Minimum Error Entropy Based EKF for GPS Code Tracking Loop

Abstract

This paper investigates the minimum error entropy based extended Kalman filter (MEEKF) for multipath parameter estimation of the Global Positioning System (GPS). The extended Kalman filter (EKF) is designed to give a preliminary estimation of the state. The scheme is designed by introducing an additional term, which is tuned according to the higher order moment of the estimation error. The minimum error entropy criterion is introduced for updating the entropy of the innovation at each time step. According to the stochastic information gradient method, an optimal filer gain matrix is obtained. The mean square error criterion is limited to the assumption of linearity and Gaussianity. However, non-Gaussian noise is often encountered in many practical environments and their performances degrade dramatically in non-Gaussian cases. Most of the existing multipath estimation algorithms are usually designed for Gaussian noise. The I (in-phase) and Q (quadrature) accumulator outputs from the GPS correlators are used as the observational measurements of the EKF to estimate the multipath parameters such as amplitude, code delay, phase, and carrier Doppler. One reasonable way to obtain an optimal estimation is based on the minimum error entropy criterion. The MEEKF algorithm provides better estimation accuracy since the error entropy involved can characterize all the randomness of the residual. Performance assessment is presented to evaluate the effectivity of the system designs for GPS code tracking loop with multipath parameter estimation using the minimum error entropy based extended Kalman filter.