Total least squares adjustment in partial errors-in-variables models: algorithm and statistical analysis

2012 ◽  
Vol 86 (8) ◽  
pp. 661-675 ◽  
Author(s):  
Peiliang Xu ◽  
Jingnan Liu ◽  
Chuang Shi
Keyword(s):  
Statistical Analysis ◽  
Least Squares ◽  
Total Least Squares ◽  
Errors In Variables ◽  
Least Squares Adjustment

scholarly journals Scaled weighted total least-squares adjustment for partial errors-in-variables model

2016 ◽  
Vol 6 (1) ◽  
Author(s):  
J. Zhao
Keyword(s):  
Least Squares ◽  
Variance Component ◽  
Maximum Likelihood Method ◽  
Coefficient Matrix ◽  
Total Least Squares ◽  
Likelihood Method ◽  
Errors In Variables ◽  
Weighted Total Least Squares ◽  
Least Squares Adjustment ◽  
Observation Vector

AbstractScaled total least-squares (STLS) unify LS, Data LS, and TLS with a different choice of scaled parameter. The function of the scaled parameter is to balance the effect of random error of coefficient matrix and observation vector for the estimate of unknown parameter. Unfortunately, there are no discussions about how to determine the scaled parameter. Consequently, the STLS solution cannot be obtained because the scaled parameter is unknown. In addition, the STLS method cannot be applied to the structured EIV casewhere the coefficient matrix contains the fixed element and the repeated random elements in different locations or both. To circumvent the shortcomings above, the study generalize it to a scaledweighted TLS (SWTLS) problem based on partial errors-in-variable (EIV) model. And the maximum likelihood method is employed to derive the variance component of observations and coefficient matrix. Then the ratio of variance component is proposed to get the scaled parameter. The existing STLS method and WTLS method is just a special example of the SWTLS method. The numerical results show that the proposed method proves to bemore effective in some aspects.

scholarly journals Modifying Cadzow's algorithm to generate the optimal TLS-solution for the structured EIV-Model of a similarity transformation

2012 ◽  
Vol 2 (2) ◽  
pp. 98-106 ◽  
Author(s):  
B. Schaffrin ◽  
F. Neitzel ◽  
S. Uzun ◽  
V. Mahboub
Keyword(s):  
Least Squares ◽  
Similarity Transformation ◽  
Optimal Solution ◽  
Total Least Squares ◽  
Errors In Variables ◽  
Parameter Adjustment ◽  
Structured Errors

Modifying Cadzow's algorithm to generate the optimal TLS-solution for the structured EIV-Model of a similarity transformationIn 2005, Felus and Schaffrin discussed the problem of a Structured Errors-in-Variables (EIV) Model in the context of a parameter adjustment for a classical similarity transformation. Their proposal, however, to perform a Total Least-Squares (TLS) adjustment, followed by a Cadzow step to imprint the proper structure, would not always guarantee the identity of this solution with the optimal Structured TLS solution, particularly in view of the residuals. Here, an attempt will be made to modify the Cadzow step in order to generate the optimal solution with the desired structure as it would, for instance, also result from a traditional LS-adjustment within an iteratively linearized Gauss-Helmert Model (GHM). Incidentally, this solution coincides with the (properly) Weighted TLS solution which does not need a Cadzow step.

Bias-Corrected Weighted Total Least-Squares Adjustment of Condition Equations

2015 ◽  
Vol 141 (2) ◽  
pp. 04014013 ◽  
Author(s):  
Xiaohua Tong ◽  
Yanmin Jin ◽  
Songlin Zhang ◽  
Lingyun Li ◽  
Shijie Liu
Keyword(s):  
Least Squares ◽  
Total Least Squares ◽  
Weighted Total Least Squares ◽  
Least Squares Adjustment

Total least-squares adjustment of condition equations

2011 ◽  
Vol 55 (3) ◽  
pp. 529-536 ◽  
Author(s):  
Burkhard Schaffrin ◽  
Andreas Wieser
Keyword(s):  
Least Squares ◽  
Total Least Squares ◽  
Least Squares Adjustment

Inverse Problems With Errors in the Independent Variables Errors-in-Variables, Total Least Squares, and Bayesian Inference

2008 ◽  
Author(s):  
A. F. Emery
Keyword(s):  
Bayesian Inference ◽  
Maximum Likelihood ◽  
Inverse Problems ◽  
Least Squares ◽  
Total Least Squares ◽  
Errors In Variables ◽  
Independent Variables ◽  
Error In Variables ◽  
Best Estimates ◽  
Normally Distributed

Most practioners of inverse problems use least squares or maximum likelihood (MLE) to estimate parameters with the assumption that the errors are normally distributed. When there are errors both in the measured responses and in the independent variables, or in the model itself, more information is needed and these approaches may not lead to the best estimates. A review of the error-in-variables (EIV) models shows that other approaches are necessary and in some cases Bayesian inference is to be preferred.

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