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Variance component estimation in linear models. Theoretical and practical aspects on Global Positioning System

Автор:   AliReza A.
мягкая обложка
252 страниц
2010 год
Издательство:   Книга по Требованию
Цена:
3231 руб
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Описание:The estimation of the unknown (co)variance components is generally referred to as variance component estimation (VCE). Issues like time-correlated noise, satellite elevation dependence, and correlation between different observation types are of particular interest. One can then find an appropriate structure of the stochastic model which includes the relevant noise components into the covariance matrix. In the practical viewpoint, the application of the method to the global positioning system (GPS) observables is presented. Theoretical and practical aspects of the method are elaborated. Data processing in many fields of applications often relies on the least-squares method, for which a realistic stochastic model of the observables is needed. A review of the existing VCE methods such as MINQUE, BIQUE, and REML is given, and the method of least-squares variance component estimation is in particular discussed. In the theoretical viewpoint, an important feature of the method is the capability of applying hypothesis testing to the stochastic model.


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Real-Time Concepts for Embedded Systems

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