Maximum likelihood estimation in mixed integer linear model with P-norm distribution

The integer parameters must be primarily estimated in the GNSS and INSAR application, which essentially introduces a special mixed integer model with both real- and integer-valued parameters from mathematical point of view. Up to now, all methods for mixed integer model are based on the least square...

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Main Authors: Li, Bofeng, Shen, Y
Format: Journal Article
Published: Beijing Magtech Co. 2010
Subjects:
Online Access:http://hdl.handle.net/20.500.11937/18711
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author Li, Bofeng
Shen, Y
author_facet Li, Bofeng
Shen, Y
author_sort Li, Bofeng
building Curtin Institutional Repository
collection Online Access
description The integer parameters must be primarily estimated in the GNSS and INSAR application, which essentially introduces a special mixed integer model with both real- and integer-valued parameters from mathematical point of view. Up to now, all methods for mixed integer model are based on the least squares criterion. In this paper, the parameter estimation will be investigated in mixed integer model with the P-norm distributed observation noises. First of all, we will employ the maximum likelihood estimation theory to derive the criterion for integer searching, considering the fact that only real parameters can be differentiated but not the integer parameters due to their discrete property, and further verify that least squares based integer searching criterion is just a case with normally distributed noises. Secondly, the approach and iterative procedure are given for estimating p, searching integers and solving real-valued parameters. Finally, the simulated experiments are implemented to verify the correctness of the derived formulae and proposed algorithm.
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institution Curtin University Malaysia
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publishDate 2010
publisher Beijing Magtech Co.
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spelling curtin-20.500.11937-187112017-01-30T12:09:30Z Maximum likelihood estimation in mixed integer linear model with P-norm distribution Li, Bofeng Shen, Y P-norm distribution GNSS Mixed integer model Ambiguity resolution Maximum likelihood estimation The integer parameters must be primarily estimated in the GNSS and INSAR application, which essentially introduces a special mixed integer model with both real- and integer-valued parameters from mathematical point of view. Up to now, all methods for mixed integer model are based on the least squares criterion. In this paper, the parameter estimation will be investigated in mixed integer model with the P-norm distributed observation noises. First of all, we will employ the maximum likelihood estimation theory to derive the criterion for integer searching, considering the fact that only real parameters can be differentiated but not the integer parameters due to their discrete property, and further verify that least squares based integer searching criterion is just a case with normally distributed noises. Secondly, the approach and iterative procedure are given for estimating p, searching integers and solving real-valued parameters. Finally, the simulated experiments are implemented to verify the correctness of the derived formulae and proposed algorithm. 2010 Journal Article http://hdl.handle.net/20.500.11937/18711 Beijing Magtech Co. restricted
spellingShingle P-norm distribution
GNSS
Mixed integer model
Ambiguity resolution
Maximum likelihood estimation
Li, Bofeng
Shen, Y
Maximum likelihood estimation in mixed integer linear model with P-norm distribution
title Maximum likelihood estimation in mixed integer linear model with P-norm distribution
title_full Maximum likelihood estimation in mixed integer linear model with P-norm distribution
title_fullStr Maximum likelihood estimation in mixed integer linear model with P-norm distribution
title_full_unstemmed Maximum likelihood estimation in mixed integer linear model with P-norm distribution
title_short Maximum likelihood estimation in mixed integer linear model with P-norm distribution
title_sort maximum likelihood estimation in mixed integer linear model with p-norm distribution
topic P-norm distribution
GNSS
Mixed integer model
Ambiguity resolution
Maximum likelihood estimation
url http://hdl.handle.net/20.500.11937/18711