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 ...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.展开更多
部分变量误差模型(partial EIV model)的加权整体最小二乘(weighted total least-squares,WTLS)估计不具备抵御粗差的能力。鉴于粗差可能同时出现在观测值和系数矩阵中,本文在提出部分变量误差模型WTLS估计的两步迭代解法的基础上,运用...部分变量误差模型(partial EIV model)的加权整体最小二乘(weighted total least-squares,WTLS)估计不具备抵御粗差的能力。鉴于粗差可能同时出现在观测值和系数矩阵中,本文在提出部分变量误差模型WTLS估计的两步迭代解法的基础上,运用抗差M估计的等价权方法,发展了一种整体抗差最小二乘(TRLS)估计方法,并采用一致最大功效统计量确定降权因子。针对WTLS估计两步迭代解法的特点,设计了两个不同的降权方案:第1个方案是在估计系数矩阵元素时,不对观测值降权,仅对系数矩阵降权;第2个方案是在估计系数矩阵元素时,既对系数矩阵降权,同时也对观测值降权。通过对模拟2D仿射变换和线性拟合实例进行计算和分析,结果表明第1方案优于第2方案,并且优于基于残差和验后单位权方差的抗差估计和现有的变量误差模型抗差估计。展开更多
针对部分变量误差(partial EIV)模型的加权整体最小二乘(weighted total least squares,WTLS)估值的计算需要多次迭代且效率低下的情况,根据加权LS(least square)原理,通过改进目标函数,并运用矩阵微分运算以及矩阵反演变换,提出了一种...针对部分变量误差(partial EIV)模型的加权整体最小二乘(weighted total least squares,WTLS)估值的计算需要多次迭代且效率低下的情况,根据加权LS(least square)原理,通过改进目标函数,并运用矩阵微分运算以及矩阵反演变换,提出了一种计算partial EIV模型WTLS估值的新算法。算例计算结果表明,新算法具有迭代次数少、计算效率高等优点。展开更多
基金supported by the National Natural Science Foundation of China,Nos.41874001 and 41664001Support Program for Outstanding Youth Talents in Jiangxi Province,No.20162BCB23050National Key Research and Development Program,No.2016YFB0501405。
文摘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.
文摘部分变量误差模型(partial EIV model)的加权整体最小二乘(weighted total least-squares,WTLS)估计不具备抵御粗差的能力。鉴于粗差可能同时出现在观测值和系数矩阵中,本文在提出部分变量误差模型WTLS估计的两步迭代解法的基础上,运用抗差M估计的等价权方法,发展了一种整体抗差最小二乘(TRLS)估计方法,并采用一致最大功效统计量确定降权因子。针对WTLS估计两步迭代解法的特点,设计了两个不同的降权方案:第1个方案是在估计系数矩阵元素时,不对观测值降权,仅对系数矩阵降权;第2个方案是在估计系数矩阵元素时,既对系数矩阵降权,同时也对观测值降权。通过对模拟2D仿射变换和线性拟合实例进行计算和分析,结果表明第1方案优于第2方案,并且优于基于残差和验后单位权方差的抗差估计和现有的变量误差模型抗差估计。
文摘针对部分变量误差(partial EIV)模型的加权整体最小二乘(weighted total least squares,WTLS)估值的计算需要多次迭代且效率低下的情况,根据加权LS(least square)原理,通过改进目标函数,并运用矩阵微分运算以及矩阵反演变换,提出了一种计算partial EIV模型WTLS估值的新算法。算例计算结果表明,新算法具有迭代次数少、计算效率高等优点。
