Three-stage filter for position estimation using pseudorange measurements

The estimation of a vehicle's position and velocity based on measurements of pseudoranges and range-rates is a nonlinear filtering problem. We utilize a linearized Kalman filter with global convergence that avoids divergence because the local model linearization is not based on the linearized Kalman filter's own estimates. Instead, the linearization is made about the estimates of another suboptimal Kalman filter that is based on a globally valid quasi-linear time-varying measurement model.

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