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Closed-form Algorithms in Hybrid Positioning: Myths and Misconceptions. Niilo Sirola Department of Mathematics Tampere University of Technology, Finland (currently with Taipale Telematics, Finland) niilo.sirola@taipaletelematics.com. Mobile positioning. Given a measurement model
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Closed-form Algorithms in Hybrid Positioning: Myths and Misconceptions Niilo Sirola Department of Mathematics Tampere University of Technology, Finland (currently with Taipale Telematics, Finland) niilo.sirola@taipaletelematics.com Workshop for Positioning, Navigation and Communication 2010
Mobile positioning • Given a measurement model • y = h(x) + v • and the measurements • y • Find the position x that fits the measurements ”best” Workshop for Positioning, Navigation and Communication 2010
Iterative Least Squares • The Gauss-Newton or Taylor series or Iterative/Ordinary/Nonlinear least squares • Usual objections to Gauss-Newton • initial guess: ”Selection of such a starting point is not simple in practice” • convergence is not assured • computational load: ”as LS computation is required in each iteration” Workshop for Positioning, Navigation and Communication 2010
Examples of closed-form methods • geometrically inspired methods – easy to explain and visualise ”replace each intersection with a line then solve the linear LS problem” Workshop for Positioning, Navigation and Communication 2010
Examples of closed-form methods • others are algebraic and more rigorous • sometimes come with a proof • sometimes can be implemeted by the reader Workshop for Positioning, Navigation and Communication 2010
Least-squares vs least-quartic solution • Least-squares solution: • Find x such that ‖y – h(x)‖2 is as small as possible • Least-quartic solution: • ‖y2 – h(x) 2‖2 • easier to solve analytically, but the solution is not least squares solution • -> is non-optimal in variance sense Workshop for Positioning, Navigation and Communication 2010
Closed-form methods? • Some are not even in closed form…. • ”…first assume there is no relationship between x,y, and r1 … The final solution is obtained by imposing the relationship.. via another LS computation” • ”we can first use (14) to obtain an initial solution…” Workshop for Positioning, Navigation and Communication 2010
Testing method • testing range-only methods • 12 by 12 kilometer simulated test field, six ranging beacons • independent and identically distributed Gaussian measurement noise • noise sigma sweeps from 1 m to 10 km • 1000 position fixes with random true position for each noise level Workshop for Positioning, Navigation and Communication 2010
Tested algorithms • Candidate algorithms: • ignore measurements – use the center of stations • simple intersection • range-Bancroft • Gauss-Newton (with and without regularisation) • Cheung (2006) • Beck (2008) • All implemented in Matlab with similar level of optimization Workshop for Positioning, Navigation and Communication 2010
Results: RMS position error Workshop for Positioning, Navigation and Communication 2010
Results: normalized error Workshop for Positioning, Navigation and Communication 2010
Back to the objections against GN… • 1) requires an initial guess • so do several ”closed-form” methods • in practical applications rough position usually known from the context: physical constraints, station positions, etc. • possible to use a closed-form solution as a starting point Workshop for Positioning, Navigation and Communication 2010
2) Convergence not guaranteed • Depends on the quality of the initial guess • Regularisation helps • Sanity checks recommended • - probably should use some with closed-form methods as well! Workshop for Positioning, Navigation and Communication 2010
3) Computational complexity • Matlab on a 1.4GHz Celeron laptop • station mean: instant • simple intersection: 0.3 ms/fix • Bancroft: 0.5 ms/fix • Cheung: 0.8 ms/fix • Beck: 1.2 ms/fix • Gauss-Newton: 1.2 – 1.5 ms/fix Workshop for Positioning, Navigation and Communication 2010
Bonus: flexibility • Closed-form methods: • only ranges: ok • only range differences: ok • mixed ranges and range differences: some choices • range differences + a plane: at least one method • mixed ranges, range differences, planes, etc: … huh? • Gauss-Newton: • combination of any (differentiable) measurements: OK Workshop for Positioning, Navigation and Communication 2010
Conclusions • Gauss-Newton was found to be competitive against several closed-form solutions • Additional bonus points: • Handles also correlated noise • Robust numerics • Gives an error estimates • Extends to time series -> Extended Kalman Filter • Questions? Workshop for Positioning, Navigation and Communication 2010