Integration for gnss measurement processing

A GNSS receiver comprising:

• a signal processing unit, configured to produce a plurality of GNSS measurements;
• and
• at least one processor, configured to:
• obtain the plurality of GNSS measurements;
• define a state vector, wherein the state vector comprises state variables;
• obtain a posterior probability density for the state vector, wherein the posterior probability density is based on one or more residual error models describing a probability distribution of errors in each of the GNSS measurements, the one or more residual error models including at least one non-Gaussian model, wherein the posterior probability density has a number of dimensions, each dimension corresponding to one of the state variables;
• and
• infer state information based on the posterior probability density, wherein the inferring comprises integrating the posterior probability density,
• wherein the integrating comprises, for one of the state variables:
• dividing a domain of the posterior probability density into a plurality of slices along the dimension associated with said one state variable;
• integrating separately each slice of the plurality of slices to produce a respective integration result for each slice;
• and
• combining the integration results for the slices.