529
21
Direct Position Estimation
Pau Closas1 and Grace Gao2
1
Northeastern University, United States
2
Stanford University, United States
21.1 Introduction
This chapter presents an innovative concept that helps
overcome some of the critical challenges and limitations
in standard global navigation satellite system (GNSS) posi-
tion, navigation, and timing (PNT). The concept is known
as Direct Position Estimation (DPE) and was introduced in
[1]. At a glance, a receiver implementing DPE computes the
position directly from the sampled signal, unlike a conven-
tional receiver in which range estimates (i.e. pseudoranges)
are required before solving for the user’s position [2].
Therefore, conventional receivers are generally referred
to as two-step receivers and DPE as one-step receivers.
The direct search and joint optimization across multiple
satellites makes DPE a robust GNSS position and time esti-
mation technique [3]. In contrast, conventional techniques,
such as scalar tracking, first estimate intermediate pseudor-
ange and pseudorange rate measurements to each satellite in
view [4, 5], then they solve for the navigation solution, typ-
ically via an iterative least-squares approach [6, 7]. Vector
tracking, a more robust approach than scalar tracking,
jointly processes intermediate measurements across multi-
ple satellites in view by mapping intermediate measurement
residuals into shared navigation residuals [8, 9]. However, it
is an indirect navigation estimation process based on inter-
mediate measurement residuals which are separately esti-
mated across multiple satellites [10, 11]. When the signals
are degraded, both scalar and vector tracking discard inter-
mediate measurements which are likely experiencing a fault.
[12, 13]. In contrast, DPE is able to preserve such informa-
tion [14] and provide improved performance under challeng-
ing situations [2, 15]. A comparison of scalar tracking, vector
tracking‚ and DPE is given in Table 21.1.
The chapter is organized as follows. With the intention of
facilitating the introduction of new material, Section 21.2
describes the signal model used through this chapter, as
Position, Navigation, and Timing Technologies in the 21st Century: Integrated Satellite Navigation, Sensor Systems, and Civil Applications, Volume 1,
First Edition. Edited by Y. T. Jade Morton, Frank van Diggelen, James J. Spilker Jr., and Bradford W. Parkinson.
© 2021 The Institute of Electrical and Electronics Engineers, Inc. Published 2021 by John Wiley & Sons, Inc.
well as the basics of the signal processing that apply to
standard GNSS receivers. DPE is introduced in Section
21.3, where extensive details are provided regarding the sig-
nal model and the direct-positioning concept. Additionally,
the section provides theoretical results demonstrating the
performance enhancement of DPE with respect to two-
steps approaches. Implementation details are discussed in
Section 21.4, where we move from the purely theoretical
results in the previous section to the more practical aspects.
Section 21.5 discusses some variants and alternative appli-
cations of DPE. Finally, conclusions are provided in
Section 21.6.
21.2 Conventional GNSS Signal
Processing and Positioning
This section provides a common framework to mathemat-
ically describe the basic signal processing pipeline of a con-
ventional two-step GNSS receiver. Then, in Section 21.3, we
will leverage these definitions to better understand DPE
processing. First, we discuss the transmitted signal and
channel models to characterize the signal received at the
antenna. Then, we describe the signal processing and nav-
igation solution equations, which ultimately yield a posi-
tion, velocity, and time (PVT) estimate.
21.2.1 GNSS Signal Model
A general signal model for satellite navigation systems con-
sists of a direct-sequence spread-spectrum (DS-SS) signal,
synchronously transmitted by all the satellites in the con-
stellation. This type of signal enables code division multiple
access (CDMA) transmissions; that is, satellite signals are
distinguished by orthogonal (or quasi-orthogonal) codes.
At a glance, these signals consist of two main components:
530 21 Direct Position Estimation

Table 21.1 Comparison between scalar tracking, vector tracking, and Direct Position Estimation (DPE)

Approach Remarks

Scalar tracking
• Estimates intermediate range measurements of each satellite
• Susceptible to intermediate range
estimation errors

• Does not account for inter-link

correlations

Vector tracking
•• Estimates intermediate measurement residuals
Couples signal tracking and PVT estimation, so that all
channels aid each other by sharing information
• Susceptible to intermediate residual
estimation errors

• Maps intermediate measurement residuals to navigation residuals

Direct Position
Estimation
• Maximizes cross-correlation of expected GPS signal reception with
received GPS signal at multiple navigation candidates •• Direct search
Joint optimization across satellites

a ranging code using a pseudorandom noise (PRN) spread-

ing sequence; and a low-rate data link to broadcast neces-
• PI,i is the transmitted power, considered equal for all
satellites, and is elevation-dependent due to the antenna
sary information for positioning such as satellite orbital pattern at the satellite [16].
parameters and corrections. The complex baseband model
of the signal transmitted by the i-th satellite is
• bI,i(t) {−1, 1} is the sequence of low-rate data bits, with
T bI being the bit period.

sT,i t = sI,i t + jsQ,i t , 21 1

• cI,i(t) {−1, 1} is the PRN spreading sequence, not to be
confused with c, the constant representing the speed of
light. The chip length of the sequence and the chip period
where its in-phase and quadrature components are are denoted by LcI and T cI , respectively. Therefore,
defined as T PRNI = LcI T cI is the codeword period. N cI denotes the
number of code epochs per data bit. Figure 21.1 aims to
clarify the relation between these bits/chips parameters.

•
sI,i t = 2PI,i qI,i t
∞ N cI LcI The energy-normalized chip shaping pulse is denoted
= 2PI,i bI,i mI cI,i kI gI t − mI T bI − uI T PRNI − kI T cI by gI(t).
mI = − ∞ uI = 1 k I = 1

21 2 Note that several carrier frequencies can be used at a time,

with the presented baseband structure being thus repli-
sQ,i t = 2PQ,i qQ,i t
N cQ LcQ
cated. Actually, GNSS systems typically transmit comple-
∞
= 2PQ,i bQ,i mQ cQ,i k Q gQ t − mQ T bQ − uQ T PRNQ − k Q T cQ , mentary signals over several frequency bands. One of the
mQ = − ∞ uQ = 1 k Q = 1
main reasons for this is to combat the frequency-dependent
21 3 perturbations suffered by the signal when traveling through
the ionosphere and troposphere.
where the following definitions for the in-phase component
Satellite signals travel through a propagation channel
– analogous to the quadrature signal, defined in (21.3) with
which modifies its amplitude, phase‚ and delay. In fact,
subindex Q – hold:
multiple replicas of the same transmitted signal can reach

TbI

··· NcI 1 2 ··· NcI 1 ···

t
TPRNI = LcITcI

Figure 21.1 Relation among the parameters defining bits and spreading sequences in a generic navigation signal (in-phase component)
[17]. Source: Reproduced with permission of P. Closas.

a receiver’s antenna due to multipath propagation. In
general, these replicas are caused by reflections of the
line-of-sight (LOS) signal from surrounding obstacles (e.g.
buildings, trees, ground). For the i-th satellite link, such a
propagation channel is generically modeled by a linear
time-varying impulse response with Ni propagation paths
[18, 19]:
Ni − 1
hi t = αi,n t exp jϕi,n t δ t − τi,n t ,
n=0
21 4
where αi,n(t), ϕi,n(t), and τi,n(t) are the amplitude, phase‚
and delay of the n-th propagation path for the i-th satellite.
δ(t) is Dirac’s delta function [20]. Notice that subindex n = 0
denotes the LOS parameters. Typically, the amplitudes
are assumed to obey the Rayleigh or Rice distributions,
depending on whether the LOS is blocked or not [21]. Time
delays are assumed to be piecewise constant during the
observation interval. In a first-order Taylor expansion,
the time-varying phase ϕi,n(t) has a uniformly distributed
independent term [22] and a linear term representing the
effect of the Doppler spread (that is, a frequency shift
caused by the relative motion between the satellite and
the receiver). In general, we consider that paths are inde-
pendent, which is referred to as the Wide Sense Stationary
with Uncorrelated Scattering (WSSUS) [23] channel model.
Extensive measurement campaigns have been performed to
characterize the GNSS propagation channel model, and
they support the WSSUS characterization; see, for instance,
the results reported in [24, 25].
As a consequence, a GNSS receiver measures signals that
are considered to be a superposition of plane waves cor-
rupted by noise and, possibly, interferences and multipath.
An antenna receives M scaled, time-delayed, and Doppler-
shifted signals with known signal structure. Each signal
corresponds to the LOS of one of the M visible satellites
after propagating through the WSSUS channel mode. The
received complex baseband signal can be modeled as the
convolutions of the channel (Eq. (21.4)) with the corre-
sponding signal, resulting in:
M meters. More compactly, in vector form, we can rewrite
x t = ai si t − τi exp j2π f di t + n t , 21 5
i=1
where si(t) is the transmitted complex baseband low-rate
navigation signal spread by the pseudorandom code of
the i-th satellite, which is considered to be known. ai is
its complex amplitude, τi is the time delay, f di is the Doppler
shift, and n(t) represents zero-mean additive noise with var-
iance N0/2 and other unmodeled terms besides LOS. N0 is
the one-sided power spectral density in dBW/Hz. Note that
subindex n is omitted since only LOS signals are explicitly
modeled, in contrast to Eq. (21.4).
21.2 Conventional GNSS Signal Processing and Positioning 531
21.2.2 Basics of GNSS Signal Processing
The primary goal of a GNSS receiver is to accurately esti-
mate its PVT, which is typically accomplished by first esti-
mating the parameters in the signal model (Eq. (21.5)).
These estimates are used to construct a set of observables
per satellite. Observables are a set of ranges computed from
time-delay or phase-difference estimates, referred to as
pseudoranges and carrier-phase measurements, respec-
tively. Once a set of valid observables is computed, a geo-
metrical problem is solved to compute the PVT solution
for the receiver.
The received signal (Eq. (21.5)) is sampled at a suitable
sampling rate fs = 1/Ts, resulting in a discrete-time signal
x[n] = x(nTs) from which we aim to extract the observa-
bles. The propagation time of a signal, the time between
its transmission from the i-th satellite to the user, is con-
tinuously estimated by tracking algorithms. This time-
delay estimate (denoted by τi ) provides an estimation of
the distance between the i-th satellite and the user. Under
the maximum likelihood (ML) principle, the unknown
parameters in Eq. (21.5) are obtained by maximizing the
cross-ambiguity function (CAF) of the received signal
and the PRN sequence of the i-th satellite. In general, the
CAF is computed over a coherent integration time, in
which Nc PRN sequences are used to correlate with the
incoming signal. Additionally, Nnc CAFs can be averaged
over a non-coherent integration time to avoid bit transi-
tions. Here, we do not consider non-coherent integration
for the sake of simplicity, but some details can be found
in [2]. More formally,1 the i-th channel estimates [26] are
defined as
2
Lc N c
τi , f di = arg max x n ci nT s − τi exp − j2π f di nT s ,
τi , f di
n=0
21 6
where we recall that Lc is the length of the PRN
sequence ci( ). For convenience, the CAF is typically
parameterized as Λi τi , f di , showing the corresponding
satellite indicator and the relevant synchronization para-
Eq. (21.6) as
2 2
τi , f di = arg max Λi τ i , f d i ≜ x H ci
τi , f di
21 7
1 We use the convention to denote the Euclidean norm of
n-dimensional vector spaces in n and to denote the absolute value,
the latter coinciding with the norm on the one-dimensional
vector space.
532 21 Direct Position Estimation
where
x0
x= and
x Lc N c
ci − τ i
ci =
ci Lc N c T s − τi exp − j2π f di Lc N c T s
correspond to the LcNc snapshots and the local replica,
respectively.
The time-delay estimate, τi , is used to construct the
so-called pseudorange ρi = cτi Pseudoranges provide a
nonlinear relation between the user’s position (p = [x, y,
z] ) and the time delay of each satellite according to
the model
ρi = ϱi p + c δt − δt i + cΔTi + cΔIi + ϵi ,
where c is the speed of light, satellites are indexed by
i {1, …, M}, and the following definitions apply:
• τi is the time-delay estimate at the receiver for the LOS
emitted by the i-th satellite.
• ϱi(p) = pi − p is the geometric distance between the
receiver and the i-th satellite. pi = (xi, yi, zi) are the
coordinates of the i-th satellite in the Earth-Centered
Earth-Fixed (ECEF) coordinate system, which can be
computed from the ephemeris.
• δt is the bias of the receiver clock with respect to GNSS
time, which is unknown.
• δti is the clock bias of the i-th satellite with respect to
GNSS time, known from the ephemeris.
• ΔTi and ΔIi are the non-dispersive tropospheric delay
and the frequency-dependent ionospheric delay terms.
• The term ϵi includes errors from various sources such as
multipath biases, ephemeris errors‚ and relativistic
effects‚ among others.
The other important effect experienced by the signal is a
frequency shift. The observed carrier frequency at the
receiver differs from its nominal frequency due to Doppler
effect, which is caused by user-satellite relative motion.
Additionally, frequency shifts due to clock drifts (δt ) and
background errors are typically experienced on top of the Dop-
pler shifts. Accurate Doppler estimates yield precise velocity
calculations that are useful in positioning and navigation
applications with high user dynamics. The Doppler shift
due to the relative motion of the user and the i-th satellite is
fc
f di = − v i − v ui , 21 10
c
where v = (vx, vy, vz) and v i = vxi , vyi , vzi are the velocity
vectors of the user and the i-th satellite, respectively. ui
represents the unitary direction vector of the i-th satellite
relative to the user, defined as
pi − p
ui = 21 11
pi − p
and fc represents the corresponding carrier frequency used
by the GNSS. Doppler (and phase) estimates are used to
21 8 compute carrier-phase observables much more accurately
than the code observable described in Eq. (21.9).
Summing up, the baseband operation of current GNSS
receivers is briefly described. First, the receiver detects which
satellites are visible and obtains rough estimates of the time
delays and Doppler shifts of those satellites, expressed as
τ1 f d1
τ= and fd = 21 12
21 9 τM f dM
respectively. This initial operation is referred to as acquisi-
tion, and it can also be seen as an open-loop processing of
the data. Once the rough estimates are obtained, the receiver
can start operating in tracking mode. The tracking mode is
typically implemented in a closed-loop (CL) architecture –
that is, with phase lock loops (PLLs) and delay lock loops
(DLLs) – or an open-loop (OL) architecture in a challenging
environment, to obtain the accurate time delay, Doppler
shift, and carrier-phase estimations and thus ultimately
acquire accurate user position solutions. Ultimately, acqui-
sition and tracking operations aim at solving Eq. (21.7).
Regardless of the receiver operating architecture (OL or
CL), conventional GNSS receivers estimate user position, p,
from the computed observables. In this second step, the posi-
tion of the receiver is computed upon taking into account the
geometrical relation between the set of observables and the
user PVT. The resulting multilateration problem is typically
solved by a least-squares (LS) algorithm. Note that in this
process the receiver also needs to estimate the receiver clock
bias δt that represents the offset between the receiver time
and the GNSS time.
In its most simple form, that is, the single point solution
with code pseudoranges, the LS solution appears from a lin-
earized geometrical problem [6, 26, 27]. Such linearization
makes perfect sense, given that the nonlinearity is, in
essence, a sphere whose radius is on the order of tenths
of thousands of kilometers. Given that GNSS satellites orbit
between 15 000 and 30 000 km, and given that a GNSS
receiver tracking PRN code chip transitions must resolve
 21.3 DPE 533

uncertainties on the order of 100s of meters, the geometric the de facto technique for GNSS receivers. This is due to its
localization problem may be treated as linear for all but the modularity, reuse of well-known receiver blocks, and,
most precise applications. The problem is to compute the importantly, notable performance over the years. The two-
user’s position and clock offset from a set of M estimated step technique will be referred to as the conventional
pseudoranges. Thus, from Eq. (21.9), we form the following approach throughout the remainder of the chapter.
system of equations:
ρi + cδt i − ϵi = pi − p + cδt
21 13 21.3 DPE
i 1, …, M M≥4 ,
which results in a nonlinear and possibly overdetermined
Proposals for new techniques are blooming due to the
system. The condition M ≥ 4 is due to the dimensionality
advances in digital signal processing devices, which allow
of the problem. The system is usually solved iteratively
increased computational complexity at faster rates [29]. Over
by linearizing each ϱi(p) with respect to an initial position
the last years, advanced receiver techniques have been pre-
estimate (po = (xo, yo, zo) ) and iterating until convergence:
sented which substitute well-established components of
xi − xo y − yo zi − zo two-step receivers by more sophisticated algorithms. These
ϱi p ϱoi + δx + i o δy + δz ,
ϱi
o ϱi ϱoi methods do not modify the architecture of the receiver, as
21 14 depicted in Figure 21.2(a), where acquisition and tracking
operations are as discussed in Section 21.2. For instance, sub-
where δx = x − x, δy = y − y, δz = z − z and
o o o
stitution of tracking loops by more versatile filtering solu-
ϱoi ≜ ϱi po = pi − po The Bancroft algorithm [28]
tions can be consulted in [30]. In this chapter, we are
provides an initial guess as to the position and the clock off-
interested in those approaches that not only substitute cer-
set of the user receiver without any prior knowledge.
tain parts of the receiver by more advanced algorithms,
Considering Eq. (21.14), the system in Eq. (21.13) can be
but those which entail an essential modification of the
formulated as the following LS problem:
receiver’s operation. Figure 21.2(b) shows an advanced
δ = arg min y − Tδ 2
, 21 15 architecture for a receiver which performs code/carrier
δ
estimation and position computation in a single step. This
where δ = δx , δy , δz , δt , is the basis of the so-called DPE concept in the context of
GNSS receivers [1]. It is worth noting the following here:
ρ1 + cδt 1 − ϵ1 − ϱo1
y=
ρM + cδt M − ϵM − ϱoM
,
• In DPE, an absolute initial position (or PVT, to be more
general) estimate has to be provided so that the method
can start exploring the space. This initialization can be
x1 − xo y1 − yo z1 − zo
1 either provided by an initial two-step process, as depicted
ϱo1 ϱo1 ϱo1 in Figure 21.2(b), where a coarse estimation of synchro-
T= , nization parameters is used to compute a rough naviga-
xM − x o
yM − y o
zM − z o tion solution that is used as the initial estimate in DPE’s
1
ϱoM ϱoM ϱoM algorithm, or provided by external means such as cellular
positioning or assistance GNSS data [31].
and the solution
−1
• Whereas tracking mode is typically implemented in CL
(through banks of parallel PLLs/DLLs) for two-step
δ = T† y ≜ TH T TH y 21 16 approaches, OL schemes are also explored in the context
of snapshot receivers. Conversely, DPE’s tracking mode
is straightforwardly given by the Moore–Penrose pseudoin- is in general implemented in OL, which involves the opti-
verse (T†). Therefore, we have that p = po + δ is the classi- mization of a cost function. This is the approach mainly
cal position estimation provided by GNSS receivers. Notice discussed in this chapter. However, CL schemes can also
that, once a new position is obtained, it can be used as ini- be considered within DPE. This is mentioned in
tialization point for linearization iteratively until conver- Section 21.4.3, where references are provided and a
gence. This is the simplest way of formulating the PVT PVT filtering described.
solution as a LS optimization problem, which can be
enhanced by incorporating side information, measurements DPE is a completely different approach to the receiver
weighting, and dynamics, for instance, using solutions based design, where the PVT solution is estimated in one step.
on weighted least-squares (WLS) or Kalman filtering techni- Rather than estimating a set of observables (through time
ques [17]. This positioning approach has established itself as delay and Doppler shifts) to infer the associated PVT, a
534 21 Direct Position Estimation
(a) Two-step approach
Acquisition υˆc
(OL)
x[n]
(b) DPE approach(self-initialized)
Position
initialization
x[n]
Figure 21.2 Acquisition and Tracking schemes for (a) two-step and (b) DPE positioning approaches. Coarse estimates of synchronization
parameters are referred to as υc, which are typically the outcome of the acquisition stage, whereas fine estimates are provided by tracking
loops, υ f . Similarly, γ c represents coarse PVT estimates and γ fine PVT estimates.
DPE-enabled receiver directly estimates PVT from the
received signal x[n] (hence the name). The method was first
introduced in the context of localization of narrowband
radio frequency transmitters [32] and for multiple radio sig-
nals [33]. In the context of self-localization, [1] presented
the approach for GNSS receivers, and related works exist
in the collective detection literature [34–37].
The key idea is to realize that time delays and Doppler
shifts of all satellites are intimately related to one another
through the receiver PVT parameters (which we gather
in a vector γ Rnγ ). Indeed, the fact that all those signals
are received at the same location and at the same time
instant is crucial. Inspecting Eqs. (21.9) and (21.10), we
can readily identify that, actually, τ ≜ τ γ and f d ≜ f d γ ,
respectively. Therefore, a value for γ implies a value for
all satellites’ time delays and Doppler shifts. One of the sim-
plest configurations for γ could be
γ = p , δt, v , δt , 21 17
encompassing PVT parameters. In contrast, the classical
solutions in Figure 21.2(a) aim to independently estimate
the CAF parameters for each channel. That is, Eq. (21.6)
is optimized over τi , f di . We can define the joint vector
of synchronization parameters as
υ ≜ υ1 , …, υM with υi = τi , f di
Intuitively, one can see DPE as a direct approach for esti-
mating γ without individual channel estimates. On the one
hand, the conventional approach estimates the different
time delays by maximizing the correlation between the sig-
nal and the conditioned PRN sequence of each satellite in
Tracking υ̂f Navigation
γ̂
(OL/CL) Solution
γ̂c DPE (OL/CL):
arg max { Λ (γ) } γˆ
γ
view, υi, individually. On the other hand, DPE defines a set
of candidate positions, determines the time delays associ-
ated with the positions, and computes the energy found
at the different correlation outputs jointly. In a way, the
local replica is generated by jointly combining all signals.
Then the tentative position that jointly maximizes correla-
tion with all considered satellites is selected through opti-
mization of a cost function. The cost function appears as
a result of deriving the ML estimator of the PVT parameters
directly from the received signal (Eq. (21.5)), which maxi-
mizes the addition of autocorrelation functions over the
M visible satellites [17, 38].
21.3.1 Qualitative Motivations for Direct-
Positioning
Although it is agreed that conventional two-step position-
ing has multiple benefits, some of its limitations have been
pointed out [6], which are precisely exploited by position-
domain techniques [39]. As mentioned earlier, thanks to
the advances in computation and software-defined radio
[29], some of the technological limitations that prevented
technology from going beyond two-step positioning have
been overcome. Some of these qualitative drawbacks or
limiting factors are as follows:
•
21 18
Estimates of the synchronization in Eq. (21.18), υ, are
obtained independently per satellite, omitting any potential
correlation among channels and propagation effects. The
errors are propagated to the LS solution, where a statistical
characterization is deemed challenging due to nonlineari-
ties. Therefore, the two-step approach does not take into

consideration possible dependencies among channels,
which could improve the estimation performance.
• Related to the previous point, a conventional GNSS
receiver may require 10-20 parallel channels in order to
process LOS signals and actively search for new signals
previously obscured by structures or the horizon. In case
of multi-constellation receivers, the number of channels
is even larger. Since the ultimate parameter of interest is
the PVT solution (i.e. position, velocity‚ and time defined
in a three-dimensional space, γ), it seems that there exists
a possible redundancy because the receiver performs esti-
mation in a higher-dimensional parameter space (delay
and Doppler for each channel, totaling 2M unknowns).
Thus, the conventional approach increases the dimen-
sionality of the problem with respect to the amount
strictly (and theoretically) required.
•
The use of prior information is not straightforward when
dealing with synchronization parameters. In the two-step
method, as mentioned in Section 21.2.2, side information
is typically introduced in the navigation solution once
observables have been computed. Using prior information
in the tracking loops is, in general, an involved task [40]
and would require extensive test-field campaigns to pro-
duce the relevant data [25], and the algorithm would need
to distinguish among a number of synchronization evolu-
tion models depending on the dynamics of the receiver.
This is much more difficult than considering prior infor-
mation when the parameter of interest is the user’s
position itself, γ, where the physical meaning of the param-
eter aids the inclusion of side information.
• Although the cross-correlation properties of spreading
sequences used in GNSS signals provide a rather high
processing gain, there is indeed a remaining multiple
access interference (MAI) that is not combated in con-
ventional receivers. This issue becomes critical when
the received power levels for the satellites are highly
unbalanced. To overcome this limitation, one could
incorporate multiple access techniques to GNSS recei-
vers, jointly processing signals from different satellites
[41], which is inherently achieved by DPE [2].
Direct positioning aims at addressing these shortcomings
by jointly processing signals from all satellites at the sample
level. The remainder of this section discusses quantitative
reasons for the superiority of DPE when compared to the
two-step approach. Then, we will derive the optimal posi-
tion estimator, under the ML principle, which shares a sim-
ilar structure as the two-step synchronization solution
discussed in Eq. (21.6).
21.3.2 Quantitative Motivations for Direct-
Positioning
In previous section‚ we discussed some qualitative reasons
for adopting DPE, as opposed to the two-step approach.
21.3 DPE 535
This section provides additional motivations, quantitative
in this case, to support DPE’s potential. First, we discuss
a result showing that DPE outperforms two-step positioning
in the mean square error (MSE) sense. Second, we discuss
some results on the theoretical lower bounds of positioning
accuracy, comparing both two-step and DPE approaches.
21.3.2.1 DPE Outperforms Two-Step Positioning
The following result provides a mathematical justification
for the fact that DPE provides asymptotically lower, or
equal, MSE than two-step positioning. In other words,
the result proves that the covariance of the two-step
approach cannot be smaller than the covariance of the
one-step estimator [42, 43]. Thus, the estimation perfor-
mance of the conventional approach can only be, at most,
equal to the one provided by the DPE approach. This result
is heavily based on [42].
Let υ υ Rnυ and γ γ Rnγ be two unknown
parameters such that there exists an injective function
g γ ↦ υ,
υ=g γ , γ γ 21 19
that relates them. In our case, function g( ) is given by the
PVT-observables relationship in Eqs. (21.9)–(21.10). Func-
tion g( ) has a unique inverse mapping
γ = g−1 υ , υ υ 21 20
under the subset υ = υ υ = g γ , γ γ υ.
The K-sample estimators of γ based on the single-step and
two-step approaches are denote by γ DPE and γ 2S , respec-
tively. Similarly, Σ γ DPE and Σ γ 2S represent the covari-
ance matrix of each estimator.
Then,
C ≜ lim Σ γ 2S − Σ γ DPE 21 21
K ∞
is a positive semi-definite matrix, which proves the main
result. The complete proof can be consulted in [17, Appen-
dix 4.A], where the details are provided.
21.3.2.2 A Note on Position Estimation Bounds
In the context of positioning (i.e. self-localization), results
exist where the Cramér–Rao lower bound (CRB) for PVT
estimation is derived for both positioning approaches, high-
lighting the potential benefits of adopting DPE [44, 45].
More recently, [46] provided additional results regarding
MSE performance bounds that yield a better understanding
of DPE and its potential. These bounds are based on the Ziv-
Zakai methodology. The so-called Ziv-Zakai bound (ZZB)
provides a bound on the MSE over the a priori probability
density function. The generic derivation of the bound can
be found in [47–49]. The ZZB allows us to determine, for
instance, the signal-to-noise ratio at which both DPE and
two-step approaches are able to operate before breaking
536 21 Direct Position Estimation

down (that is, before entering the large-error region). It turns we have that
out from this analysis that, under certain scenarios, there is
an increase in sensitivity for DPE on the order of 10log10(M) M M
SNRi SNRi
dB, M being the total number of used satellites [46]. 2Q 0 and Γ3 2
i=1
2 i=1
4
Although this effect was already observed in earlier works,
derivation of the new bound allows analytic interpretation 1
of the enhanced performance of DPE. Particularly, the lower
MSE bound when estimating γ is 21 28

that causes the bound to reach, in the asymptotic region,

M M
SNRi −1 SNRi the FIM of γ
ZZB γ = Rγ 2Q + γ Γ3 2
2 4
i=1 i=1 −1
ZZB γ γ , 21 29
SNR ∞
21 22
which corresponds to the CRB expression. More precisely,
where Rγ is the a priori covariance matrix of γ, which models
γ = PT τ P with P = 1c u1 , …, uM being the deriva-
the degree of a priori uncertainty about the parameter; γ
is the Fisher Information Matrix (FIM) of γ; Q x = tive of τ with respect to γ. The FIM of τ can be written as
∞
1 2π x exp − t 2 2 dt is the Q-function, expressed τ = β2s Γ, where Γ = diag(SNR1, …, SNRM) is a diagonal
M × M matrix with its diagonal elements given by the M × 1
in terms of the complementary error function as ∞
s t 2 dt
Q x = 1 2 erfc x 2 ; and Γa(x) is the incomplete SNR vector‚ and β2s = −∞∞ is the mean quadratic
2
gamma function given by − ∞ s t dt
bandwidth of s(t).
x
1
Γa x = e − v va − 1 dv 21 23 For the sake of completeness, we provide here some
Γa 0 insights on the ZZB of position estimates when two-steps
and Γ 3 2 = π 2 . The signal-to-noise ratio (SNR) per is considered. The ZZB for the time-delay estimation prob-
a2i lem was first given in [50], and then generalized for any
satellite is defined as SNRi =
N0 2
, assuming unitary a priori distribution of τi in [48]. The ZZB for estimating
energy for si(t). This result allows us to analyze the bound each individual time delay, τi, can be readily obtained fol-
in the high- and low-SNR regimes. At low SNRs, lowing that methodology and expressed in compact form
split in the low- and high-SNR terms:
M
SNRi 0, 21 24 2 SNRi −1 SNRi
E τi − τ i ≥ σ 2τi 2Q + τ i Γ3 2
i=1 2 4

we have that ≜ ZZB τi

21 30
M
SNRi Then, the position MSE bound conditioned to using a
2Q 1 and
2 −1
i=1
21 25 two-step scheme turns out to be PT ZZB − 1 τ P , where
M
SNRi ZZB τ = diag ZZB τ1 , …, ZZB τ M is a diagonal M × M
Γ3 2 0 matrix constructed with the individual bound expressions
4
i=1
for each satellite. The a priori variance of τi is represented
by σ 2τi and (τi) is the FIM of τi [45]. In specific situations,
such that, asymptotically, the bound is dominated by the a
priori covariance matrix for instance‚ when the satellites are received with the same
power, one can show analytically the log10(M) dB improve-
ZZB γ Rγ 21 26 ment of DPE with respect to the two-step approach. A more
SNR 0
general result can be obtained [46, 51] showing that
−1
Conversely, in the high-SNR regime, ZZB γ − PT ZZB − 1 τ P is a positive semi-definite
M
matrix, although the improvement cannot be computed
SNRi ∞, 21 27 in closed form in the general case and can only be shown
i=1 through Monte Carlo simulations.
 21.3 DPE 537

21.3.3 ML Estimation of Position: Direct concatenation of the M local codes, defined in Eq. (21.8),
Positioning resulting in
Parameter estimation methods have been thoroughly cov- C γ = c1 , …, cM CK × M 21 34
ered in the literature [52]. The ML principle presents an
We first take into account that the MLE is equivalent to
optimal paradigm to obtain a parameter estimator that
the solution obtained by an LS criterion under the assump-
asymptotically attains its lower variance bound (i.e. the
tion of zero-mean AWGN. Neglecting additive and multi-
bounds discussed earlier), as the number of samples goes
plicative constants, maximizing the likelihood function
to infinity. ML is based on maximization of the likelihood
defined by Eq. (21.33) is equivalent to minimizing the fol-
function, constructed from the conditional probability of
lowing cost function:
measurements given a parameter value. In general, for a
set of K recorded samples gathered in x, the maximum like- 2
Λ a, γ = x − C γ a 21 35
lihood estimator (MLE) of a parameter γ is the solution to
with respect to a, γ. Expanding Eq. (21.35),
γ ML = arg max
γ
px γ 21 31
Λ a, γ = xH x − xH C γ a − aH CH γ x + aH CH γ C γ a
Under mild regularity conditions, the asymptotical distri- 21 36
bution (for large data sets) of the estimator satisfies
and taking the derivative with respect to aH, we obtain
−1
γ ML γ, γ , 21 32 ∂Λ a, γ
= − CH γ x + CH γ C γ a 21 37
∂aH
where γ is the FIM evaluated at the true value of the
parameter. which equated to zero gives us the desired estimation of
Thus, the claim is that the MLE is asymptotically effi- complex amplitudes:
cient; that is, it attains the lowest variance predicted by −1
a = CH γ C γ Cγ x 21 38
the CRB as K increases or the SNR is sufficiently high. γ=γ

The regularity conditions include the existence of the deri- The first term, the one in the inverse, can be simplified
vatives of the log-likelihood function and the FIM being taking into account the cross-correlation and autocorrela-
nonzero. For further details, refer to [52, Appendix 7.B]. tion properties of the PRN codes used in GNSS, although
For the purposes of this chapter, we are interested in deriv- that simplification might not be accurate in binary offset
ing the ML of position, γ , in a GNSS receiver due to the carrier (BOC) modulations, which feature (multiple) sec-
aforementioned asymptotic (and desirable) properties. ondary lobes. That is, we consider that the normalized
Interestingly, the MLE of position [53], which is derived CAF is such that
from the likelihood of x in Eq. (21.5), does not necessarily
coincide with the position estimation computed in a two- i c j ≈ 0 if i
cH j 21 39
step position. cH
i ci = 1 21 40
To derive the MLE of position from Eq. (21.5), we first
express the observations in vector form. Assuming that K to simplify
samples are processed and that the integration time is such
cH
1
that no bit transitions exist (or they can be removed by
other means), we can write x = C υ a + n, or equivalently CH γ C γ = c1 , , cM

x = C γ a + n, 21 33 cH
M
cH
1 c1 cH
1 c2 cH
1 cM
where x ℂK × 1 is the observed signal vector; a ℂM × 1 is a
cH
2 c1 cH
2 c2 cH
2 cM
vector whose elements are the complex amplitudes of the M
= ≈I RM × M
received signals a = (a1, …, aM) ; υ R2M × 1 gathers τ and
fd, that is, time delays and Doppler shifts of each visible sat-
ellite. However, in DPE we make use of the re- cH
M c1 cH
M c2 cH
M cM

parameterization υ ≜ υ γ ; n ℂK × 1 represents K snap- 21 41

shots of zero-mean additive white Gaussian noise and rewrite Eq. (21.38) as
(AWGN) with piecewise constant variance σ 2n = N 0 2 dur-
ing the observation interval; and C γ is composed of the a = C γ x γ=γ 21 42
538 21 Direct Position Estimation

Substitution of a in Eq. (21.36) yields a cost function that 21.3.4 Some Intuitions
depends on γ
We conclude this section providing some additional quali-
Λ a, γ = x x − x C γ C
H H H
γ x 21 43 tative intuition as to why DPE outperforms the two-step
approach. We saw that, theoretically it does, and that the
and the MLE of position is given by cost function is constructed such that the effective SNR is
augmented. In this subsection‚ we carry out a small exper-
γ = arg min Λ a, γ 21 44
γ iment comparing the cost functions of both two-step and
DPE approaches to observe how they are affected by a mul-
= arg min xH x − xH C γ CH γ x 21 45
γ tipath disturbance. For DPE, the cost function is plotted
2 with only x and y coordinates as variable terms and fixing
= arg max xH C γ CH γ x = arg max xH C γ ,
γ γ the rest of elements in γ to their true values. In particular, a
21 46 constellation of M = 6 GPS satellites minimizing the geo-
metrical dilution of precision is simulated, all received with
which can be further manipulated to obtain a more com- a carrier-to-noise density ratio (C/N0) of 45 dB-Hz and
pact expression that depends on the individual CAFs asso- transmitting the C/A code signal. At the receiver, the signal
ciated to each satellite is bandpass-filtered at 2 MHz, and an integration time of
M 1 ms is configured. Note that, for the sake of a better visu-
2
γ = arg max x H ci γ 21 47 alization, the cost function is inverted and normalized in
γ
i=1 the plots, turning the optimization into the minimization
in Eq. (21.45). The plots in Figure 21.4 represent the cost
To obtain that expression, we used
functions for both positioning approaches as a function
xH C γ = xH c1 , …, cM = xH c1 , …, xH cM of the error on the corresponding parameters. In benign
situations, both functions have a clear global optimum.
21 48
In contrast, when a multipath replica is present for one
Note that the resulting cost function in the DPE approach of the satellites the behavior of the cost function differs.
is the non-coherent addition of the CAFs from the M In particular, Figure 21.5 is generated by adding an echo
satellites, M ≜ M
2 2 for one satellite (3 dB lower than the LOS). Whereas DPE’s
i = 1 x ci γ i = 1 Λi γ = Λ γ , virtually
H

augmenting the effective SNR proportionally. Additional
coherent/non-coherent integrations can be considered to
extend Eq. (21.48), as described in [2]. An example of the
shape of Λ γ is shown in Figure 21.3. Since the MLE esti-
mator is consistent, the cost function is optimized at the
true PVT solution. It was shown that DPE provides addi-
tional robustness [54, 55] in challenging cases.
cost function remains virtually unaltered by this effect, two-
step’s cost function exhibits a strong secondary optimum
due to the presence of a correlated signal. Furthermore,
the two-step solution can be trapped in such a local opti-
mum, yielding to potentially large biases in range and
velocity estimation. Considering that position is jointly esti-
mated with the information of all visible satellites, a sort of
diversity is introduced in this estimation as the propagation
path for each satellite link is independent.

highest vector correlation vector correlation

MLE solution amplitude
21.4 Implementation Aspects

We have seen in Section 21.3 that the DPE’s solution

expected signal reception at
involves an optimization problem that cannot be solved
a navigation candidate in closed form. In particular, each candidate solution γ
actual signal reception
at GPS antenna requires evaluation of a certain number of correlator out-
)
rth puts, which is known to be computationally intensive. This
(No
on
position
(E siti section discusses some approaches when it comes to imple-
ast) po
menting DPE on a software-defined radio (SDR) receiver.
Figure 21.3 The manifold of the vector correlation amplitudes Figure 21.6 depicts this situation. DPE performs a direct
Λ γ , shown in the east-north position domain [54]. Source: search, with inherent joint optimization across multiple
Reproduced with permission of Institute of Navigation. satellites, for the navigation solution on the signal
(a) The two-step approach (b) DPE

1 1

0.8 0.8

0.6 0.6

Λ (γ)
Λ (υ)

0.4 0.4

0.2 0.2

0 0
2 1000
1 4000 500 1000
0 2000 0 500
0 –500 0
–1 –2000 –500
τi – τˆi [Tc] –2 –4000 fdi – fˆdi [Hz] y – yˆ [m] –1000 –1000 x – xˆ [m]

Figure 21.4 Comparison of cost functions for two-step and DPE optimization problems [2]. In the two-step approach, it is a function of
the synchronization parameters of the locally generated code of the i-th satellite, υ. In DPE, the cost function is parametrized by the PVT
parameters gathered in γ. Source: Reproduced with permission of IEEE.

(a) The two-step approach (b) DPE

1 1

0.8 0.8

0.6 0.6
Λ (γ)
Λ (υ)

0.4 0.4

0.2 0.2

0 0
2 1000
1 4000 500 1000
0 2000 0 500
0 0
–1 –500
–2000 –500
τi – τˆi [Tc] –2 –4000 fdi – fˆdi [Hz] y – yˆ [m] –1000 –1000 x – xˆ [m]

Figure 21.5 Comparison of cost functions for two-steps and DPE optimization problems in the presence of a replica for one of the
satellites [2]. The echo has 3 dB less power than the corresponding LOS. In two-steps, a strong secondary optimum appears, whereas the
DPE cost function is virtually unaltered. Source: Reproduced with permission of IEEE.

DPE
solution

initialize multiple correlate expected signal

candidates in the receptions at candidate perform MLE
navigation domain states with received signal on correlations

Figure 21.6 Overview of the evaluation of candidate points of DPE. The grid points represent PVT candidates initialized in the navigation
domain; the color saturation of the grid points represents cost function magnitude [58].
540 21 Direct Position Estimation
correlations [56–58]. The basic steps, found in Figures 21.2
(b) and 21.6, to implement DPE on a receiver would be
1) To provide some sort of initialization, which can be pro-
vided either by using two-step schemes or by exter-
nal means.
2) The second step is optimization of the cost function in
Eq. (21.48). This process involves the selection of candi-
date points for γ, which results in some τi , f di candi-
date pairs for each visible satellite. The τi , f di
candidate pairs are then used to generate the expected
signal reception at candidate states. Next, correlations
are computed between the local replicas at candidate
states and the received signal, and Λ( ) is evaluated.
3) The third step is to perform MLE through optimizing the
cost function. These steps are performed each time new
measurements are available.
The main challenge of implementing DPE is the compu-
tational load. Related work on improving DPE’s computa-
tional efficiency includes use of sparsely located navigation
candidates [59], reducing the number of required naviga-
tion candidates [3, 53, 60], efficient techniques for calculat-
ing multiple correlations [61], and efficient techniques for
estimating the navigation solution given the vector correla-
tion distribution [59]. To improve the efficiency of initiali-
zation, coarse-grid search [59] and initialization using
Assisted-GNSS (A-GNSS) [62] were proposed.
To improve the efficiency after initialization near the
main vector correlation peak, optimization over navigation
subsets was proposed. One such implementation used
parameter grouping by position/clock bias and velocity/
clock drift [3, 59]. It has been shown that, according to this
decoupling, parameters within subsets are strongly corre-
lated‚ while parameters across subsets are weakly corre-
lated. The subsets can then be separately optimized.
Other subset optimization implementations used parame-
ter grouping where each parameter formed its own subset
[63, 64], which can be solved algorithmically through
space-alternating generalized expectation-maximization
(SAGE) [53]. These subset optimization methods reduce
the number of required navigation candidates and thus
the overall computational load. However, they are sensitive
to initialization [53], which can be addressed using
stochastic optimization methods such as accelerated ran-
dom search (ARS) [60]. To increase the chances of initial-
ization near the main navigation correlation peak for
subsequent DPE measurement updates, motion model fil-
tering can be performed between DPE measurement
updates [3, 65].
In this section, we present some DPE implementation
techniques in detail. The remainder of this section discusses
(i) subset optimization strategies, (ii) faster local replica gen-
eration and correlation through fast Fourier transforms
(FFTs), (iii) CL tracking schemes, and (iv) how to implement
low duty-cycling, performing DPE updates only a fraction of
the time instead of calculating it continuously.
21.4.1 Grid Optimization by Divide and Conquer
Divide and conquer [66] is an algorithmic approach
adopted in many signal processing applications, which
breaks down a complex problem into two or more subpro-
blems that are easier to solve. In addition, this methodology
allows the exploitation of parallel structures in hardware
architectures, and makes use of concurrency and multi-
threading scheduling when designing under the SDR para-
digm. This is one of the reasons for adopting two-step
architectures in GNSS receivers: independent per-satellite
channel track delay-Doppler maps, which are then fused
in an LS solution as detailed in Section 21.2.
In the context of DPE positioning, a similar approach can be
adopted in selecting the candidate points. It might be desira-
ble to split γ into sets of correlated parameters. One
way to reduce the number of candidates is to group the
navigation parameters into two subsets: position/clock bias
γ 1 = p ,δt and velocity/clock drift γ 2 = v ,δt [3, 67].
Co-estimation of γ 1 and γ 2 reduces the number of
navigation candidates from N 8c to 2N 4c, in the case of Nc can-
didate points for each of the eight navigation search
dimensions.
Estimation of γ 1 is relatively insensitive to departure from
the γ 2 search center and vice versa [3]. This is because the
correlation amplitude with respect to γ 1 is maintained over
a relatively broad range; the same is true for the correlation
amplitude with respect to γ 2. Thus, the estimation of γ 1 and
γ 2 parameters can be safely decoupled
γ 1 = arg max Λ γ 1 , γ 2 21 49
γ1
γ 2 = arg max Λ γ 1 , γ 2 21 50
γ2
When decoupled, the CAF’s amplitude Λi p, δt, v, δt
for varying γ 1 candidates with respect to a γ 2 fixed near the
γ 2 search center is given in Eq. (21.51). The normalized
correlation amplitude Λi p, δt, v, δt for varying γ 2 can-
didates with respect to a γ 1 fixed near the γ 1 search center is
given in Eq. (21.52).
1− Δτi , 0 ≤ Δτi ≤ 1
Λi p, δt, v, δt ≈
0, otherwise
21 51
Λi p, δt, v, δt ≈ sinc π Δ f di ΔT , 21 52
where Δτi is the delay error between the candidate delay
τi γ 1 and the search center. Similarly, Δ f di represents
the frequency error between candidate f di γ 2 and the
search center for γ 2 . Note that these ideas resemble those
of DLLs and PLLs in standard receiver architectures.
 21.4 Implementation Aspects 541

ˆ
ˆ δt ˆ δt
correlations across candidates p, ˆ
correlations across candidates p,

normalized amplitude

normalized amplitude
width = 1 code chip width = 1/ΔT

Δτi = 0 Δfd = 0
i

Figure 21.7 Shape and width of (left) correlation amplitude Λi p, δt, v, δt for varying position/clock-bias candidates with respect to a

fixed velocity/clock-drift; (right) correlation amplitude Λi p, δt, v, δt for varying velocity/clock-drift candidates with respect to a fixed
position/clock-bias [58].

The expression for the CAF in Eq. (21.51) assumes suc- Λi p, cδt, v, cδt = −1 ∗
x ci p, cδt, v, cδt
cessful navigation bit and carrier wipe-off of the received
signal near the γ 2 search center. Likewise, the expression 21 53
in Eq. (21.52) assumes successful navigation bit and code
wipe-off near the γ 1 search center. The shape and width Batch pre-processing using FFTs more efficiently calcu-
of the two CAFs, where one of the sets of parameters is lates multiple correlations. The batch pre-process is a result
fixed, is illustrated in Figure 21.7. of Eq. (21.53). To form the vector correlation, we first calcu-
late the τ γ associated with each candidate p, cδt. We then
assign the FFT results to the navigation candidates, using
21.4.2 Batch Pre-Processing of Correlations linear interpolation for τ γ values between FFT points.
Using Fast Fourier Transforms In addition, these operations can be performed in parallel
As in two-step positioning, one can exploit the circular cor- for all navigation candidates. Similarly, the correlation
relation properties of the PRN codes to speed up correlation Λi p, δt, v, δt for varying velocity/clock-drift candidates
through the FFT [27]. The correlation Λi p, cδt, v, c δt for
with respect to a fixed position/clock bias is approximated
varying position/clock-bias candidates with respect to a ∗
as the Fourier transform x ci p, cδt, v, c δt .
fixed velocity/clock drift in Eq. (21.51) can be implemented
in the frequency domain. Let us use ( ) to represent the The above computations are carried out in two parallel
Fourier transform operator and −1( ) the inverse Fourier threads as in Figure 21.8, one for correlations and the other
transform. Then, for the Fourier transforms.
Normalized correlation amplitude

Normalized spectrum magnitude

1.0 1.0

0.8 0.8

0.6 0.6

0.4 0.4

0.2 0.2

0.0 0.0
–300 –200 –100 0 100 200 300 –300 –200 –100 0 100 200 300
code phase residual Δϕ (m) carrier frequency residual Δf (m/sec)

Across N satellites for the kth receiver

Figure 21.8 Correlation amplitude with respect to code residuals (left) and magnitude of the spectral density with respect to carrier
residuals across satellites (right) [68]. Source: Reproduced with permission of Institute of Navigation.
542 21 Direct Position Estimation

21.4.3 Filtering of DPE’s PVT Solution matrix, which incorporates possible knowledge regarding
the motion dynamics of the receiver. For instance, given
The implementations considered so far operate in OL. To
that ΔT is the time in seconds between two consecutive
improve the accuracy of DPE, CL tracking of the navigation
instants k and k + 1, we can use
solution can be implemented, as suggested in [3, 17, 64,
69–72]. We mentioned earlier that DPE is a suitable frame- I4 ΔTI4
Fk + 1 = 21 60
work to introduce a priori information about γ that 04 I4
one might have [73]. In the context of CL schemes, this
0 0 0 0 0 0 0 0
is particularly relevant since dynamics can be exploited.
0 0 0 0 0 0 0 0
A methodology for how this can be actually implemented
using nonlinear filtering is described in [69]. 0 0 0 0 0 0 0 0
A simpler, yet effective, alternative is to smooth DPE 0 0 0 0 0 0 0 0
Qk = F k + 1 FTk + 1
results using a low-pass filter. For instance, implementa- 0 0 0 0 σ 2v 0 0 0
tion with an optimal Kalman filter (KF) allows for easy 0 0 0 0 0 σ 2v 0 0
incorporation of motion models and integration of informa- 0 0 0 0 0 0 σ 2v 0
tion from prior measurements into the estimation process 0 0 0 0 0 0 0 σ2
[73]. The KF has two main steps: a measurement update δt

step and a time update step [74, 75]. 21 61

Recall that, at the discrete time instant k, the observations
of this KF are the estimated PVT parameters from DPE’s
optimization process, which we denote by yk in the follow-
ing discussion. These are noisy measurements of the true
PVT, whose likelihood is assumed normally distributed as
yk γk γ k , Rk , 21 54
where, according to Eq. (21.54), we know that Rk asymptot-
ically reaches the FIM of the parameters of interest, − 1 γ .
Therefore, the measurement update at time k is given by
γ k k = I − Kk γ k k − 1 + Ky k 21 55
Σ k k = I − Kk Σ k k − 1 21 56
−1
Kk = Σ k k − 1 Σ k k − 1 + R k , 21 57
where the state γ k k is estimated along with its covariance
Σk k taking into account the new observations yk, and
the predicted stated and covariance, γ k k and Σk k, respec-
tively. In these equations‚ I represents the identity matrix.
Those predictions incorporate historical information regard-
ing previous observations. This scheme integrates prior nav-
igation solutions into the estimation process [70].
In the time update step, the next receiver state γ k + 1 k is
predicted using, for instance, a constant acceleration
motion model [3, 65, 76]. This approach incorporates vehi-
cle accelerations using a dynamic process noise model on
the velocities [77–79]. Then,
γ k + 1 k = Fk + 1 γ k k 21 58
Σk + 1 k = Fk + 1 Σk k FTk + 1 + Qk , 21 59
where Σk + 1 k is the predicted state error at time k + 1, and
Qk is the dynamic process noise. Fk + 1 is the propagation
where I4 and 04 represent the identity and all-zero square
matrices of dimension 4, respectively.
The dynamic process noise model captures the intuition
that it is more difficult for a vehicle’s velocity to change
when its speed is large as compared to when its speed is
small. Thus, vehicle acceleration, modeled as noise, is lower
when the vehicle’s speed is large and higher when the vehi-
cle’s speed is small.
21.4.4 Low Duty-Cycling
Low duty-cycling performs DPE for a fraction of the time
instead of calculating constantly. Duty-cycling DPE is par-
ticularly promising to mitigate the high computation cost of
DPE. Instead of computing DPE-based solutions for all
integration times, some are skipped for the sake of saving
computations. In other words, a DPE-based receiver can
operate intermittently, which may not work so well for
tracking loop-dependent conventional receivers. Research
has demonstrated viable DPE operation even at quite low
duty cycle rates [80]. The duty-cycled DPE receiver archi-
tecture is shown in Figure 21.9. The measurement update
uses optimization over navigation parameter subsets,
combines and computes batch signal replica generation
and correlation using FFTs, and estimates the navigation
solution. The exact computation time depends on signal
sampling parameters and the number of satellites in view.
During the time required to compute the DPE measure-
ment update, we iteratively predict satellite movements,
using the satellite broadcast ephemerides, and update
the signal code phase and carrier Doppler frequency
parameters. This DPE time update reduces the accumula-
tion of signal tracking errors during the time in which
the DPE receiver is not performing any DPE measurement
update.
 21.5 DPE Variants 543

Measurement update process Time update process

Initialize over yes no

navigation subsets Switch on?

Batch replica generation Correct signal state

20 ms and correlation using
snippet FFT and linear
interpolation Get satellite PVT

MLE Get satellite

PVT
using weighted ave. transmit time

Correct receiver state Increment receiver state

Correct signal state Increment signal state

Figure 21.9 Block diagram of duty-cycled DPE receiver architecture [79]. Source: Reproduced with permission of Institute of Navigation.

20 ms 1s
... on DPE time update on DPE time update on ...

DPE measurement update DPE measurement update DPE ...

PVT PVT PVT PVT

Figure 21.10 Overview of duty-cycled DPE receiver architecture with DPE measurement update and DPE time update [80].
Source: Reproduced with permission of Institute of Navigation.

An implementation with a duty-cycling factor of 2% has 21.5.1 Direct Timing Estimation

succeeded in providing positioning updates at 1 Hz [80].
The implementation has the following parameters, as
shown in Figure 21.10:
1) Perform 1 DPE measurement update every second on a
20 ms GNSS raw signal snippet during which the GNSS
receiver is “on.”
2) Perform 49 DPE time updates during the 980 ms in
which the GNSS receiver is “off.”
21.5 DPE Variants
So far, we have analyzed DPE in the context of PVT estima-
tion. This section discusses alternative uses of the DPE con-
cept, which sometimes require additional tuning but are
conceptually similar to what we have seen in previous sec-
tions. We intentionally wanted to keep this material at a
basic level just to give the flavor, avoiding deep theoretical
derivations and providing the main concept and references
instead.
Many GNSS-based applications do not need a full PVT
solution. For example, GNSS provides timing and syn-
chronization to critical infrastructures [81–84] such as
cellular communication network, financial transactions‚
and the power grid. Such applications only require the
time (i.e. clock and clock-drift) element‚ and the position
information of the GNSS receivers are often known. By
using the prior information available to the timing-
focused receiver, the DPE search domain can be reduced
to the two clock parameters in a Direct Time Estimation
(DTE) problem. DTE naturally reduces the computation
load challenge, while maintaining DPE’s advantage in
terms of robustness [85].
The architecture of DTE is comprised of two main stages.
First, a two-dimensional search space is generated with
clock bias and clock-drift parameters δt and δt, respectively.
A combined satellite signal replica is generated for each
grid point by utilizing the known receiver and satellite
three-dimensional position and velocity vectors. Then,
non-coherent vector correlation is performed to obtain
weights that are derived proportional to the likelihood of
the point in the grid, as described in Eq. (21.47). After
544 21 Direct Position Estimation

Clock Bias
Receiver 3D All satellites
position and 3D position
Across the
velocity and velocity
candidates in
search space
Clock Drift

Combined satellite Maximum

signal replica likelihood

Correlation valve
clock state

Vector
Correlation
Incoming raw

t
cδ
GPS signal

)
cδt

(m
t
cδ
cδt

as
cδt

bi
Cloc

cδ
k dr

k
oc
ift (m cδt

t
cδ
/s)

Cl
Figure 21.11 Diagram of the first stage of DTE, where the MLE cost function is the computed CAFs across satellites [85].
Source: Reproduced with permission of IEEE.

optimizing the ML cost function, an MLE of the clock para- Yaw

meters is computed tML = δt, δt at that instant.

Figure 21.11 shows the first stage of DTE. Based on the pre-
dicted clock estimate, the error measurement values are
computed and sent to the second stage, where a KF is in
charge of computing the corrected clock bias and clock-
drift parameters. This KF acts similarly as the low-pass fil-
tering solution presented in Section 21.4.3.

21.5.2 Multi-Receiver DPE and DTE Four manifolds are projected to

Multi-receiver-DPE (MR-DPE) extends the DPE concept to
the situation where a network of DPE-enabled receivers is
available. Such multi-receiver architecture can provide per-
formance benefits, as additional information redundancy is
exploited. The receiver elements form a network to generate
a unified, network-wise PVT solution. MR-DPE improves
receiver robustness of the following aspects: (i) on the
receiver level, MR-DPE inherits robustness from individual
DPE receivers; (ii) on the network level, since the baselines
among the antennas are fixed and assumed known, one can
relate receivers’ measurements among them through linear
transformations, providing measurement redundancy; and
(iii) while each of these antennas associated with the GNSS
receiver elements may have a different, incomplete sky view,
they together create a more complete observation by aggre-
gating the information these antennas respectively capture,
providing geometric redundancy.
As an example, Figure 21.12 depicts a potential use in the
context of aircraft positioning. The measurement aggrega-
tion process takes place by fusing the different MLE cost
functions of the form in Eq. (21.35) by projecting toward
the centroid. In the figure, a rigid platform represented
by a fixed-wing aircraft is shown with four DPE-enabled
and overlap at centroid
Figure 21.12 Example of aggregation of MLE cost functions.
They are projected to the centroid of the network, with knowledge
of antenna baselines and aircraft yaw, pitch, and roll (the latter two
are not shown) [86]. Source: Reproduced with permission of
Institute of Navigation.
receivers at its vertices. MR-DPE operates iteratively to esti-
mate the network’s PVT coordinate [86]. Similarly, the
multi-receiver concept has been applied to DTE as multi-
receiver DTE [68, 87].
21.5.3 Joint GNSS-Vision DPE
Here we briefly comment on the fusion of GNSS and cam-
era measurements through DPE’s principle. The direct-
positioning concept can be applied similarly to both GNSS
and vision-based positioning. It is possible to formulate the
MLE for both cases. In other words, one searches for the
underlying position parameters that maximize the correla-
tion with the GNSS raw signals and camera images. In
vision-based positioning, the image replicas are selected
from a database of geotagged reference images. An example
of a suitable database is Google Street View [89, 90], where
 21.5 DPE Variants 545

Deep Coupling

LOS Projections Initialization

Feature Matching
Vector Correlation x, y, z, cdt, Filter
GPS DP x, y, z, cdt,
x, y, z, cdt
x, y, z, cdt
Time
Coor. Transform
Update

Feature Matching
Measurement
Feature-based Update PVT
x, y, z
Homography
Vision DP

Tracking

Figure 21.13 Block diagram describing joint GNSS-vision DPE [88]. Source: Reproduced with permission of IEEE.

the images are indexed by latitude, longitude, heading‚ and
tilt. Image features, such as those obtained from the
Oriented FAST and Rotated BRIEF feature extractor, can
be used to match consecutive frames. By estimating the
camera's translation through traditional computer vision
approaches, navigation-domain measurements can be gen-
erated. These navigation-domain vision measurements are
easily fused with the navigation-domain likelihood mani-
fold of DPE, providing deep integration of the sensors
[91]. The direct measurements from both GNSS and vision
are then combined in a navigation filter.
An example block diagram is shown in Figure 21.13. Each
iteration of the joint GNSS-vision DPE begins from a prediction,
provided by the navigation filter, of the current navigation
parameters. Navigation candidates may be initialized around
the current navigation prediction. Constraints are used to elim-
inate candidates and reduce the computation load, for instance,
by requiring that a road user has to be on the road.
Initialization of the navigation guesses is followed by fea-
ture matching, as shown in Figure 21.14. GNSS DPE uses
vector correlation to get the likelihood distribution across
the navigation guesses, estimating the mean and variance.
Vision DPE is unable to get a similar continuous likelihood
distribution. The replica sampling in Vision DPE is discrete
and depends on the reference database. In addition, vision
feature matching is susceptible to spurious results. A robust
Vision DPE algorithm is inspired by a combination of prior
work by other researchers [92, 93]. Two rounds are involved.

Guessed candidates
Perform feature matching

Vector Correlation Feature Matching

Homography

Figure 21.14 GNSS feature matching using the vector correlator (left). Vision feature matching using vision features and homography
analysis (right) [88]. Source: Reproduced with permission of IEEE.
546 21 Direct Position Estimation
In the first round, 2D features are extracted from the reference
images [94], after which feature matching is performed
between the reference images and the observed image. The
reference images are then ranked according to their overall
feature distance to the observed image. The lower the overall
feature distance, the better the match. A threshold on the
overall feature distance is used to select potential reference
images. In the second round, homography analysis is used
to verify that the reference image and observed image are gen-
erated from a similar camera view [95–97].
21.6 Conclusions
DPE is an emerging concept in the design of advanced
GNSS receivers. At a glance, DPE estimates a receiver’s
PVT using signals from all satellites jointly at the sample
level, thus avoiding the intermediate step of computing
observables. DPE-enabled receivers are known to improve
metrics such as accuracy (reducing the positioning error,
particularly in scenarios where conventional solutions fail,
such as in urban canyons), reliability (allowing for nearly
optimal operation in cases where the received signal is
severely degraded), and availability (increasing the receiver
sensitivity). The main drawback of DPE with respect to
two-step positioning is its increased computational burden.
However, researchers have begun to explore approxima-
tions, assumptions, and computing methods that reduce
the limitations of this load.
This chapter introduced standard GNSS signal processing
and describes how DPE modifies existing architectures.
Both qualitative and quantitative arguments were given
in support of DPE, even providing theoretical estimation
bounds. We derived the MLE of position, resulting in a cost
function that shares many similarities with the popular
CAF. The chapter also provided a deep discussion of prac-
tical implementation aspects as well as variants and appli-
cations in several fields. Future work includes designing
more efficient methodologies for implementing DPE with
less computational cost as well as principled methods to
fuse heterogeneous information from several sources.
21.7 Acknowledgments
Pau Closas would like to highlight that the part of this work
related to the estimation bounds is the fruit of joint works
with his colleague Adrià Gusi-Amigó. Grace X. Gao would
like to acknowledge that this chapter is based on a number
of students’ theses, papers‚ and presentations in her research
group, including by Yuting Ng, Arthur Chu, and Sriramya
Bhamidipati. She is thankful to Matthew Peretic and
Sriramya Bhamidipati for reviewing the chapter. Pau Closas
has been partially supported by the National Science Foun-
dation under Awards CNS-1815349 and ECCS-1845833.
References
1 P. Closas, C. Fernández-Prades, and J. Fernández-Rubio,
“Maximum likelihood estimation of position in GNSS,”
IEEE Signal Processing Letters, vol. 14, no. 5, pp.
359–362, 2007.
2 P. Closas and A. Gusi-Amigó, “Direct Position Estimation
of GNSS Receivers: Analyzing main results, architectures,
enhancements, and challenges,” IEEE Signal Processing
Magazine, vol. 34, no. 5, pp. 72–84, 2017.
3 L.R. Weill, “A high performance code and carrier tracking
architecture for ground-based mobile GNSS receivers,” in
Proceedings of the 23rd International Technical Meeting of
The Satellite Division of the Institute of Navigation (ION
GNSS 2010), Portland, OR, 2010, pp. 3054–3068.
4 P. Ward, “The natural measurements of a GPS receiver,” in
Proceedings of the 51st Annual Meeting of the Institute of
Navigation, 1995, pp. 67–85.
5 P.W. Ward, J.W. Betz, and C.J. Hegarty, ch. Satellite signal
acquisition, tracking, and data demodulation,
Understanding GPS: Principles and Applications Second
Edition, Artech House, Boston, 2006, pp. 153–240.
6 B.W. Parkinson and J.J. Spilker, Progress in Astronautics
and Aeronautics: Global Positioning System, American
Institute of Aeronautics and Astronautics, 1996.
7 P. Misra and P. Enge, Global Positioning System, Ganga-
Jamuna Press, 2006.
8 J.J. Spilker Jr, “Vector delay lock loop processing of
radiolocation transmitter signals,” March 14 1995, US
Patent 5,398,034.
9 J.J. Spilker and B.W. Parkinson, Fundamentals of signal
tracking theory, Progress in Astronautics and Aeronautics:
Global Positioning System, American Institute of
Aeronautics and Astronautics, 1996, pp. 245–328.
10 M. Lashley and D.M. Bevly, “Vector delay/frequency lock
loop implementation and analysis,” in Proceedings of the 2009
International Technical Meeting of The Institute of Navigation,
Anaheim, CA, January 2009, 2009, pp. 1073–1086.
11 S. Bhattacharyya, “Performance and integrity analysis of
the vector tracking architecture of GNSS receivers,” PhD
dissertation, University of Minnesota, 2012.
12 P.W. Ward, “Performance comparisons between FLL, PLL
and a novel FLL-assisted-PLL carrier tracking loop under
RF interference conditions,” in Proceedings of the 11th
International Technical Meeting of the Satellite Division of
The Institute of Navigation (ION GPS 1998), Nashville, TN,
1998, pp. 783–795.

13 P.W. Ward and T.D. Fuchser, “Stability criteria for GNSS
receiver tracking loops,” Navigation, Journal of The
Institute of Navigation, vol. 61, no. 4, pp. 293–309,
2014.
14 P. Axelrad, J. Donna, and M. Mitchell, “Enhancing GNSS
acquisition by combining signals from multiple channels
and satellites,” in Proceedings of the 22nd International
Technical Meeting of The Satellite Division of the Institute of
Navigation (ION GNSS 2009), 2009, pp. 2617–2628.
15 A.M. Reuven and A.J. Weiss, “Direct position
determination of cyclostationary signals,” Signal
Processing, vol. 89, no. 12, pp. 2448 – 2464, 2009. [Online].
Available: http://www.sciencedirect.com/science/article/
pii/S0165168409001650
16 J. B.-Y. Tsui, Fundamentals of Global Positioning System
Receivers: A Software Approach, vol. 173, John Wiley &
Sons, 2005.
17 P. Closas, “Bayesian Signal Processing Techniques for
GNSS Receivers: From multipath mitigation to
positioning,” PhD dissertation, Dept. of Signal Theory and
Communications, Universitat Politècnica de Catalunya
(UPC), Barcelona, Spain, June 2009.
18 T.S. Rappaport, Wireless Communications: Principles and
Practice, Prentice-Hall, 1996.
19 F. Fontan, M. Vazquez-Castro, C. Cabado, J. Garcia, and E.
Kubista, “Statistical modeling of the LMS channel,” IEEE
Transactions on Vehicular Technology, vol. 50, no. 6, pp.
1549–1567, November 2001.
20 A.V. Oppenheim, A.S. Willsky, and S.H. Nawab, Signals
and Systems, vol. 2, Prentice-Hall Englewood Cliffs, NJ,
vol. 6, no. 7, p. 10, 1983.
21 M. Irsigler, J.A. Ávila Rodríguez, and G.W. Hein, “Criteria
for GNSS multipath performance assessment,” in
Proceedings of the ION GPS/GNSS 2005, Long Beach, CA,
September 2005.
22 W.C. Jakes, Microwave Mobile Communications, Wiley,
New York, 1974.
23 J. G. Proakis, Digital Communications, 3rd ed. New York:
McGraw Hill, 1995.
24 A. Steingass and A. Lehner, “Measuring Galileo’s
multipath channel,” in Proceedings of the European
Navigation Conference, ENC-GNSS 2003, Graz, Austria,
April 2003.
25 ——, “Measuring the navigation multipath channel –
A statistical analysis,” in Proceedings of the ION GPS/GNSS
2004, Long Beach, CA, September 2004.
26 E. Kaplan and C. Hegarty, Understanding GPS: Principles
and Applications. Artech House, 2005.
27 E.D. Kaplan (ed.), Understanding GPS: Principles and
Applications, 2nd Ed., Artech House, 2006.
28 K. Borre, D.M. Akos, N. Bertelsen, P. Rinder, and S.H.
Jensen, A Software-Defined GPS and Galileo Receiver:
References 547
A Single-Frequency Approach, Springer Science & Business
Media, 2007.
29 S. Bancroft, “An algebraic solution of the GPS equations,”
IEEE Transactions on Aerospace and Electronic Systems,
vol. 21, no. 7, pp. 56–69, January 1985.
30 J. Dampf, T. Pany, W. Bär, J. Winkel, C. Stöber, K.
Fürlinger, P. Closas, and J.A. Garcia-Molina, “More than
we ever dreamed possible: Processor technology for GNSS
software receivers in the year 2015,” Inside GNSS, vol. 10,
no. 4, pp. 62–72, 2015.
31 J. Vilà-Valls, P. Closas, M. Navarro, and C. Fernández-
Prades, “Are PLLs dead? A tutorial on Kalman filter-based
techniques for digital carrier synchronization,” IEEE
Aerospace and Electronic Systems Magazine, vol. 32, no. 7,
pp. 28–45, 2017.
32 F.S.T. Van Diggelen, A-GPS: Assisted GPS, GNSS, and
SBAS, Artech House, 2009.
33 A.J. Weiss, “Direct position determination of narrowband
radio frequency transmitters,” IEEE Signal Processing
Letters, vol. 11, no. 5, pp. 513–516, 2004.
34 A.J. Weiss and A. Amar, “Direct position determination of
multiple radio signals,” EURASIP Journal on Advances in
Signal Processing, vol. 2005, no. 1, p. 653549, 2005.
35 P. Axelrad, B.K. Bradley, J. Donna, M. Mitchell, and S.
Mohiuddin, “Collective detection and direct positioning
using multiple GNSS satellites,” Navigation, Journal of The
Institute of Navigation, vol. 58, no. 4, pp. 305–321, 2011.
36 .A. García-Molina and J.A. Fernández-Rubio, “Collective
unambiguous positioning with high-order BOC signals,”
IEEE Transactions on Aerospace and Electronic Systems,
vol. 55, no. 3, pp. 1461–1473, 2018.
37 L. Li, J.W. Cheong, J. Wu, and A.G. Dempster,“
Improvement to multi-resolution collective detection in
GNSS receivers,” The Journal of Navigation, vol. 67, no. 2,
p. 277, 2014.
38 L. Narula, K.P. Singh, and M.G. Petovello, “ Accelerated
collective detection technique for weak GNSS signal
environment,” In 2014 Ubiquitous Positioning Indoor
Navigation and Location Based Service (UPINLBS), IEEE,
2014, November, pp. 81–89
39 F. Vincent, E. Chaumette, C. Charbonnieras, J. Israel, M.
Aubault, and F. Barbiero, “Asymptotically efficient
GNSS trilateration,” Signal Processing, vol. 133, pp.
270–277, 2017.
40 T. Pany, Navigation Signal Processing for GNSS Software
Receivers, Artech House, 2010.
41 P. Closas, C. Fernandez-Prades, and J.A. Fernandez-Rubio,
“A Bayesian approach to multipath mitigation in GNSS
receivers,” IEEE Journal of Selected Topics in Signal
Processing, vol. 3, no. 4, pp. 695–706, Aug 2009.
42 R. Iltis and L. Mailaender, “An adaptive multiuser detector
with joint amplitude and delay estimation,” IEEE Journal
548 21 Direct Position Estimation
on Selected Areas in Communications, vol. 12, no. 5, pp.
774–785, June 1994.
43 A. Amar and A.J. Weiss, “New asymptotic results on two
fundamental approaches to Mobile Terminal Location,” in
Proceedings of the 3rd International Symposium on
Communications, Control and Signal Processing, IEEE,
March 2008, pp. 1320–1323.
44 P. Closas, C. Fernández-Prades, and J.A. Fernández-Rubio,
“Direct position estimation approach outperforms
conventional two-steps positioning,” Proceedings of
EUSIPCO ’09, August 2009.
45 P. Closas, C. Fernandez-Prades, and J.A. Fernandez-
Rubio, “Cramér–Rao bound analysis of positioning
approaches in GNSS receivers,” IEEE Transactions on
Signal Processing, vol. 57, no. 10, pp. 3775–3786,
October 2009.
46 A. Gusi-Amigó, P. Closas, A. Mallat, and L. Vandendorpe,
“Cramér-Rao bound analysis of UWB based localization
approaches,” in Ultra-Wideband (ICUWB), 2014 IEEE
International Conference on, 2014.
47 ——, “Ziv-Zakai bound for direct position estimation,”
Navigation, vol. 65, no. 3, pp. 463–475, Dec 2018.
48 D. Chazan, M. Zakai, and J. Ziv, “Improved lower
bounds on signal parameter estimation,” IEEE
Transactions on Information Theory, vol. 21, no. 1,
pp. 90–93, 1975.
49 K. Bell, Y. Steinberg, Y. Ephraim, and H. Van Trees,
“Extended Ziv-Zakai lower bound for vector parameter
estimation,” Information Theory, IEEE Transactions on,
vol. 43, no. 2, pp. 624 –637, March 1997.
50 R.D.J. V. Nee, J. Siereveld, P.C. Fenton, and B.R.
Townsend, “Synchronization over rapidly time-varying
multi-path channels for cdma downlink receiver in time-
division mode,” IEEE Trans. on Vehicular Technology,
vol. 56, no. 4, pp. 2216–2225, July 2007.
51 J. Ziv and M. Zakai, “Some lower bounds on signal
parameter estimation,” IEEE Transactions on Information
Theory, vol. 15, no. 3, pp. 386–391, 1969.
52 A. Gusi-Amigó, “Bounds on the accuracy of ultra-
wideband based positioning,” PhD dissertation, Université
Catholique de Louvain, Louvain-la-Neuve, Belgium,
July 2015.
53 S. M. Kay, Fundamentals of Statistical Signal Processing:
Estimation Theory, Prentice-Hall, Englewood Cliffs, New
Jersey, USA, 1993.
54 P. Closas, C. Fernández-Prades, and J. Fernández-Rubio,
“Maximum likelihood estimation of position in GNSS,”
IEEE Signal Processing Letters, vol. 14, no. 5, pp.
359–362, 2007.
55 P. Closas, C. Fernández-Prades, A. J. Fernández, M. Wis,
G. Veccione, F. Zanier, J. Garcia-Molina, and M. Crisci,
“Evaluation of GNSS Direct Position Estimation in
Realistic Multipath Channels,” in in Proceedings
of the ION GNSS 2015, Tampa, Florida (USA),
September 2015.
56 P. Closas, A. Gusi-Amigó, and J. Blanch, “Integrity
measures in direct-positioning,” in Proceedings of
the ION GNSS+ 2017, Portland, Oregon,
September 2017.
57 P. Closas, C. Fernández-Prades, and J. Fernández-
Rubio, “On the maximum likelihood estimation of
position,” in Proceedings of the 19th International
Technical Meeting of the Satellite Division of The
Institute of Navigation (ION GNSS 2006), Fort Worth,
TX, 2006, pp. 1800–1810.
58 A. Amar and A. J. Weiss, “Localization of narrowband
radio emitters based on Doppler frequency shifts,” IEEE
Transactions on Signal Processing, vol. 56, no. 11, pp. 5500–
5508, November 2008.
59 Y. Ng, “Improving the robustness of GPS direct position
estimation,” Master’s thesis, University of Illinois at
Urbana-Champaign, 2016.
60 B. Bradley, P. Axelrad, J. Donna, and S. Mohiuddin,
“Performance analysis of collective detection of weak GPS
signals,” in Proceedings of the 23rd International
Technical Meeting of The Satellite Division of the Institute of
Navigation (ION GNSS 2010), Portland, OR, 2010,
pp. 3041–3053.
61 P.C. Gómez, “Bayesian signal processing techniques for
GNSS receivers,” PhD dissertation, Universitat Politecnica
de Catalunya, 2009.
62 J.W. Cheong, J. Wu, A.G. Dempster, and C. Rizos,
“Efficient implementation of collective detection,” in
IGNSS symposium, 2011, pp. 15–17.
63 ——, “Assisted-GPS based snap-shot GPS receiver with
FFT-accelerated collective detection: Time synchronisation
and search space analysis,” in Proceeding of the 2012
International Technical Meeting of the Satellite Division of
the Institute of Navigation, 2012.
64 J. Liu, X. Cui, M. Lu, and Z. Feng, “A direct position
tracking loop for GNSS receivers,” in Proceedings of the 24th
International Technical Meeting of The Satellite Division of
the Institute of Navigation (ION GNSS 2011), Portland, OR,
2011, pp. 3634–3643.
65 ——, “Direct position tracking loop based on linearised
signal model for global navigation satellite system
receivers,” IET Radar, Sonar & Navigation, vol. 7, no. 7,
pp. 789–799, 2013.
66 F. D. Nunes, J. M. S. Margal, and F. M. G. Sousa, “Low-
complexity VDLL receiver for multi-GNSS constellations,”
in Proceedings of 5th ESA Workshop on Satellite Navigation
Technologies and European Workshop on GNSS Signals and
Signal Processing (NAVITEC 2010), December 2010,
pp. 1–8.

67 T.H. Cormen, C.E. Leiserson, R.L. Rivest, and C. Stein,
Introduction to Algorithms, MIT press, Cambridge
MA, 1990.
68 P. Closas, C. Fernández-Prades, and J. Fernández-
Rubio, “ML estimation of position in a GNSS receiver
using the SAGE algorithm,” in Proceedings of IEEE
International Conference on Acoustics, Speech and
Signal Processing–ICASSP ’07, vol. 3, April 2007, pp.
III–1045–III–1048.
69 JS. Bhamidipati and G.X. Gao, “ Multi-receiver GPS-based
direct time estimation for PMUs,” in ION GNSS+ 2016,
Portland, OR, 2016.
70 P. Closas and C. Fernández-Prades, “Bayesian nonlinear
filters for direct position estimation,” in Proceedings of
IEEE Aerospace Conference, Big Sky, MT,IEEE, 2010,
pp. 1–12.
71 Y. Ng and G.X. Gao, “Mitigating jamming and meaconing
attacks using direct GPS positioning,” in Proceedings of
IEEE/ION PLANS 2016, Savannah, GA, IEEE/ION, 2016,
pp. 1021–1026.
72 J. Dampf, K. Frankl, and T. Pany, “Optimal particle filter
weight for Bayesian direct position estimation in a GNSS
receiver,” Sensors, vol. 18, no. 8, p. 2736, 2018.
73 K. Strandjord, P. Axelrad, D. Akos, S. Mohiuddin,
“Improved urban navigation with direct positioning and
specular matching,” Proceedings of the 2020 International
Technical Meeting of The Institute of Navigation, San Diego,
California,.2020/1, pp. 787–800
74 T. Lin, J.T. Curran, C. O’Driscoll, and G. Lachapelle,
“Implementation of a navigation domain GNSS signal
tracking loop,” in Proceedings of the 24th International
Technical Meeting of The Satellite Division of the Institute of
Navigation (ION GNSS 2011), Portland, OR, 2011, pp.
3644–3651.
75 R.E. Kalman, “A new approach to linear filtering and
prediction problems,” Journal of Basic Engineering, vol. 82,
no. 1, pp. 35–45, 1960.
76 R. E. Kalman et al., “Contributions to the theory of optimal
control,” Boletín de la Sociedad Matemática Mexicana,
vol. 5, no. 2, pp. 102–119, 1960.
77 P. Closas, C. Fernández-Prades, and J. Fernández-Rubio,
“Bayesian direct position estimation,” in Proceedings of the
21st International Technical Meeting of the Satellite Division
of The Institute of Navigation (ION GNSS 2008), Savannah,
GA, 2008, pp. 183–190.
78 D. Simon and T.L. Chia, “Kalman filtering with state
equality constraints,” IEEE Transactions on Aerospace
and Electronic Systems, vol. 38, no. 1, pp. 128–136,
Jan 2002.
79 F.D. Busse, J.P. How, and J. Simpson, “Demonstration of
adaptive extended Kalman filter for low-earth-orbit
formation estimation using CDGPS,” Navigation,
References 549
Journal of The Institute of Navigation, vol. 50, no. 2,
pp. 79–93, 2003.
80 Mathworks. (2015, jun) State estimation using time-
varying kalman filter. [Online]. Available: http://
www.mathworks.com/help/control/getstart/estimating-
states-of-time-varying-systems-using-kalman-
filters.html
81 Y. Ng and G.X. Gao, “Computationally efficient direct
position estimation via low duty-cycling,” in Proceedings of
the Institute of Navigation GNSS+ conference (ION GNSS+
2016), Portland OR, September 2016.
82 J. Merrill, “Patriot watch vigilance safeguarding America,”
in Presentation Telcordia-NIST-ATIS Workshop
Synchronization Telecommun. Syst. (WSTS’12), 2012.
83 M.G. Amin, P. Closas, A. Broumandan, and J.L. Volakis,
“Vulnerabilities, threats, and authentication in satellite-
based navigation systems [scanning the issue],”
Proceedings of the IEEE, vol. 104, no. 6, pp. 1169–1173,
June 2016.
84 R.T. Ioannides, T. Pany, and G. Gibbons, “Known
vulnerabilities of global navigation satellite systems, status,
and potential mitigation techniques,” Proceedings of the
IEEE, vol. 104, no. 6, pp. 1174–1194, 2016.
85 E.G. Agency, “GNSS Market Report,” GSA, Prague, Czech
Republic, Tech. Rep., May 2017.
86 Y. Ng and G.X. Gao, “Robust GPS-based direct timing
estimation for PMUs,” in Proceedings of IEEE/ION
PLANS 2016, Savannah, GA, IEEE/ION, 2016, pp.
472–476.
87 A. Chu and G.X. Gao, “ GPS multi-receiver direct position
estimation for aerial applications,” IEEE Transactions on
Aerospace and Electronic Systems. vol. 56, no. 1, pp.
249–262, February 2020.
88 S. Bhamidipati and G.X. Gao, “GPS spoofer localization for
PMUs using multi-receiver direct time estimation,” in ION
GNSS+ 2017, Portland, OR, 2017.
89 Y. Ng and G.X. Gao, “ Joint GPS and vision direct position
estimation,” in Proceedings of IEEE/ION PLANS 2016,
Savannah, GA, IEEE/ION, 2016, pp. 380–385.
90 Google Inc. (2016, January) Google Maps. [Online],
Available: https://www.google.com/maps/
91 Google Developers. (2016, January) Google Street View
Image API. [Online],Available: https://developers.google.
com/maps/documentation/streetview/
92 M.A. Fischler and R.C. Bolles, “Random sample consensus:
a paradigm for model fitting with applications to
image analysis and automated cartography,”
Communications of the ACM, vol. 24, no. 6,
pp. 381–395, 1981. [Online]. Available: http://doi.acm.org/
10.1145/358669.358692
93 M. Salarian, A. Manavella, and R. Ansari, “Accurate
localization in dense urban area using Google Street View
550 21 Direct Position Estimation
images,” in SAI Intelligent Systems Conference (IntelliSys),
2015, IEEE, 2015, pp. 485–490.
94 A.R. Zamir and M. Shah, “Accurate image localization
based on Google Maps Street View,” in Proceedings
of 11th European Conference on Computer Vision
(ECCV 2010). Springer Berlin Heidelberg, 2010, pp.
255–268.
95 E. Rublee, V. Rabaud, K. Konolige, and G. Bradski, “ ORB:
An efficient alternative to SIFT or SURF,” in 2011 IEEE
International Conference on Computer Vision (ICCV),
November 2011, pp. 2564–2571.
96 R. Hartley and A. Zisserman, Multiple View Geometry in
Computer Vision, vol. 23, no. 2, Cambridge University
Press, 2005.
97 T. Sattler, B. Leibe, and L. Kobbelt, “Fast image-based
localization using direct 2D-to-3D matching,” in 2011 IEEE
International Conference on Computer Vision (ICCV),
November 2011, pp. 667–674.
98 Z. Wang, A.C. Bovik, H.R. Sheikh, and E.P. Simoncelli,
“Image quality assessment: From error visibility to
structural similarity,” IEEE Transactions on Image
Processing, vol. 13, no. 4, pp. 600–612, 2004.