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Unscented transformation with scaled symmetric sampling strategy for precision estimation of total least squares

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Abstract

The errors-in-variables (EIV) model is a nonlinear model, the parameters of which can be solved by singular value decomposition (SVD) method or the general iterative algorithm. The existing formulae for covariance matrix of total least squares (TLS) parameter estimates don’t fully consider the randomness of quantities in iterative algorithm and the biases of parameter estimates and residuals. In order to reflect more reasonable precision information for TLS adjustment, the derivative-free unscented transformation with scaled symmetric sampling strategy, i.e. scaled unscented transformation (SUT), is introduced and implemented. In this contribution, we firstly discuss the existing various solutions of TLS adjustment and covariance matrices of TLS parameter estimates and derive the general first-order approximate cofactor matrices of random quantities in TLS adjustment. Secondly, based on the combination of TLS iterative algorithm and calculation process of SUT, we design the two SUT algorithms to calculate the biases and the second-order approximate covariance matrices. Finally, the straight line fitting model and plane coordinate transformation model are used to demonstrate that applying SUT for precision estimation of TLS adjustment is feasible and effective.

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Authors and Affiliations

  1. Faculty of Geomatics, East China University of Technology, 330013, Nanchang, China

    Leyang Wang & Yingwen Zhao

  2. Key Laboratory of Watershed Ecology and Geographical Environment Monitoring, NASG, 330013, Nanchang, China

    Leyang Wang & Yingwen Zhao

  3. Jiangxi Province Key Laboratory for Digital Land, 330013, Nanchang, China

    Leyang Wang

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  1. Leyang Wang
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  2. Yingwen Zhao
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Correspondence to Leyang Wang.

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Wang, L., Zhao, Y. Unscented transformation with scaled symmetric sampling strategy for precision estimation of total least squares. Stud Geophys Geod 61, 385–411 (2017). https://doi.org/10.1007/s11200-016-1113-0

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  • DOI: https://doi.org/10.1007/s11200-016-1113-0

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