Global Positioning System Reference
In-Depth Information
elements of both matrices Z and Z 1
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1 assures
that the inverse contains only integer elements if Z contains integers. Simply consider
this: if all elements of Z are integers, then this is also true for the cofactor matrix C .
Th erefore, the inverse
are integers. The condition
|
Z
| =±
C T
|
Z 1
=
(7.157)
|
Z
has integer elements because of the condition
|
Z
| =±
1. The latter condition also
im plies that
Z T Q b Z =
Z T |
|
Q z | =
Q b ||
Z
| = |
Q b |
(7.158)
[28
Th e quadratic form also remains invariant with respect to the Z transformation.
Substituting (7.154) and (7.155) in (7.138) and using the inverse of (7.156) gives
Lin
* 2 ——
Lon
*PgE
b
b T
Q b b
b
v T Pv
=
= z
z T Z 1 T Q b Z 1 z
z
(7.159)
= z
z T Q z z
z
Consider the following example with two random integer variables b
[ b 1
b 2 ] T .
=
[28
Le t the respective covariance matrix be
b 1
σ
σ b 1 b 2
Σ b =
(7.160)
b 2
σ b 2 b 1
σ
Z T b utilizes a transformation matrix of the special form
Th e transformation z
=
1
01
Z T
=
(7.161)
z 2 ] T . Note that
where z
=
[
z 1
ˆ
ˆ
|
Z
| =
1. The element
β
is obtained by rounding
int −σ b 1 b 2 /
b 2 . Because
b 2
−σ b 1 b 2 /
is an integer, the
tra nsformed z variables will also be integers. Variance-covariance propagation gives
σ
to the nearest integer
β =
σ
β
β
2
2
2
b 1
2
σ
b 2 +
2
βσ b 1 b 2 + σ
βσ
b 2 + σ b 1 b 2
Z T
Σ z =
Σ b Z
=
(7.162)
βσ
b 2 + σ
σ
b 2
b 1 b 2
b 2 + β
Le t ε denote the change due to the rounding, i.e., ε
= σ b 1 b 2 /
σ
. Using (7.162),
z of the transformed variable z 1 can be written as
the variance
σ
 
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