Alternative formulae for robust Weighted Total Least-Squares solutions for Errors-In-Variables models

Author(s):  
Zhipeng Lv ◽  
Lifen Sui
2016 ◽  
Vol 6 (1) ◽  
Author(s):  
J. Zhao

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.


Author(s):  
Craig M. Shakarji ◽  
Vijay Srinivasan

We present elegant algorithms for fitting a plane, two parallel planes (corresponding to a slot or a slab) or many parallel planes in a total (orthogonal) least-squares sense to coordinate data that is weighted. Each of these problems is reduced to a simple 3×3 matrix eigenvalue/eigenvector problem or an equivalent singular value decomposition problem, which can be solved using reliable and readily available commercial software. These methods were numerically verified by comparing them with brute-force minimization searches. We demonstrate the need for such weighted total least-squares fitting in coordinate metrology to support new and emerging tolerancing standards, for instance, ISO 14405-1:2010. The widespread practice of unweighted fitting works well enough when point sampling is controlled and can be made uniform (e.g., using a discrete point contact Coordinate Measuring Machine). However, we demonstrate that nonuniformly sampled points (arising from many new measurement technologies) coupled with unweighted least-squares fitting can lead to erroneous results. When needed, the algorithms presented also solve the unweighted cases simply by assigning the value one to each weight. We additionally prove convergence from the discrete to continuous cases of least-squares fitting as the point sampling becomes dense.


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