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The GNSS integer ambiguities: estimation and validation

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<strong>The</strong> optimization problem of (5.49) is thus equivalent to:<br />

or to<br />

max(Ps<br />

+ Pf ) subject to: Pf = β (5.54)<br />

Ω0<br />

max<br />

Ω<br />

<br />

fâ(x)dx subject to:<br />

Ω<br />

<br />

fâ(x)(1−sa(x))dx = β, Ω = Ω+z, z ∈ Z n (5.55)<br />

Ω<br />

Lemma 5.6.1 can now be applied to obtain the following result:<br />

Ω = {x ∈ R n | <br />

fâ(x + z) ≥ λ <br />

fâ(x + z)(1 − sa(x + z))}<br />

<strong>The</strong>refore<br />

z∈Z n<br />

z∈Z n<br />

Ω0 = Ω ∩ S0<br />

= {x ∈ R n | <br />

fâ(x + z) ≥ λ( <br />

fâ(x + z) − fâ(x + a)), x ∈ S0}<br />

z∈Z n<br />

z∈Z n<br />

= {x ∈ R n | <br />

fâ(x + z) ≤ λ<br />

λ − 1 fâ(x + a), x ∈ S0}<br />

z∈Z n<br />

This ends the proof of (5.50).<br />

<strong>The</strong> best choice for S0 is the ILS pull-in region. <strong>The</strong> reason is that Ps + Pf is independent<br />

of S0, but Ps <strong>and</strong> Pf are not. <strong>The</strong>refore, any choice of S0 which makes Ps<br />

larger, automatically makes Pf smaller. So indeed the best choice for S0 follows from:<br />

max<br />

S0<br />

<br />

Ω∩S0<br />

fâ(x + a)dx subject to Ω = Ω + z, ∀z ∈ Z n<br />

as the ILS pull-in region, see (Teunissen 1999a).<br />

Recall that <br />

fâ(x + z)s0(x) = fˇɛ(x). It follows thus that the aperture space is<br />

z∈Z n<br />

defined in the same way as for PIA <strong>estimation</strong>, only that µ does not depend on the<br />

penalties anymore, but on the choice of Pf = β. This new approach will be referred to<br />

as Optimal IA <strong>estimation</strong> (OIA <strong>estimation</strong>).<br />

In practice it will be difficult to compute µ for a certain choice of the fail rate. Instead,<br />

one could use the following upper bound:<br />

β = Pf = <br />

<br />

fâ(x + z)dx<br />

z∈Zn \{a} Ω0<br />

<br />

<br />

≤ (µ − 1)fâ(x + a)dx = (µ − 1) fâ(x)dx<br />

Ω0<br />

<br />

≤ (µ − 1) fâ(x)dx ≤ (µ − 1)Ps,LS<br />

Sa<br />

Ωa<br />

(5.56)<br />

Optimal Integer Aperture <strong>estimation</strong> 113

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