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1.
The matrixt distribution is derived and its properties are shown which are applied for the Bayesian inference in the multivariate linear
model. By this approach hypothesis tests for the multivariate model are derived which are less sensitive than the tests of
the sampling theory. Examples of their application in the analysis of data for the detection of deformations are given. 相似文献
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3.
Existing methods for gross error detection, based on the mean shift model or the variance inflation model, have hardly considered
or taken advantage of the potential prior information on the unknown parameters. This paper puts forward a Bayesian approach
for gross error detection when prior information on the unknown parameters is available. Firstly, based on the basic principle
of Bayesian statistical inference, the Bayesian method—posterior probability method—for the detection of gross errors is established.
Secondly, considering either non-informative priors or normal-gamma priors on the unknown parameters, the computational formula
of the posterior probability is given for both the mean shift model and the variance inflation model, respectively, under
the condition of unequal weight and independent observations. Finally, as an example, a triangulation network is computed
and analyzed, which shows that the method given here is feasible. 相似文献
4.
A Bayesian method for linear, inequality-constrained adjustment and its application to GPS positioning 总被引：7，自引：0，他引：7
One of the typical approaches to linear, inequality-constrained adjustment (LICA) is to solve a least-squares (LS) problem subject to the linear inequality constraints. The main disadvantage of this approach is that the statistical properties of the estimate are not easily determined and thus no general conclusions about the superiority of the estimate can be made. A new approach to solving the LICA problem is proposed. The linear inequality constraints are converted into prior information on the parameters with a uniform distribution, and consequently the LICA problem is reformulated into a Bayesian estimation problem. It is shown that the LS estimate of the LICA problem is identical to the Bayesian estimate based on the mode of the posterior distribution. Finally, the Bayesian method is applied to GPS positioning. Results for four field tests show that, when height information is used, the GPS phase ambiguity resolution can be improved significantly and the new approach is feasible. 相似文献
5.
The liquefaction phenomenon that occurred in the coseismic phase of the May 20, 2012 Emilia (Italy) earthquake (ML 5.9) is investigated. It was induced by the water pressure increase in the buried and confined sand layers. The level-ground liquefaction was the result of a chaotic ground oscillation caused by the earthquake shaking and the observed failures were due to the upward water flow caused by the excess of pore pressures. We exploited the capability of the differential synthetic aperture radar interferometry (DInSAR) technique to detect soil liquefactions and estimate their surface displacements, as well as the high sensitivity to surface changes of complex coherence, SAR backscattering and intensity correlation. To this aim, a set of four COSMO-SkyMed X-band SAR images, covering the period April 1–June 6, 2012, was used. Geological–geotechnical analysis was also performed in order to ascertain if the detected SAR-based surface effects could be due to the compaction induced by liquefaction of deep sandy layers. In this regards, the results obtained from 13 electrical cone penetrometer tests show the presence of a fine to medium sandy layer at depths, ranging between 9 and 13 m, which probably liquefied during the earthquake, inducing vertical displacements between 3 and 16 cm. The quantitative results from geological–geotechnical analysis and the surface punctual effects measured by DInSAR are in good agreement, even if some differences are present, probably ascribable to the local thickness and depth variability of the sandy layer, or to lack of deformation detection due to DInSAR decorrelation. The adopted approach permitted us to define the extent of the areas that underwent liquefaction and to quantify the local subsidence related to these phenomena. The latter achievement provides useful information that must be considered in engineering practices, in terms of expected vertical deformations. 相似文献
6.
基于方差膨胀模型提出并建立了用观测信息的同时利用先验信息判断粗差的Bayes方法。首先,根据Bayes统计推断的基本原理,建立了判断粗差的Bayes方法——后验概率法;然后针对测量平差实际,考虑未知参数的两种先验信息分别给出了非等权独立观测条件下基于该模型的后验概率的计算公式;最后对模拟算例进行了计算和分析。试验结果表明,用给出的探测粗差的Bayes方法是切实可行的。 相似文献
7.
正态-Gamma先验下粗差探测的Bayes方法 总被引：1，自引：0，他引：1
本文主要运用Bayes统计推断的基本原理,提出和建立将观测信息与正态——Gamma先验信息融合、基于综合信息判断粗差的Bayes方法。首先,根据Bayes统计推断的基本原理,建立了判断粗差的Bayes方法——后验概率法,然后针对测量平差实际,考虑未知参数的正态-Gamma先验信息,分别给出了非等权独立观测条件下基于均值漂移模型和方差膨胀模型的后验概率的具体计算公式,并给出了相应的粗差的Bayes估算方法。最后提出了基于后验概率进行粗差探测的实施过程和具体步骤。数值试验的结果表明,本文提出的粗差探测的Bayes方法对多个粗差的同时定位和定值是相当有效的。 相似文献
8.
抗差贝叶斯估计及应用 总被引：3，自引：0，他引：3
当未知参数具有先验期望和方差，且观测值与未知参数先验值均服从正态分布时，最小二乘贝叶斯估计将给出参数的最优解。然而当观测值和参数先验值的实际分布有悖于正态假设时，经典贝叶斯估计使估值偏高。本文基于常用的M估计原理，对三种类型的误差模式，导出了M－LS、LS－M和M－M三种抗差贝叶斯估计解式和影响函数；讨论了相应的计算方法；给出了参数验后方差表达式。 相似文献
9.
多个粗差定位的抗掩盖型Bayes方法 总被引：3，自引：2，他引：1
在综合利用先验信息与观测信息的基础上,提出了多个粗差探测的Bayes方法。为了有效地防止掩盖和湮没现象的发生,在分析掩盖和湮没现象发生原因的基础上,从识别向量的样本相关系数阵的特征结构出发,提出了多个粗差定位的抗掩盖型Bayes方法,并设计了相应的算法——自适应MCMC抽样算法。 相似文献
10.
Peiliang Xu 《Journal of Geodesy》1999,73(1):35-46
The biases and accuracy of the extended Kalman filter (EKF) and a second-order nonlinear filter (SONF) are discussed from
the point of view of a frequentist; these are often derived by applying the relevant conditional quantities to the linear
Kalman algorithm under the Bayesian framework. The EKF and the SONF are biased, although the SONF has been derived in the
hope of improving first-order filters. Unfortunately the biases of the SONF may be magnified further, because the second-order
terms of the relevant Bayesian conditional quantities have never been properly used to derive the SONF from the frequentist
point of view. The variance–covariance matrix of the SONF given in the literature is proven to be incorrect up to the second-order
approximation, and the correct one is derived. Finally, also from the point of view of a frequentist, an alternative, almost
unbiased SONF is proposed, if the randomness of partials is neglected.
Received: 12 July 1997 / Accepted: 5 October 1998 相似文献
11.
遥感成像过程中,地面、大气等诸多要素的不确定性和波段之间的相关性等原因影响了分类精度,导致变化检测的不准确性。为了提高分类精度往往需要引入先验知识。贝叶斯网络是一种新的数据表达和推理模型,对数据没有严格的正态分布前提要求,通过动态地调整先验概率密度,能有效提高分类精度。以北京通州地区1996-05-29和2001-05-19两个时相的陆地卫星Landsat TM遥感影像为例,介绍了基于贝叶斯网络的分类算法,并在此基础上实现了两个时相遥感影像的变化检测。实验结果表明:基于贝叶斯网络分类算法的后分类比较变化检测方法是遥感影像变化检测的一种新的有效方法。 相似文献
12.
一种基于蓝牙室内指纹定位的贝叶斯改进算法 总被引：1，自引：0，他引：1
贝叶斯估计是重要的位置指纹定位算法,但传统的等值贝叶斯先验概率在动态定位中不适用。针对该问题,本文提出了一种基于贝叶斯指纹定位的改进算法。首先,借助陀螺仪获取的航向信息和高斯核函数模型建立概率投票算法,计算先验概率;然后,结合先验概率和信号强度计算待测点位于参考点上的后验概率;最后,选取概率最高的参考点,以概率为权重计算待测点的最或然值。以智能手机为试验对象,在规则路径试验中,改进算法的平均定位误差为1.15 m,定位误差小于2 m的概率为96.1%,不规则路径试验中,平均定位误差为0.50 m,定位误差在1 m的可信度为94.8%;并且改进算法对定位中位置跳变的现象有明显改善,具有较好的稳健性。 相似文献
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14.
Recursive algorithm for fast GNSS orbit fitting 总被引：1，自引：0，他引：1
Gaussian elimination is an efficient and numerically stable algorithm for estimating parameters and their precision. However, before estimating the parameters, it is often prudent to perform statistical tests to achieve the best fitting model. We use Gaussian elimination to select the best fitting model among candidate models. A succinct relationship between the weighted sum of squared residuals and the previous one is revealed by a volume formula. For quick parameter estimation and determination of weighted sum of squared residuals, a recursive elimination algorithm is proposed in the context of Gaussian elimination. In order to improve the model selection efficiency, the parameter estimation and the determination of the weighted sum of squared residuals are carried out in parallel using the proposed recursive elimination algorithm in which the improvement at each recursive stage is judged by the Bayesian information criterion. Ultimately, the computational complexity and numerical stability of the recursive elimination proposed are briefly discussed, and a GNSS orbit interpolation example is used to verify the results. It shows that the proposed recursive elimination algorithm inherits the numerical stability of the Gaussian elimination, and this algorithm can be used to examine the gain from the newly introduced parameter, dynamically assess the fitting model, and fix the optimal model efficiently. The optimal fitting model with the lowest information is very close to the real situation verified by checkpoints. 相似文献
15.
中国地质灾害点多面广,且大多地处高位并被植被覆盖,传统的人工调查排查在一些地区进行地质灾害隐患识别已显得无能为力,这也是近年来绝大多数灾难性地质灾害事件都不在预案点范围内的主要原因。提出通过构建天-空-地一体化的“三查”体系进行重大地质灾害隐患的早期识别,再通过专业监测,在掌握地质灾害动态发展规律和特征的基础上,进行地质灾害的实时预警预报,以此破解“隐患点在哪里”“什么时候可能发生”这一地质灾害防治领域的难题和国家急切需求。“三查”体系首先通过光学遥感和合成孔径雷达干涉测量技术（interferometric synthetic aperture radar,InSAR）实现区域扫面性地质灾害隐患的普查,随后利用机载激光雷达测量技术（light laser detection and ranging,LiDAR）和无人机摄影测量实现高地质灾害风险区段和重大地质灾害隐患的详查,最后采用现场调查、地面与坡体内部监（探）测等手段,实现重大地质灾害隐患的复核确认和排除,即核查。监测预警则是通过InSAR和地面观测手段（如全球导航卫星系统、裂缝计等）,在掌握滑坡崩塌的变形规律和阶段以及时间-空间变形特征的基础上,建立分级综合预警体系,并利用地质灾害实时监测预警系统,逐步实现地质灾害监测预警的实用化和业务化运行。 相似文献
16.
利用“中国地壳运动观测网络(二期)”245个GPS连续观测站及其他站的大量观测结果,采用离震中很远的7个GPS站作为位错参考框架,得到2011年3月11日东日本Mw9.0大地震的同震水平位移和应变。此种参考框架的位移场解,符合弹性位错模型离震中很远且水平位移接近于0的要求,不仅有利于位错模型反演,也有利于合理分析此次大地震同震水平位移的影响范围。地震前后区域参考框架下远场GPS连续观测位移时间序列和同震位移弹性位错模型反演结果表明,东日本大地震同震水平位移既是地震断层破裂的结果,也是远场震前数月或数年水平位移的弹性回跳,据此可以进一步确认这些站震前水平位移前兆异常。由于这些震前异常位移中亦包含了同震位移量(方向相反),因此,弹性位错模型为定量研究大地震前远场地壳运动异常提供了一种理论模型。位错参考框架中的同震位移及其位错模型和区域参考框架的位移时间系列的综合研究有助于对此次大地震地壳运动异常的认识。这种持续时间为数月至数年的弹性形变异常,可以为大地震的中短期预测提供依据。 相似文献
17.
缺失样本的存在会造成GPS时间序列速度估计的不确定性,从而影响GPS时间序列的应用。针对该问题本文提出一种基于高斯模型的样本缺失GPS时间序列重构方法,首先利用高斯概率密度函数对GPS时间序列的先验分布进行建模,在此基础上构建全概率贝叶斯统计模型,采用期望最大(Expectation Maximization,EM)算法对模型参数(隐变量)进行迭代更新并计算其最大似然估计值,最终完成信号重构。分别对随机缺失和分段连续缺失两种情况进行实验分析,结果表明所提方法相对于传统插值方法可以获得更好的重构性能。 相似文献
18.
H. Bâki Iz 《Journal of Geodesy》2006,80(5):259-269
In order to make successful earthquake predictions, detection and monitoring of baseline changes are important for investigating their origins, including precursory crustal deformations in tectonically active areas. In this study, differencing two baselines that run approximately parallel to each other and normal to the expected crustal deformations, and that share a station is proposed for analysis. Differencing reduces common systematic baseline errors, thereby enabling detection of subtle transient systematic changes in the baseline time-series that are otherwise buried in the measurement noise. Mean shift analysis, a well-known statistical technique to determine hether the mean of a stochastic process has shifted using cumulative sum charts, can then be used to locate the change points in the time-series. The application of this method to the differences of concurrently observed very long baseline interferometry (VLBI) and global positioning system (GPS) baselines in the Japanese Keystone project, where periodic and persistent baseline changes are removed, revealed transient variations in the baseline lengths several months prior to the seismic activity in the Izu Islands that started on June 26, 2000. Reproduction of the results using GPS and VLBI, two alternative baseline measurement techniques, validated the accuracy of the proposed approach for detecting previously hidden transient changes in the baseline lengths. 相似文献
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20.
Estimating regional deformation from a combination of space and terrestrial geodetic data 总被引：26，自引：1，他引：25
We discuss an approach for efficiently combining different types of geodetic data to estimate time-dependent motions of stations
in a region of active deformation. The primary observations are analyzed separately to produce loosely constrained estimates
of station positions and coordinate system parameters which are then combined with appropriate constraints to estimate velocities
and coseismic displacements. We define noninteger degrees of freedom to handle the case of finite constraints and stochastic
perturbation of parameters and develop statistical tests for determining compatibility between different data sets. With these
developments, we show an example of combining space and terrestrial geodetic data to obtain the deformation field in southern
California.
Received: 23 January 1997 / Accepted: 30 September 1997 相似文献