scholarly journals Total Least-Squares Collocation: An Optimal Estimation Technique for the EIV-Model with Prior Information

Mathematics ◽  
2020 ◽  
Vol 8 (6) ◽  
pp. 971
Author(s):  
Burkhard Schaffrin
Keyword(s):  
Least Squares ◽  
Random Effects ◽  
Prior Information ◽  
Optimal Estimation ◽  
Total Least Squares ◽  
Data Matrix ◽  
Estimation Technique ◽  
Least Squares Collocation ◽  
Wide Range ◽  
Least Squares Adjustment

In regression analysis, oftentimes a linear (or linearized) Gauss-Markov Model (GMM) is used to describe the relationship between certain unknown parameters and measurements taken to learn about them. As soon as there are more than enough data collected to determine a unique solution for the parameters, an estimation technique needs to be applied such as ‘Least-Squares adjustment’, for instance, which turns out to be optimal under a wide range of criteria. In this context, the matrix connecting the parameters with the observations is considered fully known, and the parameter vector is considered fully unknown. This, however, is not always the reality. Therefore, two modifications of the GMM have been considered, in particular. First, ‘stochastic prior information’ (p. i.) was added on the parameters, thereby creating the – still linear – Random Effects Model (REM) where the optimal determination of the parameters (random effects) is based on ‘Least Squares collocation’, showing higher precision as long as the p. i. was adequate (Wallace test). Secondly, the coefficient matrix was allowed to contain observed elements, thus leading to the – now nonlinear – Errors-In-Variables (EIV) Model. If not using iterative linearization, the optimal estimates for the parameters would be obtained by ‘Total Least Squares adjustment’ and with generally lower, but perhaps more realistic precision. Here the two concepts are combined, thus leading to the (nonlinear) ’EIV-Model with p. i.’, where an optimal estimation (resp. prediction) technique is developed under the name of ‘Total Least-Squares collocation’. At this stage, however, the covariance matrix of the data matrix – in vector form – is still being assumed to show a Kronecker product structure.

Automatic blind deconvolution with Toeplitz-structured sparse total least squares

Geophysics ◽  
2018 ◽  
Vol 83 (6) ◽  
pp. V345-V357 ◽  
Author(s):  
Nasser Kazemi
Keyword(s):  
Least Squares ◽  
Cross Validation ◽  
Blind Deconvolution ◽  
Real Data ◽  
Total Least Squares ◽  
Data Matrix ◽  
Seismic Survey ◽  
Structural Constraints ◽  
Generalized Cross Validation ◽  
Free Data

Given the noise-corrupted seismic recordings, blind deconvolution simultaneously solves for the reflectivity series and the wavelet. Blind deconvolution can be formulated as a fully perturbed linear regression model and solved by the total least-squares (TLS) algorithm. However, this algorithm performs poorly when the data matrix is a structured matrix and ill-conditioned. In blind deconvolution, the data matrix has a Toeplitz structure and is ill-conditioned. Accordingly, we develop a fully automatic single-channel blind-deconvolution algorithm to improve the performance of the TLS method. The proposed algorithm, called Toeplitz-structured sparse TLS, has no assumptions about the phase of the wavelet. However, it assumes that the reflectivity series is sparse. In addition, to reduce the model space and the number of unknowns, the algorithm benefits from the structural constraints on the data matrix. Our algorithm is an alternating minimization method and uses a generalized cross validation function to define the optimum regularization parameter automatically. Because the generalized cross validation function does not require any prior information about the noise level of the data, our approach is suitable for real-world applications. We validate the proposed technique using synthetic examples. In noise-free data, we achieve a near-optimal recovery of the wavelet and the reflectivity series. For noise-corrupted data with a moderate signal-to-noise ratio (S/N), we found that the algorithm successfully accounts for the noise in its model, resulting in a satisfactory performance. However, the results deteriorate as the S/N and the sparsity level of the data are decreased. We also successfully apply the algorithm to real data. The real-data examples come from 2D and 3D data sets of the Teapot Dome seismic survey.

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

scholarly journals Estimation and Prediction of Vertical Deformations of Random Surfaces, Applying the Total Least Squares Collocation Method

Sensors ◽  
2020 ◽  
Vol 20 (14) ◽  
pp. 3913 ◽  
Author(s):  
Zbigniew Wiśniewski ◽  
Waldemar Kamiński
Keyword(s):  
Least Squares ◽  
Collocation Method ◽  
Random Noise ◽  
Total Least Squares ◽  
Reference Points ◽  
Deformation Analysis ◽  
Control Network ◽  
Least Squares Adjustment ◽  
Random Fluctuations ◽  
Vertical Deformations

This paper proposes a method for determining the vertical deformations treated as random fields. It is assumed that the monitored surfaces are subject not only to deterministic deformations, but also to random fluctuations. Furthermore, the existence of random noise coming from surface’s vibrations is also assumed. Such noise disturbs the deformation’s functional models. Surface monitoring with the use of the geodetic levelling network of a free control network class is carried out. Assuming that, in some cases, the control networks are insufficient in surface’s deformation analysis, additional and non–measurable reference points have been provided. The prediction of these points’ displacements and estimation of the free control network points’ displacement are carried out using the collocation method applying the total least squares adjustment. The proposed theoretical solutions were verified by the simulation methods and on the example of a real control network.

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.

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