“…To avoid the complexity of the optimal Kalman gain computation (which is obtained from the prediction and estimation noise covariances, together with the system noise covariance matrices), these typically consider a constant gain KF implementation and then lose the optimality of the filter. Because the actual receiver working conditions are unknown to some extent, solutions based on adaptive KF (AKFs) have been studied in Zhang, Morton, and Miller (2010); Won, Eissfeller, Pany, and Winkel (2012); Won (2014); Susi, Aquino, Romero, Dovis, and Andreotti (2014); Susi, Andreotti, and Aquino (2014); and Xu, Morton, Jiao, and Rino (2017), which aim at sequentially adapting the filter parameters. Notice that the correct estimation of both noise covariance matrices is not possible due to identifiability issues (Vilà‐Valls, Closas, & Fernández‐Prades, 2015a), then typically only the measurement noise is adjusted.…”