| PEIV模型WTLS估计的Fisher-Score算法 |
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| 引用本文： | 赵俊,郭飞霄,李琦.PEIV模型WTLS估计的Fisher-Score算法[J].武汉大学学报(信息科学版),2019,44(2):214-220. |
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| 作者姓名： | 赵俊 郭飞霄 李琦 |
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| 作者单位： | 1.西安测绘总站, 陕西 西安, 710054 |
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| 基金项目： | 大地测量与地球动力学国家重点实验室开放基金SKLGED 2017-3-2-E |
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| 摘 要： | 考虑系数矩阵含非随机元素和不同位置含相同随机元素的结构化特征，PEIV（partial errors-in-variables）模型较一般的EIV模型更为严格。现有PEIV模型加权整体最小二乘（weighted total least squares，WTLS）估计算法需多次迭代，影响计算效率。通过利用观测值误差和系数矩阵误差的统计性质构造非线性目标函数，并以此推导了新的PEIV模型WTLS估计的计算公式，同时设计了相应的Fisher-Score算法。算例分析结果表明，相比较而言，Fisher-Score算法迭代次数较少，计算效率得到大大提升。
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| 关 键 词： | PEIV模型 加权整体最小二乘 Fisher-Score算法 |
| 收稿时间： | 2018-02-10 |
Fisher-Score Algorithm of WTLS Estimation for PEIV Model |
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| Institution: | 1.Xi'an Technical Division of Surveying and Mapping, Xi'an 710054, China2.State Key Laboratory of Geodesy and Earth's Dynamics, Wuhan 430077, China3.Xi'an Research Institute of Surveying and Mapping, Xi'an 710054, China |
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| Abstract: | Considering the non-random elements and the same random elements in different locations of coefficient matrix, the partial errors-in-variables(PEIV) model is stricter than general EIV model. However, the existing weighted total least squares (WTLS) algorithm for PEIV model requires more iteration so that the computation efficiency is reduced. Making using of statistical properties of observations errors and coefficient matrix error, this paper deduces a new computational formula of WTLS estimation for PEIV model based on Fisher-Score algorithm. The numerical results show that the Fisher-Score algorithm takes less iterations and the computation efficiency is enormously promoted. |
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