共查询到20条相似文献，搜索用时 31 毫秒
1.
Khosro Moghtased-Azar Ramin Tehranchi Ali Reza Amiri-Simkooei 《Journal of Geodesy》2014,88(5):427-439
A typical problem of estimation principles of variance and covariance components is that they do not produce positive variances in general. This caveat is due, in particular, to a variety of reasons: (1) a badly chosen set of initial variance components, namely initial value problem (IVP), (2) low redundancy in functional model, (3) an improper stochastic model, and (4) data’s possibility of containing outliers. Accordingly, a lot of effort has been made in order to design non-negative estimates of variance components. However, the desires on non-negative and unbiased estimation can seldom be met simultaneously. Likewise, in order to search for a practical non-negative estimator, one has to give up the condition on unbiasedness, which implies that the estimator will be biased. On the other hand, unlike the variance components, the covariance components can be negative, so the methods for obtaining non-negative estimates of variance components are not applicable. This study presents an alternative method to non-negative estimation of variance components such that non-negativity of the variance components is automatically supported. The idea is based upon the use of the functions whose range is the set of all positive real numbers, namely positive-valued functions (PVFs), for unknown variance components in stochastic model instead of using variance components themselves. Using the PVF could eliminate the effect of IVP on the estimation process. This concept is reparameterized on the restricted maximum likelihood with no effect on the unbiasedness of the scheme. The numerical results show the successful estimation of non-negativity estimation of variance components (as positive values) as well as covariance components (as negative or positive values). 相似文献
2.
This paper develops an estimator for higher-order spatial autoregressive panel data error component models with spatial autoregressive disturbances, SARAR(R,S). We derive the moment conditions and optimal weighting matrix without distributional assumptions for a generalized moments (GM) estimation procedure of the spatial autoregressive parameters of the disturbance process and define a generalized two-stage least squares estimator for the regression parameters of the model. We prove consistency of the proposed estimators, derive their joint asymptotic distribution, and provide Monte Carlo evidence on their small sample performance. 相似文献
3.
Martin Salzmann 《Journal of Geodesy》1995,69(2):81-91
The real-time operation of (integrated) navigation systems requires that also the quality control is executed in real-time. After a model error has been detected and identified, the bias in the state estimate caused by the model error has to be eliminated in real-time as well. This real-time recovery from errors is called adaptation. Adaptation is the last step of the detection, identification, and adaptation (DIA) procedure. The DIA procedure operates parallel to a Kalman filter. The optimal adaptation equations are derived, and it is shown how adaptation can be performed for outliers and slips. Adaptation for outliers requires only a single adaptation step. The performance of the adaptation procedure is illustrated by means of an example related to offshore positioning. It is shown that the adaptation procedure operates excellently for outliers and adequately for slips. 相似文献
4.
线阵推扫式影像外定向的一种新算法 总被引：4，自引：2，他引：2
线阵推扫式影像外方位元素间的强相关性,导致法方程病态,外方位元素的最小二乘估计值误差较大.本文提出采用岭-压缩组合估计解决线阵列推扫式影像的外定向问题.该算法是综合岭估计和压缩估计的一种新有偏算法,它通过对最小二乘估计值的不同分量进行不同比例的压缩使估计值最优.文中采用10 m分辨率的SPOT 1全色影像和2.5 m分辨率的SPOT 5全色影像进行实验,并与商业遥感软件Erdas的实验结果进行比较.研究结果表明该算法能有效地克服线阵推扫式影像外方位元素间的相关性,定位精度较高,定向点精度在1个像素内,检查点精度在1.5个像素内,达到Erdas软件的定位精度. 相似文献
5.
Integer aperture bootstrapping: a new GNSS ambiguity estimator with controllable fail-rate 总被引：1，自引：0，他引：1
P.J.G. Teunissen 《Journal of Geodesy》2005,79(6-7):389-397
In this contribution, we introduce a new bootstrap-based method for Global Navigation Satellite System (GNSS) carrier-phase ambiguity resolution. Integer bootstrapping is known to be one of the simplest methods for integer ambiguity estimation with close-to-optimal performance. Its outcome is easy to compute due to the absence of an integer search, and its performance is close to optimal if the decorrelating Z-transformation of the LAMBDA method is used. Moreover, the bootstrapped estimator is presently the only integer estimator for which an exact and easy-to-compute expression of its fail-rate can be given. A possible disadvantage is, however, that the user has only a limited control over the fail-rate. Once the underlying mathematical model is given, the user has no freedom left in changing the value of the fail-rate. Here, we present an ambiguity estimator for which the user is given additional freedom. For this purpose, use is made of the class of integer aperture estimators as introduced in Teunissen (2003). This class is larger than the class of integer estimators. Integer aperture estimators are of a hybrid nature and can have integer outcomes as well as non-integer outcomes. The new estimator is referred to as integer aperture bootstrapping. This new estimator has all the advantages known from integer bootstrapping with the additional advantage that its fail-rate can be controlled by the user. This is made possible by giving the user the freedom over the aperture of the pull-in region. We also give an exact and easy-to-compute expression for its controllable fail-rate. 相似文献
6.
When processing observational data from global navigation satellite systems (GNSS), the carrier phase measurements are generally
assumed to follow a normal distribution. Although full knowledge of the probability distribution of the observables is not
required for parameter estimation, for example when using the least-squares method, the distributional properties of GNSS
observations play a key role in quality control procedures, such as outlier and cycle-slip detection, in ambiguity resolution,
as well as in the reliability assessment of estimation results. In addition, when applying GNSS positioning under critical
observation conditions with respect to multipath and atmospheric effects, the validity of the normal distribution assumption
of GNSS observables certainly comes into doubt. This paper illustrates the discrepancies between the normal distribution assumption
and reality, based on a large and representative data set of GPS phase measurements covering a range of factors, including
multipath impact, baseline length, and atmospheric conditions. The statistical inferences are made using the first through
fourth sample moments, hypothesis tests, and graphical tools such as histograms and quantile–quantile plots. The results show
clearly that multipath effects, in particular the near-field component, produce the dominant influence on the distributional
characteristics of GNSS observables. Additionally, using surface meteorological data, considerable correlations between distributional
deviations from normality on the one hand and atmospheric relative humidity on the other are detected. 相似文献
7.
Integer GNSS ambiguity resolution involves estimation and validation of the unknown integer carrier phase ambiguities. A problem
then is that the classical theory of linear estimation does not apply to the integer GPS model, and hence rigorous validation
is not possible when use is made of the classical results. As with the classical theory, a first step for being able to validate
the integer GPS model is to make use of the residuals and their probabilistic properties. The residuals quantify the inconsistency
between data and model, while their probabilistic properties can be used to measure the significance of the inconsistency.
Existing validation methods are often based on incorrect assumptions with respect to the probabilistic properties of the parameters
involved. In this contribution we will present and evaluate the joint probability density function (PDF) of the multivariate
integer GPS carrier phase ambiguity residuals. The residuals and their properties depend on the integer estimation principle
used. Since it is known that the integer least-squares estimator is the optimal choice from the class of admissible integer
estimators, we will only focus on the PDF of the ambiguity residuals for this estimator. Unfortunately the PDF cannot be evaluated
exactly. It will therefore be shown how to obtain a good approximation. The evaluation will be completed by some examples. 相似文献
8.
Summary Time varying coordinates of points of a geodetic network are indirectly measured by a group of measurement devices with different characteristics of accuracy in several epochs. The design of the measurement is the same in all epochs. The ratio of the characteristics of accuracy is a priori unknown. The aim is to determine an estimator of the parameters of functions modelling changes of the coordinates, confidence regions of these functions and to construct a procedure for testing linear hypotheses on time varying coordinates of a geodetic network. As the characteristics of accuracy are a priori unknown, the problem of their estimation has to be solved simultaneously. The research of rules of recent crustal movements leads to studying the mentioned model. 相似文献
9.
Gauss-Markov模型参数的岭型广义逆估计及其优良性 总被引：1，自引：0，他引：1
本文继续文献 [10 ]的工作 ,进一步讨论了测量平差 Gauss- Markov模型参数岭型广义逆估计的若干性质 ,如允许性、优效性、相对效率、抗干扰性等等 ,得到了许多重要结论。计算结果表明 ,在设计阵呈病态时 ,岭型广义逆估计确能明显改善 L S估计 相似文献
10.
本文继续文献 [10 ]的工作 ,进一步讨论了测量平差 Gauss- Markov模型参数岭型广义逆估计的若干性质 ,如允许性、优效性、相对效率、抗干扰性等等 ,得到了许多重要结论。计算结果表明 ,在设计阵呈病态时 ,岭型广义逆估计确能明显改善 L S估计 相似文献
11.
12.
Least-squares variance component estimation 总被引：19，自引：15，他引：4
Least-squares variance component estimation (LS-VCE) is a simple, flexible and attractive method for the estimation of unknown
variance and covariance components. LS-VCE is simple because it is based on the well-known principle of LS; it is flexible
because it works with a user-defined weight matrix; and it is attractive because it allows one to directly apply the existing
body of knowledge of LS theory. In this contribution, we present the LS-VCE method for different scenarios and explore its
various properties. The method is described for three classes of weight matrices: a general weight matrix, a weight matrix
from the unit weight matrix class; and a weight matrix derived from the class of elliptically contoured distributions. We
also compare the LS-VCE method with some of the existing VCE methods. Some of them are shown to be special cases of LS-VCE.
We also show how the existing body of knowledge of LS theory can be used to one’s advantage for studying various aspects of
VCE, such as the precision and estimability of VCE, the use of a-priori variance component information, and the problem of
nonlinear VCE. Finally, we show how the mean and the variance of the fixed effect estimator of the linear model are affected
by the results of LS-VCE. Various examples are given to illustrate the theory. 相似文献
13.
一个新的GNSS模糊度估计类 总被引：2，自引：0，他引：2
P.J.G.Teunissen 《武汉大学学报(信息科学版)》2004,29(9):757-762
介绍了一类新的GNSS模糊度估计。因为该类遵循移去一恢复原理，称之为整数等变估计类。本文将说明整数等变估计类较整数估计类和线性无偏估计类的范围要大，同时给出一个相当有用的整数等变估计类的表达式。这个表达式揭示了整数等变估计类的结构，并显示该表达式如何在浮点解的基础上实现整数等变估计。最后还提出最优整数估计。 相似文献
14.
15.
16.
The parameter distributions of the integer GPS model 总被引：6，自引：0，他引：6
P. J. G. Teunissen 《Journal of Geodesy》2002,76(1):41-48
A parameter estimation theory is incomplete if no rigorous measures are available for describing the uncertainty of the parameter
estimators. Since the classical theory of linear estimation does not apply to the integer GPS model, rigorous probabilistic
statements cannot be made with reference to the classical results. The fact that integer parameters are involved in the estimation
process forces a reappraisal of the propagation of uncertainty. It is with this purpose in mind that the joint and marginal
distributional properties of both the integer and non-integer parameters of the GPS model are determined. These joint distributions
can also be used to determine the distribution of functions of the parameters. As an important example, the distribution of
the vector of ambiguity residuals is determined.
Received: 30 January 2001 / Accepted: 31 July 2001 相似文献
17.
方差—协方差分量极大似然估计的通用公式 总被引：6，自引：1，他引：6
本文由概括平差函数模型出发，按极大似然做估计原则导出了适用于所有平差函数模型的方差分量估计的通用公式，由Ｋ．Ｋｕｂｉｋ和Ｃ．Ｒ．Ｋｏｃｈ所导出的两个公式都是它的特例。 相似文献
18.
抗差主成分估计及应用 总被引：3，自引：0，他引：3
本文基于抗差估计和主成分估计理论，提出一种新的估计－抗差主成分估计，推导了参数的抗差主成分解，并结合算例进行了试算。结果表明：抗差主成分估计不仅可以解除法方程系数降的病态，而且对于抑制观测粗差的影响也有显著功效。 相似文献
19.
精密单点定位模糊度固定可以显著提升定位精度,钟差解耦模型作为一种重要的模糊度固定模型,却鲜有文献对其进行研究。本文首先给出了基于钟差解耦模型的用于模糊度固定的产品估计策略,分析了传统的消电离层模型和钟差解耦模型钟差重构形式的差异,导出了提取卫星码偏差的钟差估计模型。然后,深入研究了钟差解耦模型在钟差估计收敛速度等方面的优势。不同于其他模型将宽巷模糊度偏差视为天内常数,钟差解耦模型逐历元估计该偏差项,基于此展开对宽巷模糊度偏差天内时变特性的研究。最后,评价了解耦钟差的精度,并利用解耦钟差产品进行精密单点定位模糊度固定试验。结果表明,相比于提取卫星码偏差的卫星钟差估计模型,钟差解耦模型在钟差估计中的收敛速度更快,钟差产品更加稳定;宽巷模糊度偏差在天内较为稳定;解耦钟差产品具有较高的精度,相比于传统消电离层组合模型,基于该产品的精密单点定位模糊度固定可显著提升定位精度。 相似文献
20.
通用EIV平差模型及其加权整体最小二乘估计 总被引：1，自引：1，他引：0
以平差基本理论为基础,提出了EIV(errors-in-variables)平差模型的通用形式,涵盖了间接平差、条件平差、附有参数的条件平差及附有限制条件的间接平差等基本EIV模型形式。基于整体最小二乘估计准则,研究了通用EIV模型的加权整体最小二乘算法,并推导了估计结果的近似精度公式。通用EIV模型及其整体最小二乘算法是对EIV模型估计理论的进一步完善,统一的整体最小二乘算法有利于软件的编程实现,有助于推动EIV模型估计理论的应用。 相似文献