附有约束最小二乘配置的信号与观测误差的方差分量估计

Variance components estimation of signals and observation errors for constraint collocation model

介绍方差-协方差分量估计理论的研究和发展情况,讨论最小二乘配置模型信号与观测误差的方差分量估计问题。在实际应用中,考虑到未知参数间存在几何或物理约束,针对附有约束条件最小二乘配置的方差分量估计的问题,基于Helmert方差分量估计原理,导出相应的计算公式。模拟算例结果表明,利用约束条件能够改善方差分量的估计精度,验证方法的有效性。

The development of variance-covariance component estimation theory is briefly reviewed. Besidesthe problem of variance-covariance component estimation of signals and observation errors for collocation model is also discussed. Considering there exit geometric or physical constraints in practical applications, the fundamental equations for the constraint collocation model are established based on the VCE formulae. Finally, one simulated example is performed to verify that the precision of outcomes can be improved through adding constraints. Furthermore, it is demonstrated that the new proposed viewpoint is effective.