Helmert Variance Component Estimation for Robust Total Least Squares
Abstract As for total least squares,it is also common to process different precise of data or different types of data.The weights determined by prior variance are not accurate.And at the same time the condition that there are gross errors in observation data is taken into consideration.For these two problem,the variance component estimation for robust total least squares is proposed.The robust estimation and the Helmert variance component estimation are applied into total least squares.At last,two experiment are carried out to testify.The result of calculation demonstrate that the method proposed in the paper is feasible and effective.
Key words :
total least squares
variance component estimation
gross error;equivalent weights
Cite this article:
TAO Wuyong,LU Tieding,XU Guangyu et al. Helmert Variance Component Estimation for Robust Total Least Squares[J]. jgg, 2017, 37(11): 1193-1197.
TAO Wuyong,LU Tieding,XU Guangyu et al. Helmert Variance Component Estimation for Robust Total Least Squares[J]. jgg, 2017, 37(11): 1193-1197.
URL:
http://www.jgg09.com/EN/ OR http://www.jgg09.com/EN/Y2017/V37/I11/1193
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