Global Positioning System Reference
In-Depth Information
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The matrix on the left side of (4.170) is a nonsingular matrix if the conditions (4.169)
are linearly independent; i.e., the (u
u matrix B has full row rank, and the rows
are linear-independent of the rows of the design matrix A . A general expression for
the inverse is obtained from
A T PA B T
BO
r)
×
Q B S T
SR
IO
OI
=
(4.171)
This matrix equation gives the following four equations of submatrices:
A T PAQ B +
B T S
=
I
(4.172)
A T PAS T
B T R
+
=
O
(4.173)
[12
BQ B =
O
(4.174)
Lin
2 ——
Lon
PgE
BS T
=
I
(4.175)
Th e solution of these equations requires the introduction of the (u
u matrix E ,
wh ose rows span the null space of the design matrix A or the null space of the normal
m atrix. According to (A.53), there is a matrix E such that
A T PA E T
r)
×
=
O
(4.176)
[12
or
AE T
EA T
=
O
or
=
O
(4.177)
Be cause the rows of B are linearly independent of the rows of A , the (u
r)
m atrix BE T has full rank and thus can be inverted. Multiplying (4.172) by E from the
lef t and using (4.177), we get
r)
×
(u
= EB T 1 E
S
(4.178)
Th is expression also satisfies (4.175). Substituting S into (4.173) gives
A T PAE T BE T 1
B T R
+
=
O
(4.179)
Because of (4.176), this expression becomes
B T R
=
O
(4.180)
Be cause B has full rank, it follows that the matrix R
=
O . Thus,
A T PA B T
BO
1
E T BE T 1
Q B
=
(4.181)
EB T 1 E
O
 
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