The Bayesian detection of discontinuities in a polynomial regression and its application to the cycle-slip problem

This paper deals with the problem of detecting and correcting cycle-slips in Global Navigation Satellite System (GNSS) phase data by exploiting the Bayesian theory. The method is here applied to undifferenced observations, because repairing cycle-slips already at this stage could be a useful pre-processing tool, especially for a network of permanent GNSS stations. If a dual frequency receiver is available, the cycle-slips can be easily detected by combining two phase observations or phase and range observations from a single satellite to a single receiver. These combinations, expressed in a distance unit form, are completely free from the geometry and depend only on the ionospheric effect, on the electronic biases and on the initial integer ambiguities; since these terms are expected to be smooth in time, at least in a short period, a cycle-slip in one or both the two carriers can be modelled as a discontinuity in a polynomial regression. The proposed method consists in applying the Bayesian theory to compute the marginal posterior distribution of the discontinuity epoch and to detect it as a maximum a posteriori (MAP) in a very accurate way. Concerning the cycle-slip correction, a couple of simultaneous integer slips in the two carriers is chosen by maximazing the conditional posterior distribution of the discontinuity amplitude given the detected epoch. Numerical experiments on simulated and real data show that the discontinuities with an amplitude 2 or 3 times larger than the noise standard deviation are successfully identified. This means that the Bayesian approach is able to detect and correct cycle-slips using undifferenced GNSS observations even if the slip occurs by one cycle. A comparison with the scientific software BERNESE 5.0 confirms the good performance of the proposed method, especially when data sampled at high frequency (e.g. every 1 s or every 5 s) are available.