Voronoi cells, probabilistic bounds, and hypothesis testing in mixed integer linear models

Although real-valued linear models, whether or not of full rank, have been thoroughly investigated and are well documented, very little is known about statistical and probabilistic aspects of a mixed integer linear model, which arose from space geodesy and serves as the standard starting model for precise positioning using the global positioning system (GPS). Voronoi cells play a fundamental role in the least squares estimation of the integer unknowns of the model. In this paper, we first develop a method to construct Voronoi cells and study how to fit figures of simple shape to a Voronoi cell, both from inside and outside. We then derive a number of new lower and upper bounds on the probability that the integers of the model are correctly estimated. Finally, we discuss the tests of two hypotheses on the integer mean

[1]  P. Teunissen An optimality property of the integer least-squares estimator , 1999 .

[2]  László Lovász,et al.  Factoring polynomials with rational coefficients , 1982 .

[3]  C. Shannon Probability of error for optimal codes in a Gaussian channel , 1959 .

[4]  Leonid Khachiyan,et al.  On the complexity of approximating the maximal inscribed ellipsoid for a polytope , 1993, Math. Program..

[5]  T. H. Mattheiss,et al.  An Algorithm for Determining Irrelevant Constraints and all Vertices in Systems of Linear Inequalities , 1973, Oper. Res..

[6]  J. L Finney,et al.  A procedure for the construction of Voronoi polyhedra , 1979 .

[7]  Peter Teunissen,et al.  An analytical study of ambiguity decorrelation using dual frequency code and carrier phase , 1996 .

[8]  A. R. Crathorne,et al.  Economic Control of Quality of Manufactured Product. , 1933 .

[9]  Emanuele Viterbo,et al.  Computing the Voronoi cell of a lattice: the diamond-cutting algorithm , 1996, IEEE Trans. Inf. Theory.

[10]  Peter Teunissen,et al.  The probability distribution of the ambiguity bootstrapped GNSS baseline , 2001 .

[11]  J. G. Pierce,et al.  Geometric Algorithms and Combinatorial Optimization , 2016 .

[12]  C. A. Rogers,et al.  An Introduction to the Geometry of Numbers , 1959 .

[13]  M. Balinski An algorithm for finding all vertices of convex polyhedral sets , 1959 .

[14]  P. Teunissen A new method for fast carrier phase ambiguity estimation , 1994, Proceedings of 1994 IEEE Position, Location and Navigation Symposium - PLANS'94.

[15]  P. Teunissen Least-squares estimation of the integer GPS ambiguities , 1993 .

[16]  Adrian Bowyer,et al.  Computing Dirichlet Tessellations , 1981, Comput. J..

[17]  Roger Fletcher,et al.  Practical methods of optimization; (2nd ed.) , 1987 .

[18]  G. Lachapelle,et al.  Mixed Integer Observation Models, GPS Decorrelation and Integer Programming , 2003 .

[19]  Karl-Rudolf Koch,et al.  Parameter estimation and hypothesis testing in linear models , 1988 .

[20]  László Babai,et al.  On Lovász’ lattice reduction and the nearest lattice point problem , 1986, Comb..

[21]  G. Ziegler Lectures on Polytopes , 1994 .

[22]  D. F. Watson Computing the n-Dimensional Delaunay Tesselation with Application to Voronoi Polytopes , 1981, Comput. J..

[23]  Stephen P. Boyd,et al.  Integer parameter estimation in linear models with applications to GPS , 1998, IEEE Trans. Signal Process..

[24]  Peiliang Xu Random simulation and GPS decorrelation , 2001 .

[25]  John H. Sheesley,et al.  Quality Engineering in Production Systems , 1988 .

[26]  Anja Vogler,et al.  An Introduction to Multivariate Statistical Analysis , 2004 .

[27]  Bradford W. Parkinson,et al.  Global positioning system : theory and applications , 1996 .

[28]  F. Thorne,et al.  Geometry of Numbers , 2017, Algebraic Number Theory.

[29]  Jerzy K baxsalary A study of the equivalence between a gauss-markoff model and its augmentation by nuisance parameters , 1984 .

[30]  Eldon Hansen,et al.  Global optimization using interval analysis , 1992, Pure and applied mathematics.

[31]  B. Hofmann-Wellenhof,et al.  Galileo or for whom the bell tolls , 2000 .

[32]  A. Stroud Approximate calculation of multiple integrals , 1973 .

[33]  P. Teunissen Success probability of integer GPS ambiguity rounding and bootstrapping , 1998 .

[34]  Peiliang Xu,et al.  Isotropic probabilistic models for directions, planes and referential systems , 2002, Proceedings of the Royal Society of London. Series A: Mathematical, Physical and Engineering Sciences.

[35]  Peiliang Xu,et al.  Voronoi cells, probabilistic bounds, and hypothesis testing in mixed integer linear models , 2006, IEEE Transactions on Information Theory.

[36]  Tomas Gal Zur Identifikation redundanter Nebenbedingungen in linearen Programmen , 1975, Z. Oper. Research.

[37]  B. Fox,et al.  Construction of Voronoi Polyhedra , 1978 .

[38]  Hamdy A. Taha,et al.  Integer Programming: Theory, Applications, and Computations , 1975 .

[39]  Peter Teunissen,et al.  Integer estimation in the presence of biases , 2001 .

[40]  Peiliang Xu A hybrid global optimization method: the multi-dimensional case , 2003 .

[41]  Franklin A. Graybill,et al.  Introduction to the Theory of Statistics, 3rd ed. , 1974 .

[42]  Do Ba Khang,et al.  A new algorithm to find all vertices of a polytope , 1989 .

[43]  Alexander Vardy,et al.  Closest point search in lattices , 2002, IEEE Trans. Inf. Theory.

[44]  P. Teunissen The least-squares ambiguity decorrelation adjustment: a method for fast GPS integer ambiguity estimation , 1995 .

[45]  Claus-Peter Schnorr,et al.  Lattice basis reduction: Improved practical algorithms and solving subset sum problems , 1991, FCT.

[46]  N. J. A. Sloane,et al.  Voronoi regions of lattices, second moments of polytopes, and quantization , 1982, IEEE Trans. Inf. Theory.

[47]  E. Grafarend Mixed Integer-Real Valued Adjustment (IRA) Problems: GPS Initial Cycle Ambiguity Resolution by Means of the LLL Algorithm , 2000, GPS Solutions.

[48]  H.-J. Euler,et al.  On a Measure for the Discernibility between Different Ambiguity Solutions in the Static-Kinematic GPS-Mode , 1991 .

[49]  Stephen E. Fienberg,et al.  Testing Statistical Hypotheses , 2005 .

[50]  Peter Teunissen,et al.  Some remarks on GPS ambiguity resolution. , 1997 .

[51]  徐 培亮,et al.  Mixed Integer Geodetic Observation Models and Integer Programming with Applications to GPS Ambiguity Resolution. , 1998 .

[52]  R. Fletcher Practical Methods of Optimization , 1988 .

[53]  Peter Teunissen The parameter distributions of the integer GPS model , 2002 .

[54]  József Ádám,et al.  Vistas for Geodesy in the New Millennium , 2002 .

[55]  Gerhard Beutler,et al.  Rapid static positioning based on the fast ambiguity resolution approach , 1990 .

[56]  P. Teunissen,et al.  The least-squares ambiguity decorrelation adjustment: its performance on short GPS baselines and short observation spans , 1997 .

[57]  P. Clarke GPS Satellite Surveying , 2007 .

[58]  Miroslav Manas,et al.  Finding all vertices of a convex polyhedron , 1968 .

[59]  L. M. M.-T. Theory of Probability , 1929, Nature.

[60]  A. Neumaier Interval methods for systems of equations , 1990 .

[61]  Pierre A. Devijver,et al.  Computing multidimensional Delaunay tessellations , 1983, Pattern Recognit. Lett..

[62]  J. Wolfowitz,et al.  An Introduction to the Theory of Statistics , 1951, Nature.