• DocumentCode
    307054
  • Title

    Integer parameter estimation in linear models with applications to GPS

  • Author

    Hassibi, Arash ; Boyd, Stephen

  • Author_Institution
    Inf. Syst. Lab., Stanford Univ., CA, USA
  • Volume
    3
  • fYear
    1996
  • fDate
    11-13 Dec 1996
  • Firstpage
    3245
  • Abstract
    We consider parameter estimation in linear models when some of the parameters are known to be integers. Such problems arise, for example, in positioning using phase measurements in the global positioning system (GPS.) Given a linear model, we address two problems: (1) The problem of estimating the parameters. (2) The problem of verifying the parameter estimates. Under Gaussian measurement noise: Maximum likelihood estimates of the parameters are given by solving an integer least-squares problem (theoretically, this problem is very difficult to solve (NP-hard)); and Verifying the parameter estimates (computing the probability of correct integer parameter estimation) is related to computing the integral of a Gaussian PDF over the Voronoi cell of a lattice (this problem is also very difficult computationally). However, by using a polynomial-time algorithm due to Lenstra, Lenstra, and Lovasz (LLL algorithm), the integer least-squares problem associated with estimating the parameters can be solved efficiently in practice; and sharp upper and lower bounds can be found on the probability of correct integer parameter estimation. We conclude the paper with simulation results that are based on a GPS setup
  • Keywords
    Global Positioning System; computational complexity; least squares approximations; parameter estimation; probability; GPS; Gaussian PDF; Gaussian measurement noise; NP-hard problem; Voronoi cell; global positioning system; integer least-squares problem; integer parameter estimation; maximum likelihood estimates; parameter estimate verification; phase measurements; polynomial-time algorithm; probability; sharp lower bounds; sharp upper bounds; Gaussian noise; Global Positioning System; Information systems; Laboratories; Lattices; Maximum likelihood estimation; Noise measurement; Parameter estimation; Phase measurement; Polynomials;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 1996., Proceedings of the 35th IEEE Conference on
  • Conference_Location
    Kobe
  • ISSN
    0191-2216
  • Print_ISBN
    0-7803-3590-2
  • Type

    conf

  • DOI
    10.1109/CDC.1996.573639
  • Filename
    573639