Adjustment of Gauss-Helmert Models with Autoregressive and Student Errors

authored by

Boris Kargoll, Mohammad Omidalizarandi, Hamza Alkhatib

Abstract

In this contribution, we extend the Gauss-Helmert model (GHM) with t-distributed errors (previously established by K.R. Koch) by including autoregressive (AR) random deviations. This model allows us to take into account unknown forms of colored noise as well as heavy-tailed white noise components within observed time series. We show that this GHM can be adjusted in principle through constrained maximum likelihood (ML) estimation, and also conveniently via an expectation maximization (EM) algorithm. The resulting estimator is self-tuning in the sense that the tuning constant, which occurs here as the degree of freedom of the underlying scaled t-distribution and which controls the thickness of the tails of that distribution’s probability distribution function, is adapted optimally to the actual data characteristics. We use this model and algorithm to adjust 2D measurements of a circle within a closed-loop Monte Carlo simulation and subsequently within an application involving GNSS measurements.

Organisation(s)

Geodetic Institute

External Organisation(s)

Anhalt University of Applied Sciences

Type

Conference contribution

Pages

79-87

No. of pages

9

Publication date

26.06.2020

Publication status

Published

Peer reviewed

Yes

ASJC Scopus subject areas

Computers in Earth Sciences, Geophysics

Electronic version(s)

https://doi.org/10.1007/1345_2019_82 (Access: Closed)

 

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