Dynamic Multipath Estimation by Sequential Monte Carlo Methods

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1 Dynamic Multipath Estimation by Sequential Monte Carlo Methods M. Lentmaier, B. Krach, P. Robertson, and T. Thiasiriphet German Aerospace Center (DLR) Slide 1

2 Outline Multipath problem and signal model Maximum-likelihood delay estimation Efficient likelihood computation Limitations of ML estimation Sequential Bayesian estimation Incorporation of channel characteristics Particle Filter implementation Simulation results Comparison with conventional DLL (narrow correlator) Slide 2

3 The Effect of Multipath Multipath: superposition of received signals with different amplitude and delay delayed path offset Offset in Loop-S curve: DLL estimate gets biased error due to multipath Signal with multipath at the receiver: Slide 3

4 Maximum Likelihood Estimation Discrete Signal Model: Likelihood function: τ 1 τ 1 τ 2 -τ 1 Slide 4

5 Efficient Likelihood Computation Bank of Correlators Signal-matched correlators: Likelihood Computation Data size reduction: Estimation within subspace Correlator outputs are sufficient statistics for delay estimation Fourier Interpolation: Continuous time-shifts possible Independent of sampling rate Correlator Outputs: Slide 5

6 Limitations of ML Estimation Urban channel measurement: Measurement vector: Parameters assumed constant during observation time ML estimator requires adjustments: Short coherent integration time measurements very noisy Longer integration time parameter changes violate assumptions Dependence of consecutive time instances not modeled adequately Slide 6

7 Sequential Bayesian Estimation Slide 7

8 Movement Model: Characterization of the Channel State vector: State transition process: (Markov model) τ k-1 τ k τ k+1 α k-1 α k α k+1 Slide 8

9 Movement Model with Path Activity Tracking State vector: Markovian multipath activity model: path activity 1 - p onoff 1 - p offon p onoff on off p offon Slide 9

10 Sampling Importance Resampling Particle Filter Start Maximum A Posteriori Initialization New Measurement Importance Sampling Resampling Minimum Mean Square Error w i k = p( z k x i k ) Weight Updating Output Estimation More Observation? End Slide 10

11 Posterior Distribution a posterior density of Direct path a posterior density of second path a posterior density of Direct path a posterior density of second path Delay [m] Delay [m] Represented by particles: Contains all uncertainty about range: perfect for sensor data fusion (also non-gaussian and multi modal PDFs) Slide 11

12 Simulation Results: Static Multipath RMSE [m] N m,k =2 N m,k =1 implicit estimation of N m,k Channel example: Static multipath Relative amplitude: 0.5 C/N 0 : 45 db-hz GPS C/A signal Relative Delay [m] 0.8 The model implicitly represents number of paths: Relative Delay [m] Slide 12

13 Simulation Results: Dynamic Multipath Delay x Speed of light [m] Channel example: Up to N m =3 paths Relative amplitude: 0.5 C/N 0 : 45 db-hz GPS C/A signal 0 Error [m] Time [s] Time [s] DLL with 0.1 chip spacing RMSE: 3.49 m Particle Filter with N s =20000 RMSE: 0.77 m Slide 13

14 Directions of Future Work Improved movement models Adaption to measured channels Complexity/performance tradeoffs Bayesian estimator in the position domain Complexity/performance tradeoffs Utilization of posterior PDFs Integrity Carrier phase positioning Combination with other sensors Slide 14

Dynamic Multipath Estimation by Sequential Monte Carlo Methods

Dynamic Multipath Estimation by Sequential Monte Carlo Methods Dynamic Multipath Estimation by Sequential Monte Carlo Methods Michael Lentmaier, Bernhard Krach, and Patrick Robertson, German Aerospace Center (DLR) Thanawat Thiasiriphet, University of Ulm, Germany

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