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The GNSS integer ambiguities: estimation and validation

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estimator is given by:<br />

n<br />

<br />

Sz,B = x ∈ R n | |c T i L −1 (x − z)| ≤ 1<br />

<br />

, ∀z ∈ Zn<br />

2<br />

i=1<br />

(3.12)<br />

with ci the canonical vector having a one as its ith entry. Note that the bootstrapped<br />

<strong>and</strong> rounded solution become identical if the ambiguity vc-matrix, Qâ, is diagonal.<br />

<strong>The</strong> shape of the pull-in region in the two-dimensional case is a parallelogram, see figure<br />

3.4. For more dimensions it will be the multivariate version of a parallelogram.<br />

3.1.3 Integer least-squares<br />

Optimizing on the <strong>integer</strong> nature of the ambiguity parameters, cf.(Teunissen 1999a),<br />

involves solving a non-st<strong>and</strong>ard least-squares problem, referred to as <strong>integer</strong> least-squares<br />

(ILS) in Teunissen (1993). <strong>The</strong> solution is obtained by solving the following minimization<br />

problem:<br />

min<br />

z,ζ y − Az − Bζ2 Qy , z ∈ Zn , ζ ∈ R p<br />

<strong>The</strong> following orthogonal decomposition can be used:<br />

y − Az − Bζ 2 Qy = ê2Qy + â − z<br />

<br />

(3.2)<br />

2 Qâ + <br />

<br />

(3.3)<br />

ˆb(z) − ζ 2 Qˆb|â <br />

(3.4)<br />

(3.13)<br />

(3.14)<br />

with the residuals of the float solution ê = y − Aâ − Bˆb, <strong>and</strong> the conditional baseline<br />

estimator ˆb(z) = ˆb − Qˆbâ Q −1<br />

â (â − z).<br />

It follows from equation (3.14) that the solution of the minimization problem in equation<br />

(3.13) is solved using the three step procedure described in section 3.1. <strong>The</strong> first term<br />

on the right-h<strong>and</strong> side follows from the float solution (3.2). Taking into account the<br />

<strong>integer</strong> nature of the <strong>ambiguities</strong> means that the second term on the right-h<strong>and</strong> side of<br />

equation (3.14) needs to be minimized, conditioned on z ∈ Z n . This corresponds to<br />

the ambiguity resolution step in (3.3), so that z = ǎ. Finally, solving for the last term<br />

corresponds to fixing the baseline as in equation (3.4). <strong>The</strong>n the last term in equation<br />

(3.14) becomes equal to zero, so that indeed the minimization problem is solved.<br />

<strong>The</strong> <strong>integer</strong> least-squares problem focuses on the second step <strong>and</strong> can now be defined<br />

as:<br />

ǎLS = arg min<br />

z∈Z nâ − z2 Qâ<br />

(3.15)<br />

where ǎLS ∈ Z n is the fixed ILS ambiguity solution. This solution cannot be ’computed’<br />

as with <strong>integer</strong> rounding <strong>and</strong> <strong>integer</strong> bootstrapping. Instead an <strong>integer</strong> search is required<br />

to obtain the solution.<br />

<strong>The</strong> ILS pull-in region Sz,LS is defined as the collection of all x ∈ R n that are closer<br />

to z than to any other <strong>integer</strong> grid point in R n , where the distance is measured in the<br />

32 Integer ambiguity resolution

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