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The GNSS integer ambiguities: estimation and validation

The GNSS integer ambiguities: estimation and validation

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Choose the tolerance ε.<br />

Determine the zero-crossing of the line connecting the limits of the interval:<br />

xk+1 = xk −<br />

xk − xk−1<br />

f(xk) − f(xk−1) f(xk), k = 1, 2, 3, . . .<br />

Compute the function value at xk+1, <strong>and</strong> evaluate whether or not:<br />

|f(xk+1)| < ε<br />

If yes, the root is found, otherwise continue.<br />

A.3.3 False position method<br />

<strong>The</strong> false position method works similar to the secant method, but instead of the most<br />

recent estimates of the root, the false position method uses the most recent estimate<br />

<strong>and</strong> the next recent estimate which has an opposite sign in the function value. <strong>The</strong><br />

procedure is then as follows.<br />

Choose the interval [x − 0 , x+ 0 ] such that f(x−0 )f(x+ 0 ) < 0.<br />

Choose the tolerance ε.<br />

Determine the zero-crossing of the line connecting the limits of the interval:<br />

xk+1 = x +<br />

k −<br />

x +<br />

k<br />

f(x +<br />

k<br />

− x−<br />

k<br />

) − f(x−<br />

k )f(x+<br />

k<br />

), k = 0, 1, 2, . . .<br />

Compute the function value at xk+1, <strong>and</strong> evaluate whether or not:<br />

|f(xk+1)| < ε<br />

If yes, the root is found, otherwise:<br />

<br />

if f(xk+1)f(x +<br />

k ) < 0 : x−<br />

k+1 = xk+1, x +<br />

k+1 = x+<br />

k<br />

else x −<br />

k+1<br />

<strong>and</strong> continue.<br />

A.3.4 Newton-Raphson method<br />

= x−<br />

k<br />

, x+<br />

k+1 = xk+1<br />

<strong>The</strong> Newton-Raphson method determines the slope of the function at the current estimate<br />

of the root <strong>and</strong> uses the zero-crossing of the tangent line as the next reference<br />

point. <strong>The</strong> procedure is as follows.<br />

Choose the initial estimate x0.<br />

Choose the tolerance ε.<br />

Numerical root finding methods 149

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