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The GNSS integer ambiguities: estimation and validation

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So that:<br />

<br />

<br />

0 = E{g(â)} = g(x)fâ(x)dx = g(x)fâ(x)dx<br />

Thus if the PDF fâ(x + a) is symmetric with respect to the origin, which is true in the<br />

case of normally distributed data, then g(−x) = −g(x) implies unbiasedness.<br />

C.3 Best <strong>integer</strong> equivariant unbiased ambiguity <strong>estimation</strong><br />

<strong>The</strong> least mean square estimator will be considered as the best <strong>integer</strong> equivariant<br />

estimator.<br />

<strong>The</strong>orem C.3.1<br />

ˆS(x) = x −<br />

<br />

(x + z − a)fâ(x + z)<br />

<br />

=<br />

fâ(x + z)<br />

z∈Z n<br />

z∈Z n<br />

<br />

zfâ(x + a − z)<br />

<br />

fâ(x + a − z)<br />

z∈Z n<br />

z∈Z n<br />

(C.3)<br />

is the unique minimizer of S(x)−a 2 Qâ fâ(x)dx within the class of <strong>integer</strong> equivariant<br />

estimators, S(x + z) = S(x) + z<br />

Proof:<br />

Let · 2 = (·) T Q −1<br />

â (·). <strong>The</strong>n:<br />

<br />

S(x) − a 2 fâ(x)dx<br />

<br />

= x − a + g(x) 2 fâ(x)dx<br />

<br />

= x − a 2 <br />

fâ(x)dx + {2g(x) T Q −1<br />

â (x − a) + g(x)2 }fâ(x)dx<br />

154 <strong>The</strong>ory of BIE <strong>estimation</strong>

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