Theory of best integer equivariant estimation for contaminated normal and multivariate t-distribution with applications

Best integer equivariant (BIE) estimators provide minimum mean squared error (MMSE) solutions to the problem of GNSS carrier-phase ambiguity resolution for a wide range of distributions. The associated BIE estimators are universally optimal in the sense that they have an accuracy which is never poorer than that of any integer estimator and any linear unbiased estimator. Their accuracy is therefore always better or the same as that of Integer Least-Squares (ILS) estimators and Best Linear Unbiased Estimators (BLUEs).

Current theory is based on using BIE for the multivariate normal distribution. In this contribution this will be generalized to the contaminated normal distribution and the multivariate t-distribution, both of which have heavier tails than the normal. Their computational formulae are presented and discussed in relation to that of the normal distribution. In addition a GNSS real-data based analysis is carried out to demonstrate the universal MMSE properties of the BIE estimators for GNSS-baselines and associated parameters.

 

Keywords: Integer equivariant (IE) estimation · Best integer equivariant (BIE) · Integer Least-Squares (ILS) . Best linear unbiased estimation (BLUE) · Multivariate contaminated normal · Multivariate t-distribution . Global Navigation Satellite Systems (GNSSs)