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The GNSS integer ambiguities: estimation and validation

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matrix D. From equation (3.21) the n intervals that are used for the search follow as:<br />

(ˆz1 − z1) 2 ≤ σ 2 1χ 2<br />

(ˆz 2|1 − z2) 2 ≤ σ 2 2|1 (χ2 − (ˆz1 − z1) 2<br />

) (3.22)<br />

.<br />

σ 2 1<br />

Besides the shape of the search space, also the size is important in order for the search<br />

to be efficient. That means that it should not contain too many <strong>integer</strong> grid points. <strong>The</strong><br />

choice of χ2 should therefore be such that the search space is small but at the same time<br />

such that it is guaranteed that it contains at least one <strong>integer</strong>, or two <strong>integer</strong>s in the<br />

case the solution will be validated, see section 3.5. Since the bootstrapped solution gives<br />

a good approximation of the ILS estimator <strong>and</strong> is easy to compute, <strong>and</strong> by definition<br />

ˆz − ˇzLS2 Qˆz ≤ ˆz − ˇzB 2 , the size of the search space can be chosen as:<br />

Qˆz<br />

χ 2 = (ˆz − ˇzB) T Q −1<br />

ˆz (ˆz − ˇzB) (3.23)<br />

If more than one c<strong>and</strong>idate must be determined, bootstrapping can still be used to set<br />

χ2 . <strong>The</strong> conditional estimates ˆz i|I are then not only rounded to their nearest <strong>integer</strong>, but<br />

also to the second nearest <strong>integer</strong>. In this way n + 1 conditionally rounded <strong>integer</strong>s ˇzB,j<br />

are obtained, for which also the squared norms Rj = ˆz − ˇzB,j2 are determined. <strong>The</strong>y<br />

Qˆz<br />

are collected in a vector (R1 · · · Rn+1) with the ordering Ri ≤ Ri+1, ∀i = 1, . . . , n. If<br />

the requested number of c<strong>and</strong>idates is l ≤ n+1, the size of the search space is chosen as<br />

χ2 = Rl since it is then guaranteed that the search space contains at least l c<strong>and</strong>idates.<br />

Note that this approach to set the size of the search space is different from the one<br />

described in De Jonge <strong>and</strong> Tiberius (1996), which is based on the relation between<br />

the volume of the ellipsoid <strong>and</strong> the number of c<strong>and</strong>idates it contains. This may result<br />

in much larger search spaces. Note, however, that if more than n + 1 c<strong>and</strong>idates are<br />

requested, the approximation based on the volume of the search space must be used.<br />

In Teunissen et al. (1996) it was shown that the volume, Vn, is a good indicator of the<br />

number of <strong>integer</strong>s, Nz, contained in an ellipsoidal region if this number is larger than<br />

a few:<br />

with<br />

Nz ≈ [Vn] (3.24)<br />

Vn = λ n <br />

Un |Qˆz| (3.25)<br />

<strong>and</strong> Un the volume of the unit sphere in Rn which is given as Un = π n<br />

2 /Γ( n<br />

2 +1), where<br />

Γ(x) is the gamma function, see equation (A.11).<br />

Once the size of the search space is set, the actual search can be carried out. In De Jonge<br />

<strong>and</strong> Tiberius (1996), it is described how to do that in an efficient way.<br />

Integer <strong>estimation</strong> 35

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