A weighted total least squares estimator for multivariable systems with nearly maximum likelihood properties

1998 ◽  
Vol 47 (4) ◽  
pp. 818-822 ◽  
Author(s):  
P. Guillaume ◽  
R. Pintelon ◽  
J. Schoukens
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.


2005 ◽  
Vol 544 (1-2) ◽  
pp. 254-267 ◽  
Author(s):  
M. Schuermans ◽  
I. Markovsky ◽  
Peter D. Wentzell ◽  
S. Van Huffel

2020 ◽  
Vol 2020 ◽  
pp. 1-15
Author(s):  
David Adedia ◽  
Atinuke O. Adebanji ◽  
Simon Kojo Appiah

This study compared a ridge maximum likelihood estimator to Yuan and Chan (2008) ridge maximum likelihood, maximum likelihood, unweighted least squares, generalized least squares, and asymptotic distribution-free estimators in fitting six models that show relationships in some noncommunicable diseases. Uncontrolled hypertension has been shown to be a leading cause of coronary heart disease, kidney dysfunction, and other negative health outcomes. It poses equal danger when asymptomatic and undetected. Research has also shown that it tends to coexist with diabetes mellitus (DM), with the presence of DM doubling the risk of hypertension. The study assessed the effect of obesity, type II diabetes, and hypertension on coronary risk and also the existence of converse relationship with structural equation modelling (SEM). The results showed that the two ridge estimators did better than other estimators. Nonconvergence occurred for most of the models for asymptotic distribution-free estimator and unweighted least squares estimator whilst generalized least squares estimator had one nonconvergence of results. Other estimators provided competing outputs, but unweighted least squares estimator reported unreliable parameter estimates such as large chi-square test statistic and root mean square error of approximation for Model 3. The maximum likelihood family of estimators did better than others like asymptotic distribution-free estimator in terms of overall model fit and parameter estimation. Also, the study found that increase in obesity could result in a significant increase in both hypertension and coronary risk. Diastolic blood pressure and diabetes have significant converse effects on each other. This implies those who are hypertensive can develop diabetes and vice versa.


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