Enhanced noise models for GPS positioning

Andrew Walden Ross Soundy, Bradley J. Panckhurst, Tim Molteno · 2015

We analyze GPS position recordings, and show that they have long term autocorrelation functions. The traditional approach of assuming Gaussian uncertainties is therefore potentially problematic. We suggest some alternative noise models such as the Ornstein-Uhlenbeck process or autoregressive process, that can be used for state estimation.

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