DIA-datasnooping and identifiability

In this contribution, we present and analyze datasnooping in the context of the DIA method. As the DIA method for the detection, identification and adaptation of mismodelling errors is concerned with estimation and testing, it is the combination of both that needs to be considered. This combination is rigorously captured by the DIA estimator. We discuss and analyze the DIA-datasnooping decision probabilities and the construction of the corresponding partitioning of misclosure space. We also investigate the circumstances under which two or more hypotheses are nonseparable in the identification step. By means of a theorem on the equivalence between the nonseparability of hypotheses and the inestimability of parameters, we demonstrate that one can forget about adapting the parameter vector for hypotheses that are nonseparable. However, as this concerns the complete vector and not necessarily functions of it, we also show that parameter functions may exist for which adaptation is still possible. It is shown how this adaptation looks like and how it changes the structure of the DIA estimator. To demonstrate the performance of the various elements of DIA-datasnooping, we apply the theory to some selected examples. We analyze how geometry changes in the measurement setup affect the testing procedure, by studying their partitioning of misclosure space, the decision probabilities and the minimal detectable and identifiable biases. The difference between these two minimal biases is highlighted by showing the difference between their corresponding contributing factors. We also show that if two alternative hypotheses, say (Formula presented.) and (Formula presented.), are nonseparable, the testing procedure may have different levels of sensitivity to (Formula presented.)-biases compared to the same (Formula presented.)-biases

Minimal Detectable and Identifiable Biases for quality control

The Minimal Detectable Bias (MDB) is an important diagnostic tool in data quality control. The MDB is traditionally computed for the case of testing the null hypothesis against a single alternative hypothesis. In the actual practice of statistical testing and data quality control, however, multiple alternative hypotheses are considered. We show that this has two important consequences for one's interpretation and use of the popular MDB. First, we demonstrate that care should be exercised in using the single-hypothesis-based MDB for the multiple hypotheses case. Second, we show that for identification purposes, not the MDB, but the Minimal Identifiable Bias (MIB) should be used as the proper diagnostic tool. We analyse the circumstances that drive the differences between the MDBs and MIBs, show how they can be computed using Monte Carlo simulation and illustrate by means of examples the significant differences that one can experience between detectability and identifiability

Testing of a new single-frequency GNSS carrier phase attitude determination method: land, ship and aircraft experiments

Global navigation satellite system (GNSS) ambiguity resolution is the process of resolving the unknown cycle ambiguities of the carrier phase data as integers. The sole purpose of ambiguity resolution is to use the integer ambiguity constraints as a means of improving significantly on the precision of the remaining GNSS model parameters. In this contribution, we consider the problem of ambiguity resolution for GNSS attitude determination. We analyse the performance of a new ambiguity resolution method for GNSS attitude determination. As it will be shown, this method provides a numerically efficient, highly reliable and robust solution of the nonlinearly constrained integer least-squares GNSS compass estimators. The analyses have been done by means of a unique set of extensive experimental tests, using simulated as well as actual GNSS data and using receivers of different manufacturers and type as well as different platforms. The executed field tests cover two static land experiments, one in the Netherlands and one in Australia, and two dynamic experiments, a low-dynamics vessel experiment and high-dynamics aircraft experiment. In our analyses, we focus on stand-alone, unaided, single-frequency, single epoch attitude determination, as this is the most challenging case of GNSS compass processing

Risking to underestimate the integrity risk

As parameter estimation and statistical testing are often intimately linked in the processing of observational data, the uncertainties involved in both estimation and testing need to be properly propagated into the final results produced. This necessitates the use of conditional distributions when evaluating the quality of the resulting estimator. As the conditioning should be on the identified hypothesis as well as on the corresponding testing outcome, omission of the latter will result in an incorrect description of the estimator’s distribution. In this contribution, we analyse the impact this omission or approximation has on the considered distribution of the estimator and its integrity risk. For a relatively simple observational model it is mathematically proven that the rigorous integrity risk exceeds the approximation for the contributions under the null hypothesis, which typically has a much larger probability of occurrence than an alternative. Actual GNSS-based positioning examples confirm this finding. Overall we observe a tendency of the approximate integrity risk being smaller than the rigorous one. The approximate approach may, therefore, provide a too optimistic description of the integrity risk and thereby not sufficiently safeguard against possibly hazardous situations. We, therefore, strongly recommend the use of the rigorous approach to evaluate the integrity risk, as underestimating the integrity risk in practice, and also the risk to do so, cannot be acceptable particularly in critical and safety-of-life applications

A comparison of TCAR, CIR and LAMBDA GNSS ambiguity resolution

With the envisioned introduction of three-carrier GNSS's (modernized GPS, Galileo), new methods of ambiguity resolution have been developed. In this contribution we will compare two important candidate methods for triple-frequency ambiguity resolution with the already existing LAMBDA (Least-squares Ambiguity Decorrelation Adjustment) method; the TCAR (Three-Carrier Ambiguity Resolution) method; and the CIR (Cascading Integer Resolution) method. It will be shown that for their estimation principle, both TCAR and CIR rely on integer bootstrapping, whereas LAMBDA is based on integer least-squares, of which optimality has been proven, that is, highest probability of success. In TCAR and CIR pre-defined ambiguity transformation are used, whereas LAMBDA exploits the information content of the full ambiguity variance-covariance matrix, with statistical decorrelation the objective in constructing the ambiguity transformation. For the aspect of resolving the ambiguities, TCAR and CIR are designed for use with the geometry-free model. LAMBDA can intrinsically handle any GNSS model with integer ambiguities and thereby utilize satellite geometry to its benefit in geometry-based models

Distributional theory for the DIA method

The DIA method for the detection, identification and adaptation of model misspecifications combines estimation with testing. The aim of the present contribution is to introduce a unifying framework for the rigorous capture of this combination. By using a canonical model formulation and a partitioning of misclosure space, we show that the whole estimation–testing scheme can be captured in one single DIA estimator. We study the characteristics of this estimator and discuss some of its distributional properties. With the distribution of the DIA estimator provided, one can then study all the characteristics of the combined estimation and testing scheme, as well as analyse how they propagate into final outcomes. Examples are given, as well as a discussion on how the distributional properties compare with their usage in practice