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f a ( x )=
Q|( 2 ) ( 2 )
1n
2
exp
(12xa) 2
where||denotes
the determinant. The joint PDF of the float and fixed ambiguities is given by:
with s z (x) the indicator function of equation (3.7). For the proof see (Teunissen
2002). The marginal distributions of and a can be recovered from this joint
distribution by integration or summation over respectively x and z. This gives the
following distribution function of the fixed ambiguities:
From this property it follows that all admissible estimators are unbiased:
Another important property is that if a is the correct integer, the probability that this
integer is obtained as solution is always larger than the probability that another
integer is estimated:
Finally, the vc-matrix of the fixed ambiguities follows from equation (3.28) as:
Figure 3.7: The joint and marginal distribution of , a and PDF f(x) (top left);
joint PDF f, (x,z) (top middle); PMF P( = z) (top right); PDF f ,a (x,z) (bottom
middle); PDF f (x) (bottom right).
3.2.2 Success rates
The success rate, P s , equals the probability that the ambiguities are fixed to the
correc integers. It follows from equation (3.28) as:
It is a very important measure, since the fixed solution should only be used if there
is enough confidence in this solution. In Teunissen (1999a) it was proven that:
for any admissible integer estimator a.
Therefore, the ILS estimator is optimal in the class of admissible integer estimators.
Furthermore,
it
was
shown
in
Teunissen
(1998d)
that:
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