Robust estimation for correlated observations: two local sensitivity-based downweighting strategies

被引:0
作者
Jianfeng Guo
Jikun Ou
Haitao Wang
机构
[1] Information Engineering University,Department of Mathematics and Physics
[2] Institute of Geodesy and Geophysics,Key Laboratory of Geodynamics
[3] Chinese Academy of Sciences,undefined
来源
Journal of Geodesy | 2010年 / 84卷
关键词
Robust estimation; Correlated observations; Equivalent weight; Sensitivity analysis; GPS network;
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中图分类号
学科分类号
摘要
An iterative robust estimation procedure for correlated observations is proposed, in which the a-prior correlation coefficient matrix is not updated to alleviate the computational burden. Selection of the downweighting strategy plays a key role in the proposed method. Two local sensitivity-based strategies, one is based on the uniformly most powerful test statistics, the other is based on the standardized least squares residuals, are developed and analyzed. Monte Carlo simulations in the GPS network adjustment scenario demonstrate that, the two strategies can provide a certain resistance against the deteriorating effect of outlying observations on the parameter estimates; the former downweighting strategy is superior to the latter one, both in terms of robustness and computational efficiency.
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页码:243 / 250
页数:7
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