Algorithms and statistical analysis for linear structured weighted total least squares problem

Weighted total least squares(WTLS)have been regarded as the standard tool for the errors-in-variables(EIV)model in which all the elements in the observation vector and the coefficient matrix are contaminated with random errors.However,in many geodetic applications,some elements are error-free and some random observations appear repeatedly in different positions in the augmented coefficient matrix.It is called the linear structured EIV(LSEIV)model.Two kinds of methods are proposed for the LSEIV model from functional and stochastic modifications.On the one hand,the functional part of the LSEIV model is modified into the errors-in-observations(EIO)model.On the other hand,the stochastic model is modified by applying the Moore-Penrose inverse of the cofactor matrix.The algorithms are derived through the Lagrange multipliers method and linear approximation.The estimation principles and iterative formula of the parameters are proven to be consistent.The first-order approximate variance-covariance matrix(VCM)of the parameters is also derived.A numerical example is given to compare the performances of our proposed three algorithms with the STLS approach.Afterwards,the least squares(LS),total least squares(TLS)and linear structured weighted total least squares(LSWTLS)solutions are compared and the accuracy evaluation formula is proven to be feasible and effective.Finally,the LSWTLS is applied to the field of deformation analysis,which yields a better result than the traditional LS and TLS estimations.

基于TLS的改进子空间投影算法

针对经典MUSIC算法在信源相干、低信噪比、小快拍数等非理想环境下性能失效的问题,提出了一种改进的基于TLS的加权子空间投影算法。首先对阵列接收的数据协方差矩阵进行重构处理,以达到解相干目的;其次充分利用子空间信息,基于总体最小二乘拟合方法对特征值进行拟合修正,基于修正MUSIC算法思想,利用校正后的噪声特征值和信号特征值分别对噪声子空间和信号子空间进行加权处理,得到改进后的噪声子空间和信号子空间,并将两者结合得到新的空间谱函数;最后进行谱峰搜索,完成信号源的波达方向估计。仿真结果表明,改进后的算法既适用于相干信号环境,在低信噪比、小快拍数及信号入射角度间隔较小的情况下,又能有效估计出信源的波达方向。

Properties of the total least squares estimation

Through theoretical derivation, some properties of the total least squares estimation are found. The total least squares estimation is the linear transformation of the least squares estimation, and the total least squares estimation is unbiased. The condition number of the total least squares estimation is greater than the least squares estimation, so the total least squares estimation is easier to be affected by the data error than the least squares estimation. Then through the further derivation, the relationships of solutions, residuals and unit weight variance estimations between the total least squares and the least squares are given.

基于改进平方检测与自适应TLS-ESPRIT的电压闪变参数检测方法

针对新型电力系统下电压闪变包络难以准确提取、闪变参数难以实时估计的问题,通过改进的平方检测法准确提取电压闪变包络,基于相邻奇异值比构建自适应TLS-ESPRIT算法,提取包络信号的频率信息,推导自适应TLSESPRIT算法的闪变频率算式,计算闪变幅值信息,据此提出基于改进平方检测与自适应TLS-ESPRIT的闪变参数检测方法,开发基于虚拟仪器的电压闪变参数检测实验平台。仿真实验表明,所提算法在噪声与谐波干扰下,能有效估计电压闪变参数,并能有效克服单频、多频调幅波调制与电网基频波动的影响。对比传统电压闪变参数检测算法,所提算法计算简单、闪变参数检测误差小。

基于TTLS算法的超声断层成像方法研究

超声医学成像因非侵入式、成本低且实时性好而被广泛应用。超声波动方程具有严重的离散不适定问题,迭代化与正则化结合可以解决这一问题,但重建图像质量较差。为解决这一问题,本文在矩量法基础上,引入Tikhonov-Gaussian方法中的滤波因子,用于校正较小奇异值,将复杂的不适定问题转化为容易求解的最小二乘问题,重构出高质量图像。通过实验数据分析,改进后的截断完全最小二乘算法(truncated total least squares,TTLS)重建质量更高,效果更好,相对误差降低了1.16201%,峰值信噪比提高了0.29132%,信噪比提高了3.0269%,结构相似性提高了1.72531%,图像对比度提高了14.21319%。

ON THE ACCURACY OF THE LEAST SQUARES AND THE TOTAL LEAST SQUARES METHODS

Consider solving an overdetermined system of linear algebraic equations by both the least squares method (LS) and the total least squares method (TLS). Extensive published computational evidence shows that when the original system is consistent. one often obtains more accurate solutions by using the TLS method rather than the LS method. These numerical observations contrast with existing analytic perturbation theories for the LS and TLS methods which show that the upper bounds for the LS solution are always smaller than the corresponding upper bounds for the TLS solutions. In this paper we derive a new upper bound for the TLS solution and indicate when the TLS method can be more accurate than the LS method.Many applied problems in signal processing lead to overdetermined systems of linear equations where the matrix and right hand side are determined by the experimental observations (usually in the form of a lime series). It often happens that as the number of columns of the matrix becomes larger, the

Penalized total least squares method for dealing with systematic errors in partial EIV model and its precision estimation

When the total least squares(TLS)solution is used to solve the parameters in the errors-in-variables(EIV)model,the obtained parameter estimations will be unreliable in the observations containing systematic errors.To solve this problem,we propose to add the nonparametric part(systematic errors)to the partial EIV model,and build the partial EIV model to weaken the influence of systematic errors.Then,having rewritten the model as a nonlinear model,we derive the formula of parameter estimations based on the penalized total least squares criterion.Furthermore,based on the second-order approximation method of precision estimation,we derive the second-order bias and covariance of parameter estimations and calculate the mean square error(MSE).Aiming at the selection of the smoothing factor,we propose to use the U curve method.The experiments show that the proposed method can mitigate the influence of systematic errors to a certain extent compared with the traditional method and get more reliable parameter estimations and its precision information,which validates the feasibility and effectiveness of the proposed method.

Nonlinear total least-squares variance component estimation for GM(1,1)model

The solution of the grey model(GM(1,1)model)generally involves equal-precision observations,and the(co)variance matrix is established from the prior information.However,the data are generally available with unequal-precision measurements in reality.To deal with the errors of all observations for GM(1,1)model with errors-in-variables(EIV)structure,we exploit the total least-squares(TLS)algorithm to estimate the parameters of GM(1,1)model in this paper.Ignoring that the effect of the improper prior stochastic model and the homologous observations may degrade the accuracy of parameter estimation,we further present a nonlinear total least-squares variance component estimation approach for GM(1,1)model,which resorts to the minimum norm quadratic unbiased estimation(MINQUE).The practical and simulative experiments indicate that the presented approach has significant merits in improving the predictive accuracy in comparison with control methods.

Linear-regression models and algorithms based on the Total-Least-Squares principle

In classical regression analysis, the error of independent variable is usually not taken into account in regression analysis. This paper presents two solution methods for the case that both the independent and the dependent variables have errors. These methods are derived from the condition-adjustment and indirect-adjustment models based on the Total-Least-Squares principle. The equivalence of these two methods is also proven in theory.

A Quadratic Constraint Total Least-squares Algorithm for Hyperbolic Location

A novel algorithm for source location by utilizing the time difference of arrival (TDOA) measurements of a signal received at spatially separated sensors is proposed. The algorithm is based on quadratic constraint total least-squares (QC-TLS) method and gives an explicit solution. The total least-squares method is a generalized data fitting method that is appropriate for cases when the system model contains error or is not known exactly, and quadratic constraint, which could be realized via Lagrange multipliers technique, could constrain the solution to the location equations to improve location accuracy. Comparisons of performance with ordinary least-squares are made, and Monte Carlo simulations are performed. Simulation results indicate that the proposed algorithm has high location accuracy and achieves accuracy close to the Cramer-Rao lower bound (CRLB) near the small TDOA measurement error region.

Total least-squares EIO model,algorithms and applications

A functional model named EIO(Errors-In-Observations) is proposed for general TLS(total least-squares)adjustment. The EIO model only considers the correction of the observation vector, but doesn't consider to correct all elements in the design matrix as the EIV(Errors-In-Variables) model does, furthermore, the dimension of cofactor matrix is much smaller. Iterative algorithms for the parameter estimation and their precise covariance matrix are derived rigorously, and the computation steps are also presented. The proposed approach considers the correction of the observations in the coefficient matrix, and ensures their agreements in every matrix elements. Parameters and corrections can be solved at the same time.An approximate solution and a precise solution of the covariance matrix can be achieved by corresponding algorithms. Applications of EIO model and the proposed algorithms are demonstrated with several examples. The results and comparative studies show that the proposed EIO model and algorithms are feasible and reliable for general adjustment problems.

Perturbation Analysis for the Matrix-Scaled Total Least Squares Problem

In this paper, we extend matrix scaled total least squares (MSTLS) problem with a single right-hand side to the case of multiple right-hand sides. Firstly, under some mild conditions, this paper gives an explicit expression of the minimum norm solution of MSTLS problem with multiple right-hand sides. Then, we present the Kronecker-product-based formulae for the normwise, mixed and componentwise condition numbers of the MSTLS problem. For easy estimation, we also exhibit Kronecker-product-free upper bounds for these condition numbers. All these results can reduce to those of the total least squares (TLS) problem which were given by Zheng et al. Finally, two numerical experiments are performed to illustrate our results.

TLS-ESPRIT算法在低频振荡分析中的应用

提出了一种新的电力系统低频振荡模式辨识方法,即基于总体最小二乘法-旋转不变技术的信号参数估计(TLS-ESPRIT)算法。该算法是一种基于子空间的高分辨率信号分析方法,直接以测量数据构成的数据矩阵为基础,把信号空间分解为信号子空间和噪声子空间,能够高精度地辨识电力系统低频振荡的模式,进而可以为设计阻尼控制器提供依据。文中首先简要介绍了TLS-ESPRIT算法的基本理论,然后通过合成信号、4机2区域系统和新英格兰10机39节点系统3个算例,验证了该算法的正确性和有效性,对实现低频振荡在线/离线监测具有应用价值。

TOA模式下TLS辅助泰勒级数展开的蜂窝定位新算法

提出了一种到达时间(time of arrival,TOA)模式下总体最小二乘(total least square,TLS)辅助泰勒级数展开的蜂窝定位新算法。该算法针对泰勒级数展开对初始迭代参考点依赖性强的问题,综合考虑观测量误差和观测站位置误差,利用TLS估计初始参考点,然后在估计值处对观测方程组实施泰勒级数展开,并使用加权最小二乘进行多次迭代运算,实现对移动终端的高精度定位。仿真结果表明,该算法在平均迭代次数和定位精度方面具有接近基于真实位置的泰勒级数展开算法的性能,并且在不同的几何精度因子(geometrical dilution ofprecision,GDOP)下,均具备良好的抗观测量误差和观测站位置误差的特性。

非线性模型的一阶偏导数确定方法及其在TLS精度评定中的应用

基于整体最小二乘(TLS)数据处理理论以及TLS迭代算法,利用泰勒公式确定非线性模型一阶偏导数,推导了其误差量级。并将该方法应用于TLS精度评定,提出了检验结果可靠性的方法,最后通过实验验证了该方法的可行性。

基于模极大值小波域和TLS-ESPRIT的振荡瞬态识别方法

对于电能质量扰动检测和定位中振荡瞬态的检测、识别,目前普遍采用的是时频特征矢量提取和智能模式识别方法,此类方法无法准确提取电能质量振荡瞬态信号不同频率分量的组成。结合模极大值小波域和总体最小二乘法旋转不变技术的信号参数估计(total least squares-estimation of signal parameters via rotational invariancete chniques,TLS-ESPRIT)可以很好地实现振荡信号的检测与识别。对于输入信号,首先采用模极大值小波域检测振荡发生的起始时刻和终止时刻,然后利用振荡时间间隔内的信号建立观测空间矩阵,通过奇异值分解和总体最小二乘法实现特征值截尾,将采样信号观测空间分解为信号子空间和噪声子空间,得到振荡信号每个构成频率分量的相应参数。仿真结果证实了所提出方法的可行性。

TLS-ESPRIT技术在电力系统谐波检测的应用

随着电力系统的发展以及非线性电力元件的大量应用,电网中的谐波状况更加复杂化。文中将总体最小二乘法-旋转矢量不变技术TLS-ESPRIT应用于电力系统谐波、间谐波的检测。该方法把含噪的谐波、间谐波信号进行采样,形成HANKEL矩阵,对HANKEL矩阵进行奇异值分解,信号划分为信号子空间和噪声子空间,然后通过总体最小二乘法进行谐波、间谐波参数的有效提取,兼具消噪的能力。数值分析结果表明该方法准确有效。

基于奇异值分解和TLS-ESPRIT的电能质量扰动信号检测方法

为了能有效地改善电能质量,准确地对电能质量扰动信号的发生及结束时间以及其特征参数进行检测是其前提。文章提出将奇异值分解与TLS-ESPRIT算法相结合来对暂态电能质量扰动进行检测。首先利用基于奇异值分解的方法对暂态电能质量信号进行定位,可以得到较为准确的定位效果。然后以定位点为界,向前及向后各取一个周期的采样信号,对得到的信号利用TLS-ESPRIT算法进行计算,可以估算得到信号的幅值、频率等特征参数。利用这些参数可进一步对扰动类型进行判别。仿真实验结果表明,该方法仅需较短的采样信号,对电压暂降、电压暂升、频率偏差、谐波、谐波加暂降、暂态振荡等多种电能质量扰动信号有较高精度的检测效果。

基于SSI-TLS法的同步电机参数辨识

提出基于随机子空间和总体最小二乘相结合的同步电机参数识别新方法。根据同步电机三相短路后a相电流的时间序列,由随机子空间法辨识出电流各分量的频率和衰减因子;再由总体最小二乘法求得各分量的幅值,据此辨识得同步电机各参数。仿真算例表明了文中提出的方法可用于同步电机的参数辨识,并通过与现有方法的对比表明该法可提高参数辨识的精度。

基于WTLS的井筒变形监测算法及方案设计

针对基于最小二乘的常规井筒变形监测算法中,系数矩阵往往包含观测值误差影响,难以解算出井筒变形最优解,提出一种抗差加权整体最小二乘算法。该算法通过同时对待求参数和系数矩阵进行估计,克服常规最小二乘系数矩阵受观测值随机误差影响;同时结合IGGⅢ三段权函数抗差因子,调整各观测值权函数,消除观测值粗差对最终变形估计值的影响,得到最优的井筒变形值。最后分别采用模拟和实测井筒数据对算法进行了验证,结果表明:当观测值含有随机误差时,整体最小二乘算法优于最小二乘,但都无法抵御观测粗差影响;抗差加权整体最小二乘算法可以有效抵御观测粗差,修正观测随机误差影响,且精度优于抗差最小二乘;采用抗差加权整体最小二乘算法对实测井筒变形数据进行解算结果与实际相符,可以增强变形监测结果的可靠性,提高井筒变形量精度。