Print Email Facebook Twitter Least-squares variance component estimation: Theory and GPS applications Title Least-squares variance component estimation: Theory and GPS applications Author Amiri-Simkooei, A. Contributor Teunissen, P.J.G. (promotor) Faculty Aerospace Engineering Date 2007-04-02 Abstract In this thesis we study the method of least-squares variance component estimation (LS-VCE) and elaborate on theoretical and practical aspects of the method. We show that LS-VCE is a simple, flexible, and attractive VCE-method. The LS-VCE method is simple because it is based on the well-known principle of least-squares. With this method the estimation of the (co)variance components is based on a linear model of observation equations. The method is flexible since it works with a user-defined weight matrix. Different weight matrix classes can be defined which all automatically lead to unbiased estimators of (co)variance components. LS-VCE is attractive since it allows one to apply the existing body of knowledge of least-squares theory to the problem of (co)variance component estimation. With this method, one can 1) obtain measures of discrepancies in the stochastic model, 2) determine the covariance matrix of the (co)variance components, 3) obtain the minimum variance estimator of (co)variance components by choosing the weight matrix as the inverse of the covariance matrix, 4) take the a-priori information on the (co)variance component into account, 5) solve for a nonlinear (co)variance component model, 6) apply the idea of robust estimation to (co)variance components, 7) evaluate the estimability of the (co)variance components, and 8) avoid the problem of obtaining negative variance components. Subject least-squares variance component estimation (ls-vce)normal distributionelliptically contoured distributionminquebiquereml To reference this document use: http://resolver.tudelft.nl/uuid:bc7f8919-1baf-4f02-b115-dc926c5ec090 ISBN 978-90-804147-5-4 Part of collection Institutional Repository Document type doctoral thesis Rights (c) 2007 A. Amiri-Simkooei Files PDF ae_amiri_20070402.pdf 4.98 MB Close viewer /islandora/object/uuid:bc7f8919-1baf-4f02-b115-dc926c5ec090/datastream/OBJ/view