journal article·2022-09-29Open access

A General Solution for the Errors in Variables (EIV) Model with Equality and Inequality Constraints

Dengshan Huang, Yulin Tang, Qisheng Wang

Applied Sciences· Volume 12· Issue 19

Abstract

Targeting the adjustment of the errors-in-variables (EIV) model with equality and inequality constraints, a general solution that is similar to the classical least square adjustment is proposed based on the penalty function and the weight in measurement. Firstly, we take the equality constraints as inequality constraints that do not satisfy the constraint conditions and construct the penalty functions of equality and inequality constraints, respectively. Thus, the inequality constrained optimization problem is transformed into an unconstrained optimization problem. Then the detailed calculation formula and approximate accuracy evaluation formula of the general solution are deduced. The iteration formula of the general solution is easy regarding comprehension and applicable in implementation. It can not only solve the EIV model with equality and inequality constraints respectively, but also address the EIV model with equality and inequality constraints simultaneously. In addition, it can promote the Gauss–Markov (G-M) model with equality and inequality constraints. Finally, three examples (i.e., equality constraints, inequality constraints and those with equality and inequality constraints) are validated, indicating that the general solution is effective and feasible. The results show that the general solution is effective and feasible.
Source: crossref · Quality: baseline

Research context

OpenAlex topics: Statistical and numerical algorithms · Scientific Measurement and Uncertainty Evaluation · Advanced Statistical Methods and Models

SciVX discovery tags are terminology-based. OpenAlex topics are source-provided classifications.

Affiliations

College of Civil Engineering, Xiangtan University, Xiangtan 411105, China

Funding

Scientific Research Foundation for Doctor of Xiangtan University · Key Laboratory of Geospace Environment and Geodesy, Ministry of Education, Wuhan University

References (21)

Show source-provided references
1. An Analysis of the Total Least Squares Problem10.1137/0717073 ↗
2. The maximum likelihood estimation for multivariate EIV model10.1007/s40328-019-00253-9 ↗
3. Fang, X. (2011). Weighted Total Least Squares Solutions for Applications in Geodesy. [Ph.D. Thesis, Leibniz University of Hanover].
4. Malissiovas, G. (2019). New Nonlinear Adjustment Approaches for Applications in Geodesy and Related Fields. [Ph.D. Thesis, Technical University of Berlin].
5. Iterative algorithm for weighted total least squares adjustment10.1179/1752270613Y.0000000052 ↗
6. On weighted total least-squares adjustment for linear regression10.1007/s00190-007-0190-9 ↗
7. Alternative formulae for parameter estimation in partial errors-in-variables models10.1007/s00190-014-0756-2 ↗
8. Total least squares adjustment in partial errors-in-variables models: Algorithm and statistical analysis10.1007/s00190-012-0552-9 ↗
9. Bayesian inference for the Errors-In-Variables model10.1007/s11200-015-6107-9 ↗
10. Jackknife resampling parameter estimation method for weighted total least squares10.1080/03610926.2019.1622725 ↗
11. A structured and constrained Total Least-Squares solution with cross-covariances10.1007/s11200-012-0671-z ↗
12. Data Snooping Algorithm for Universal 3D Similarity Transformation Based on Generalized EIV Model10.1016/j.measurement.2018.01.040 ↗
13. Jackknife Method for Variance Components Estimation of Partial EIV Model10.1061/(ASCE)SU.1943-5428.0000327 ↗
14. Weighted Total Least Squares with Singular Covariance Matrices Subject to Weighted and Hard Constraints10.1061/(ASCE)SU.1943-5428.0000239 ↗
15. Generalized total least squares prediction algorithm for universal 3D similarity transformation10.1016/j.asr.2016.09.018 ↗
16. Weighted total least squares: Necessary and sufficient conditions, fixed and random parameters10.1007/s00190-013-0643-2 ↗
17. An algorithmic approach to the total least-squares problem with linear and quadratic constraints10.1007/s11200-009-0001-2 ↗
18. Total least squares adjustment in inequality constrained partial errors-in-variables models: Optimality conditions and algorithms
19. On the errors-in-variables model with equality and inequality constraints for selected numerical examples10.1007/s40328-015-0141-5 ↗
20. On partial errors-in-variables models with inequality constraints of parameters and variables10.1007/s00190-014-0775-z ↗
21. A solution to EIV model with inequality constraints and its geodetic applications10.1007/s00190-012-0575-2 ↗