基于等效残差的方差协方差分量估计.pdf

39 4 Vol.39, No.4 2010 8 Acta Geodaetica et Cartographica Sinica Aug.,2010 :1001 1595(2010) 1 1, 2 1, 2 李博峰, 沈云中 , 楼立志 1. , 200092; 2. , 200092 Variancecovariance Component Estimation Based on the Equivalent esiduals 1 1, 2 1, 2 LI Bofeng , SHEN Yunzhong , LOULizhi 1. Department of Surveying and Geoinformatics Engineering, Tongji University, Shanghai 200092, China; 2. Key Laboratory of Advanced Surveying Engineering of SBSM, Shanghai 200092, China Abstract :The development of thevariancecovaria nce component estimation (VCE) theory isfirstly synoptically reviewed inthis paper. Thenthe equivalent residuals are extracted by using orthogonal decomposition and the fundamental equa tions for VCE are established. Based onthat thetwo profound a nd unresolvable problems for VCE theory, namely regional optimalitya nd negative definitionforestimated covariance matrix, are explored and the corresponding possible resolvable schemes and their complexity are analysed. Thirdly, we derive out the Helmert, least squares and MINQUEVCEformulae based onthefundamental equationswiththe given initialvalues, and additionally we also provetheirequivalencewiththe existing VCE formulae. The procedure of derivation is beneficial for us to understand the essence of VCE that all VCE for mulae are identical. Finally, two examplesa re performed toverify the proposedviewpoints. Key words : variancecova riance component estimation; orthogonal decomposition; Helmert VCE; MINQUE; global optimality :首先概括性地阐述方差 协方差分量估计( VCE) 理论的发展历史 研究现状;利用正交分解提取出等效残差, 建 立VCE的基本方程, 在此基础上阐述VCE算法的局部最优特性和可能出现负定协方差阵估计结果等两大问题, 并分析 可能的解决方案及其复杂性;导出初值给定的 Helmert最小二乘和MINQUEVCE 的线性逼近估计公式, 证明基于等效 残差的估计公式 已有VCE 公式等价,各种估计方法在本质上是一致的; 最后,用两 个算例验证本文的观点 :方差 协方差分量估计; 正交分解;Helmert 方差分量估计; 最小范数二次无偏估计; 全局