A mixed weighted least squares and weighted total least squares adjustment method and its geodetic applications

Survey Review ◽  
2016 ◽  
Vol 48 (351) ◽  
pp. 421-429 ◽  
Author(s):  
Y. Zhou ◽  
X. Fang
2015 ◽  
Vol 141 (2) ◽  
pp. 04014013 ◽  
Author(s):  
Xiaohua Tong ◽  
Yanmin Jin ◽  
Songlin Zhang ◽  
Lingyun Li ◽  
Shijie Liu

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.


2014 ◽  
Vol 4 (1) ◽  
Author(s):  
C. Hu ◽  
Y. Chen ◽  
Y. Peng

AbstractIn the classical geodetic data processing, a non- linear problem always can be converted to a linear least squares adjustment. However, the errors in Jacob matrix are often not being considered when using the least square method to estimate the optimal parameters from a system of equations. Furthermore, the identity weight matrix may not suitable for each element in Jacob matrix. The weighted total least squares method has been frequently applied in geodetic data processing for the case that the observation vector and the coefficient matrix are perturbed by random errors, which are zero mean and statistically in- dependent with inequality variance. In this contribution, we suggested an approach that employ the weighted total least squares to solve the nonlinear problems and to mitigate the affection of noise in Jacob matrix. The weight matrix of the vector from Jacob matrix is derived by the law of nonlinear error propagation. Two numerical examples, one is the triangulation adjustment and another is a simulation experiment, are given at last to validate the feasibility of the developed method.


Survey Review ◽  
2013 ◽  
Vol 46 (334) ◽  
pp. 19-27 ◽  
Author(s):  
S. Jazaeri ◽  
A. R. Amiri-Simkooei ◽  
M. A. Sharifi

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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