. Theanalysis
on erningtheoperator
D
introdu edintheappendixBofBlewitt(1989)isthus ompleted. Wenowdrawfreely
fromtheelementarynotionsintrodu edin AppendixA.
3.1 Referen e spa es
Given some graph
G ≡ G(V, E)
, with vertex setV
andedgeset
E
(seeSe t.A1),weintrodu esomefun tionals spa eswhi h playakeyrolein thealgebrai analysisoftheproblem. Inwhatfollows,theGNSS gridasso iated
with
G
isdenotedbyG
;seeFig.A1.3.1.1 Vertex-biasspa e
Let
V b
bethespa eofreal-valuedfun tionsα def = (α r , α s )
(26)taking theirvalues onthe verti es of
G
withα r (1) = 0
.Thisspa e,whi hisreferredtoasthevertex-biasspa e,
is asso iated with the denition of (virtual) phase bi-
ases
α
on the verti es ofG
(other than the referen ere eiver). FromEq. (10),
V b ∼ = R n st
(27)Here, the symbol
∼ =
means `isomorphi to.' Note thatZ n st
is the `integer latti e' ofV b
:V b (Z) ∼ = Z n st
. Theintegerve tor
µ def = (µ r , µ s )
isapointofthislatti e.3.1.2 Edge-delayspa e
A real-valued fun tion
ϑ
taking its values onG
, andthereby on
E
, anbe regardedasa ve tor of theedge-delayspa e
E ∼ = R n e
(28)Thevalues of
ϑ
onG
are thenregarded asthe ompo-nentsof
ϑ
in thestandardbasisofE
;Z n e
isthe`integerlatti e' of
E
:E(Z) ∼ = Z n e
. The integer-ambiguity ve - torN
isapointofthislatti e.3.1.3 Spanning-tree delay spa e.
Closure-delay spa e
Given somespanning tree
G st
ofG
, gridG
an be de-omposed into twosubgrids:
G st
andG c
; seeSe t. A2.These gridsin lude
n st
andn c
points,respe tively(see Fig.A2):n c = n e − n st
(29)Thefun tions of
E
that vanish onG c
form asubspa eof
E
denoted byE st
: the spanning-tree delay spa e.Likewise, the fun tions of
E
that vanish onG st
formasubspa eof
E
denotedbyE c
: the losure-delayspa e;thisterminologyisjustiedinSe t.3.3. The orrespond-
ingintegerlatti esaredenotedby
E st (Z)
andE c (Z)
,re-spe tively. AsillustratedinFig.2,theEu lideanspa e
E
istheorthogonalsumof
E st
andE c
. Clearly,dim E st = n st , dim E c = n c
(30)Theorthogonal proje tionsof
ϑ
onE st
andE c
are re-spe tivelydenoted by
Q st ϑ
andQ c ϑ
.3.1.4 Edge-biasspa e
Bydenition,thebiasoperator istheoperatorfrom
V b
into
E
dened by Eq. (11). The range ofB
, whi h isdenotedby
E b
(seeFig.2), anbereferredtoastheedge-biasspa e. Itsfun tionsareof theform
α r (i) − α s (j)
.Theoperatorfrom
V b
intoE st
indu edbyB
is denotedby
B st
. Likewise,theoperator fromV b
intoE c
indu edby
B
isdenoted byB c
.Thematrixof
B
isgenerally expressedin the standardbases of
V b
andE
. Forexample,letussorttheedgesofthegraphshowninFig.A1intheorderobtainedviathe
appli ation oftheKruskalalgorithm;see Se t.A2. The
pointsof
G
arethenorderedasfollows:(1, 1), (1, 3), (1, 4), (2, 1), (2, 2), (3, 2),
(2, 4), (3, 3), (3, 4)
Wethenhave
[B][α] =
0 0 −1 0 0 0
0 0 0 0 −1 0
0 0 0 0 0 −1
1 0 −1 0 0 0
1 0 0 −1 0 0
0 1 0 −1 0 0
1 0 0 0 0 −1
0 1 0 0 −1 0
0 1 0 0 0 −1
α r (2)
α r (3)
α s (1)
α s (2)
α s (3)
α s (4)
The olumnsof
[B]
thendenethestandardbasisofE b
.Clearly,
[B st ] =
0 0 −1 0 0 0
0 0 0 0 −1 0
0 0 0 0 0 −1
1 0 −1 0 0 0
1 0 0 −1 0 0
0 1 0 −1 0 0
(31)
and
[B c ] =
1 0 0 0 0 −1
0 1 0 0 −1 0
0 1 0 0 0 −1
(32)The ondition
B st α = 0
,i.e.,Bα = 0
ontheedgesofG st
,implies that
α
is onstant onV
;asα r (1) = 0
, this on-stantiszero. Thenullspa eof
B st
is thereforeredu edto
{0}
. AsBα = 0
impliesB st α = 0
,thenullspa eofB
isalsoredu edto
{0}
. Wethus haveker B = ker B st = {0}
(33)Asaresult,
B
isoffullrank,hen efromEq.(27),dim E b = n st
(34)Theedge-biasspa e
E b
anditsambiguitylatti eE b (Z) =
BV b (Z)
areisomorphi tothe vertex-biasspa eV b
anditsintegerlatti e
V b (Z)
,respe tively;seeSe t.3.1.1.3.2 Key property
As
ker B st = {0}
(Eq.(33)), anddim E st = dim V b
(seeEqs.(30)and(27)),
B st
mapsV b
ontoE st
;B st
isthere-foreinvertible. As spe iedin this se tion,ouranalysis
derivesfromthisproperty.
Letus on entrateonthevertex-biasfun tion
α (ϑ) st def = B −1 st Q st ϑ (α (ϑ) ≡ α (ϑ) st )
(35)When no onfusion may arise, subs ript st is omitted.
A ordingtoitsdenition(whi hisillustratedinFig.2),
Q st ϑ
is the fun tion ofE st
whose valuesare those ofϑ
onsubgrid
G st
.The valuesof
α (ϑ)
anbe obtainedfrom those ofQ st ϑ
in a very simple manner; the orresponding re ursive
pro essis des ribed in Se t.5of Lannesand Teunissen
(2011). The olumn ve torsof
[B st ] − 1
anthus beeas-ily obtained. In fa t,
[B st ]
is a parti ular unimodu-lar 2
matrix whose inverse an be obtained via another
integer-programmingte hnique;seeSe t.A1.4inLannes
and Teunissen (2011). Forexample, theinverse ofma-
trix(31)is
[B st ] −1 =
−1 0 0 1 0 0
−1 0 0 1 −1 1
−1 0 0 0 0 0
−1 0 0 1 −1 0
0 −1 0 0 0 0
0 0 −1 0 0 0
(36)
Letusnow onsiderthefollowingedge-biasfun tion:
ϑ b
def = Bα (ϑ)
(37)A ordingto Eq. (35), the valuesof
ϑ b
andϑ
oin ideon
G st
. Thefun tionϑ c
dened bytherelationϑ c
def = ϑ − ϑ b
(38)2
Bydenition,aunimodularmatrixisasquareintegermatrix
withdeterminant
±1
.C /
r
Q c ϑ
r ϑ
r
ϑ b = Bα (ϑ)
Q st ϑ r
r
ϑ c
E
(n e )
E st
(n st )
E b
(n st )
0 E c
(n c )
Figure 2: Geometri al illustration of Property 1.
In this geometri al representation of the edge-delay
spa e
E ∼ = R n e
,E st
isthespanning-treedelayspa e.This spa e is isomorphi to the vertex-bias spa e
V b ∼ = R n st
. Theorthogonal omplementofE st
intheEu lideanspa e
E
isthe losure-delayspa eE c
.Therangeof thebiasoperator
B
,theedge-bias spa e,isasubspa eof
E
denotedbyE b
.Thisspa eisisomor-phi to
E st
and thereby toV b
. (The dimensions ofthesespa esarewrittenwithinparentheses.) Asillus-
tratedhere,
E
istheobliquedire tsumofE b
andE c
.The losureoperator
C
istheobliqueproje tionofE
onto
E c
alongE b
;forfurtherdetailsseeProperty1 .thereforeliesin
E c
. Wethushavethefollowingproperty(seeFig.2):
Property 1. Anyedge fun tion
ϑ
ofE
anbe de om-posed in theform
ϑ = ϑ b + ϑ c
withϑ b
def = Bα (ϑ)
andϑ c
in
E c
. Foragivenspanning tree, this de omposition is unique. Asa orollary,E
istheobliquedire tsumofE b
and
E c
:E = E b + E c
withE b ∩ E c = {0}
.AsillustratedinFig.2,
ϑ c
istheobliqueproje tionofϑ
on
E c
alongE b
. The orrespondingoperatoristhe` lo- sureoperator'C
:ϑ c = Cϑ
(39)Itsnullspa e(i.e.,itskernel) istherangeof
B
:ker C = E b
(40)with
dim E b = n st
(Eq.(34)).A ordingtoProperty1,anyfun tion
N
oftheambigu-itylatti e
E(Z) ∼ = Z n e
anbede omposedin theformN = N b + N c
(41)with
N b
def = Bµ (N ) st
where(fromEq.(35))µ (N ) st def = B st −1 Q st N (µ (N ) ≡ µ (N ) st )
(42)As
B st
isunimodular,µ (N )
isaninteger-valuedfun tion;N b
def = Bµ (N )
andN c
def = CN
are therefore points of theintegerlatti es
E b (Z) ∼ = Z n st
andE c (Z) ∼ = Z n c
, respe -tively. Asaresult,theintegerlatti e
E(Z)
istheobliquedire tsumoftheintegerlatti es
E b (Z)
andE c (Z)
:E(Z) = E b (Z) + E c (Z) E b (Z) ∩ E c (Z) = {0}
(43)3.3 Closure delays ( losure dieren es)
and losure ambiguities
A ordingtoEqs.(38)and(37),thequantities
ϑ c (i ℓ , j ℓ )
,for
ℓ = 1, . . . , n c
, anbe omputedviatheformulaϑ c (i ℓ , j ℓ ) = ϑ(i ℓ , j ℓ ) − α (ϑ) r (i ℓ ) − α (ϑ) s (j ℓ )
(44)
where
α (ϑ)
isdeterminedviaEq.(35). As lariedinthisse tion,thesequantities anbereferredtoasthe` losure
delays'orthe` losuredieren es'of
ϑ
;theN c (i ℓ , j ℓ )
'saretherefore `CD ambiguities,' also simply alled ` losure
ambiguities.'
IntheexampleofFig.A2,letus onsiderthese ondloop,
i.e.,theloopasso iatedwiththe losurepoint
(i 2 , j 2 ) =
(3, 3)
. InG
,thesu essivepointsofthislooparethefol-lowing:
(3, 3)
,(3, 2)
,(2, 2)
,(2, 1)
,(1, 1)
,and(1, 3)
. Sin eϑ b (i, j) = α (ϑ) r (i) − α (ϑ) s (j)
,wethen have,inateles op-ingmanner,
ϑ b (3, 3) − ϑ b (3, 2) + ϑ b (2, 2) − ϑ b (2, 1)
+ ϑ b (1, 1) − ϑ b (1, 3) = 0.
Furthermore,as
ϑ c
vanishesonG st
,ϑ c (3, 3) − ϑ c (3, 2) + ϑ c (2, 2) − ϑ c (2, 1)
+ ϑ c (1, 1) − ϑ c (1, 3) = ϑ c (3, 3)
Sin e
ϑ = ϑ b + ϑ c
fromProperty1,itfollowsthatϑ(3, 3) − ϑ(3, 2) + ϑ(2, 2) − ϑ(2, 1)
+ ϑ(1, 1) − ϑ(1, 3) = ϑ c (3, 3)
This expli itlyshowsthat
ϑ c (i 2 , j 2 )
anbe regardedasthe losuredieren eof
ϑ
onthese ondloop. Thegen-eralizationisstraightforward. IntheexampleofFig.A2,
wethushave
ϑ c (2, 4) = ϑ(2, 4) − ϑ(2, 1) + ϑ(1, 1) − ϑ(1, 4)
ϑ c (3, 3) = ϑ(3, 3) − ϑ(3, 2) + ϑ(2, 2) − ϑ(2, 1)
+ ϑ(1, 1) − ϑ(1, 3)
ϑ c (3, 4) = ϑ(3, 4) − ϑ(3, 2) + ϑ(2, 2) − ϑ(2, 1)
+ ϑ(1, 1) − ϑ(1, 4)
(45)
More generally, owing to the teles oping stru ture of
their onstru tion, the losure dieren es
ϑ c (i ℓ , j ℓ )
areasso iated with loopswhose order is even, and greater
than or equal to
4
. In this limit ase, the notion oflosure dieren e (CD) redu es to that of double dif-
feren e(DD). A ordingtoEq.(44),the
ϑ c (i ℓ , j ℓ )
's anhoweverbe omputedwithoutknowingtheedgesoftheir
loop. Howtoidentifytheseedges,ifneedbe,isspe ied
in Se t.3.4. Subje tto some ondition,theseCD's an
beexpressedaslinear ombinationsofDD's. Therelated
matteris analysed in Se t.10 ofLannes and Teunissen
3.4 Closure matrix
A ordingtothedenitionsof
B st
andB c
(introdu edin Se t. 3.1.4),theve torϑ b
def = Bα (ϑ)
anbeorthogonally de omposedintheformϑ b = B st α (ϑ) + B c α (ϑ) = Q st ϑ + B c α (ϑ)
Likewise,
ϑ = Q st ϑ + Q c ϑ
where
Q c ϑ
isthe orthogonalproje tionofϑ
onE c
; seeFig.2. Itthenfollowsfrom Eq.(35)that
ϑ c = ϑ − ϑ b = Q c ϑ − B c α (ϑ) = Q c ϑ − B c B st −1 Q st ϑ
Denotingby
[C]
thematrixofC
expressed inthe stan-dardbasesof
E
andE c
,wethushave,fromEq. (39),[C][ϑ] = −[B c ][B st ] − 1 [Q st ϑ] + [Q c ϑ].
The olumnve torsof
[C]
orrespondingtothespanning- treeedges (onwhi hQ c ϑ
vanishes)are therefore thoseof
−[B c ][B st ] −1
. It is also lear that the olumn ve -torsof
[C]
orrespondingtothe losureedges(onwhi hQ st ϑ
vanishes) are those of the identity matrix onE c
.Consequently,with regardto theorthogonaldire tsum
E st ⊕ E c
,[C] = −[B c ][B st ] −1 [I c,c ]
(46)
IntheexampleofFig.A2,wethushave,fromEqs.(31),
(36),and(32),withthesameedgeordering,
[B c ][B st ] −1 =
2
4
1 0 0 0 0 −1
0 1 0 0 −1 0
0 1 0 0 0 −1
3
5
×
2
6
6
6
6
6
6
4
−1 0 0 1 0 0
−1 0 0 1 −1 1
−1 0 0 0 0 0
−1 0 0 1 −1 0
0 −1 0 0 0 0
0 0 −1 0 0 0
3
7
7
7
7
7
7
5
Asaresult,
[C] =
" 1 0 −1 −1 0 0 1 0 0
1 −1 0 −1 1 −1 0 1 0
1 0 −1 −1 1 −1 0 0 1
#
Applied to
[ϑ]
, this matrix of ourse yields Eq.(45).More generally, the edges of a ` losure loop' are iden-
tied via the nonzero entries of the orresponding row
of
[C]
. In fa t,this is the moste ient way of identi-fying the loops in question. Note howeverthat in the
CAAmethodpresentedthroughSe ts.4to6,thea tion
3.5 On some generalized inverse
of the UD-CD relationship
The losureoperator
C
,whi his anobliqueproje tion, is not of full rank. The simplest way of removing itsrankdefe tisto introdu etheoperator
C ⋄
fromE
intoE st × E c
C ⋄ ϑ def = (Q st ϑ, Cϑ)
(47)A ordingtoProperty1,
C ⋄
isinvertible;this anbeim- mediatelyunderstoodfrom Fig.2forexample;C ⋄ −1
anthenberegarded assomegeneralizedinverse of
C
. Wenowspe ifythis point, expli itly,in matrix terms. The
orrespondingdevelopmentisaimedatanalysingtheap-
proa hes of Blewitt (1989)and Collins et al. (2010)in
anelementarymanner;seeSe ts. 3.6and7further on.
Inthestandardbasesof
E = E st ⊕ E c
andE st × E c
,thematrixof
C ⋄
anbewrittenintheform(seeEq. (46))[C ⋄ ] def = " [Q st ]
[C]
#
=
"
[I st,st ] [0 st,c ]
−[B c ][B st ] −1 [I c,c ]
#
(48)
Itisreadilyveriedthat
[C ⋄ ] −1 =
"
[I st,st ] [0 st,c ]
[B c ][B st ] −1 [I c,c ]
#
(49)
Given somepoint
N ˘ st
arbitrarilyxed inE st (Z)
, letusnow onsidertheambiguitypoint
N ˘
ofE(Z)
dened bytherelation
[ ˘ N ] def = [C ⋄ ] − 1 " [ ˘ N st ]
[N c ]
#
(N c
def = CN )
(50)Inthefollowingproperty,
E b (N ) (Z) def = N + E b (Z)
(51)is the`ane latti e' passingthrough
N
and parallel totheintegerlatti e
E b (Z)
ofthe edge-biasspa eE b
; seeSe t.3.1.4andFig.3.
Property 2. Theambiguitypoint
N ˘
isthepointoftheane latti e
E b (N ) (Z)
whose proje tiononE st
is equalto
N ˘ st
. Morepre isely,N = N ˘ c + Bµ ( ˘ N st )
. As a orol-lary,inthespe ial asewhere
N ˘ st
issetequalto0
,N ˘
isnothingelsethan
N c
.Forreasonsof larityandbrevity,theproofislefttothe
reader. Notethat this property analso beunderstood
withintheS-systemframework;seeforinstan ethetable
giveninSe t.1.6ofTeunissen(1984).
3.6 On the Blewittgeneralized inverse
of the UD-DD relationship
Wenowapply theresultsofthepreviousse tionto the
UD-DD relationship, and thus make the link with the
approa hofBlewitt(1989).
# # # # # # # # # # #
\ \
\ \
\ \
\ \
\ \
# # # # # # # # ##
˘ s
N st
E c
s N
6
Bµ ( ˘ N st )
N ˘
s
s N c
E
E st
E b E b (N ) (Z)
s
0
Figure 3: Geometri al illustration of Property 2.
In this symboli representation of the edge-delay
spa e
E
,E b (N) (Z)
is the ane latti e passingthrough
N
andparalleltotheintegerlatti eE b (Z)
oftheedge-biasspa e
E b
(here,for larity,thever-ti alaxis);
N ˘
istheUDambiguityobtainedviatherelationship (50) inwhi h
N ˘ st
is arbitrarily xed inE st (Z)
,andN c
istheCDambiguitypointofN
(the losure ambiguity of
N
). In the importantspe ial asewhere
N ˘ st
issetequalto0
,N ˘
redu esto
N c
.A ording to Eq. (68) ofLannes and Teunissen (2011),
the maximumnumberofindependentDD's islessthan
or equal to
n c
:n m d ≤ n c
. For larity, let us now setn d := n m d
. Intheimportantspe ial asewheren c = n d
(52)the information ontained in the DD data is equiva-
lent to that ontained in the losure data. Let us then
denote by
D d,e
the operator providing a maximum setof
n d
DD's. Bydenition,D d,e
is an operator fromE
into
R n d
, i.e. then,R n c
. By sorting the edges ofG
asspe iedin Se t. 3.1.4, thematrixof
D d,e
hasthenthefollowingblo kstru ture:
[D d,e ] = [D d,st ] [D d,c ]
(53)
Here,matrix
[D d,e ]
isexpressedinthestandardbasesofE = E st ⊕ E c
andR n d
. The olumnsof[D d,st ]
and[D d,c ]
therefore orrespondto the edgesof
G st
and to the lo-sure edges, respe tively. Provided that Condition (52)
is satised,
[D d,c ]
is invertible; moreover, the entries of[D d,c ] −1
are then equal to±1
or0
; see Lannes andTeunissen2011.
Likefor
C
(seeEq.(48)),wethenintrodu etheoperator[D ⋄ ] def = " [Q st ]
[D d,e ]
#
(54)
As