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 rand...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.展开更多
A novel multi-observer passive localization algorithm based on the weighted restricted total least square (WRTLS) is proposed to solve the bearings-only localization problem in the presence of observer position erro...A novel multi-observer passive localization algorithm based on the weighted restricted total least square (WRTLS) is proposed to solve the bearings-only localization problem in the presence of observer position errors. Firstly, the unknown matrix perturbation information is utilized to form the WRTLS problem. Then, the corresponding constrained optimization problem is transformed into an unconstrained one, which is a generalized Rayleigh quotient minimization problem. Thus, the solution can be got through the generalized eigenvalue decomposition and requires no initial state guess process. Simulation results indicate that the proposed algorithm can approach the Cramer-Rao lower bound (CRLB), and the localization solution is asymptotically unbiased.展开更多
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 squ...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.展开更多
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 corre...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.展开更多
A new approach called the robust structured total least squares(RSTLS) algorithm is described for solving location inaccuracy caused by outliers in the single-observer passive location. It is built within the weighted...A new approach called the robust structured total least squares(RSTLS) algorithm is described for solving location inaccuracy caused by outliers in the single-observer passive location. It is built within the weighted structured total least squares(WSTLS)framework and improved based on the robust estimation theory.Moreover, the improved Danish weight function is proposed according to the robust extremal function of the WSTLS, so that the new algorithm can detect outliers based on residuals and reduce the weights of outliers automatically. Finally, the inverse iteration method is discussed to deal with the RSTLS problem. Simulations show that when outliers appear, the result of the proposed algorithm is still accurate and robust, whereas that of the conventional algorithms is distorted seriously.展开更多
探讨了水质氨氮、水质总磷校准曲线应用普通最小二乘法(ordinary least square,OLS)和加权最小二乘法(weighted least square,WLS)拟合后对测定结果的不同影响。基于分光光度法测定水质氨氮、水质总磷的检测方法,对一年内两项目分别累计...探讨了水质氨氮、水质总磷校准曲线应用普通最小二乘法(ordinary least square,OLS)和加权最小二乘法(weighted least square,WLS)拟合后对测定结果的不同影响。基于分光光度法测定水质氨氮、水质总磷的检测方法,对一年内两项目分别累计的6条校准曲线进行异方差检验,在检验有异方差现象后,通过加权最小二乘法对曲线进行拟合,对比WLS和OLS两种曲线方程在同一吸光度下推算得值与标准样品值的相对误差绝对值|δ|高低。两项目OLS曲线|δ|值在大多数浓度点都低于WLS曲线|δ|值。在0<|δ|<1范围内两项目OLS曲线|δ|值个数明显较多,|δ|>1范围内两项目WLS曲线|δ|值个数明显较多。针对实验室水质氨氮、水质总磷两项目,即使校准曲线存在异方差,通过OLS拟合的曲线也能较准确地推算结果。展开更多
对比研究加权总体最小二乘(weighted total least-squares,WTLS)方法和混合最小二乘(LS-TLS)方法、最小二乘(least-squares,LS)方法在三维空间小角度直角坐标转换中的适用性。在两套坐标系下坐标测量值均存在误差时,用WTLS方法不但可以...对比研究加权总体最小二乘(weighted total least-squares,WTLS)方法和混合最小二乘(LS-TLS)方法、最小二乘(least-squares,LS)方法在三维空间小角度直角坐标转换中的适用性。在两套坐标系下坐标测量值均存在误差时,用WTLS方法不但可以对观测向量y和系数矩阵A同时修改、将坐标先验精度引入平差计算,而且引入的权阵PA对系数阵A起到固定常数元素而只修改必要数据元素的作用,以得到更合适的参数解。展开更多
基金the financial support of the National Natural Science Foundation of China(Grant No.42074016,42104025,42274057and 41704007)Hunan Provincial Natural Science Foundation of China(Grant No.2021JJ30244)Scientific Research Fund of Hunan Provincial Education Department(Grant No.22B0496)。
文摘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.
基金supported by the Aeronautical Science Foundation of China (20105584004)the Science and Technology on Avionics Integration Laboratory
文摘A novel multi-observer passive localization algorithm based on the weighted restricted total least square (WRTLS) is proposed to solve the bearings-only localization problem in the presence of observer position errors. Firstly, the unknown matrix perturbation information is utilized to form the WRTLS problem. Then, the corresponding constrained optimization problem is transformed into an unconstrained one, which is a generalized Rayleigh quotient minimization problem. Thus, the solution can be got through the generalized eigenvalue decomposition and requires no initial state guess process. Simulation results indicate that the proposed algorithm can approach the Cramer-Rao lower bound (CRLB), and the localization solution is asymptotically unbiased.
基金The research was supported by the National Natural Science Foundation of China(41204003)Scientific Research Foundation of ECIT(DHBK201113)Scientific Research Foundation of Jiangxi Province Key Laboratory for Digital Land(DLLJ201207)
文摘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.
基金supported by the Open Fund of Engineering laboratory of Spatial Information Technology of Highway Geological Disaster Early Warning in Hunan Province(Changsha University of Science & Technology, Grant No:KFJ150602)Hunan Province Science and Technology Program Funded Projects, China (Grant No:2015NK3035)
文摘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.
基金supported by the National Natural Science Foundation of China(61202490)
文摘A new approach called the robust structured total least squares(RSTLS) algorithm is described for solving location inaccuracy caused by outliers in the single-observer passive location. It is built within the weighted structured total least squares(WSTLS)framework and improved based on the robust estimation theory.Moreover, the improved Danish weight function is proposed according to the robust extremal function of the WSTLS, so that the new algorithm can detect outliers based on residuals and reduce the weights of outliers automatically. Finally, the inverse iteration method is discussed to deal with the RSTLS problem. Simulations show that when outliers appear, the result of the proposed algorithm is still accurate and robust, whereas that of the conventional algorithms is distorted seriously.
文摘探讨了水质氨氮、水质总磷校准曲线应用普通最小二乘法(ordinary least square,OLS)和加权最小二乘法(weighted least square,WLS)拟合后对测定结果的不同影响。基于分光光度法测定水质氨氮、水质总磷的检测方法,对一年内两项目分别累计的6条校准曲线进行异方差检验,在检验有异方差现象后,通过加权最小二乘法对曲线进行拟合,对比WLS和OLS两种曲线方程在同一吸光度下推算得值与标准样品值的相对误差绝对值|δ|高低。两项目OLS曲线|δ|值在大多数浓度点都低于WLS曲线|δ|值。在0<|δ|<1范围内两项目OLS曲线|δ|值个数明显较多,|δ|>1范围内两项目WLS曲线|δ|值个数明显较多。针对实验室水质氨氮、水质总磷两项目,即使校准曲线存在异方差,通过OLS拟合的曲线也能较准确地推算结果。
文摘对比研究加权总体最小二乘(weighted total least-squares,WTLS)方法和混合最小二乘(LS-TLS)方法、最小二乘(least-squares,LS)方法在三维空间小角度直角坐标转换中的适用性。在两套坐标系下坐标测量值均存在误差时,用WTLS方法不但可以对观测向量y和系数矩阵A同时修改、将坐标先验精度引入平差计算,而且引入的权阵PA对系数阵A起到固定常数元素而只修改必要数据元素的作用,以得到更合适的参数解。