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Online algorithm for variance components estimation

文献类型：期刊论文

作者Zhang, Xinggang1,2,3; Lu, Xiaochun1,2
刊名COMMUNICATIONS IN NONLINEAR SCIENCE AND NUMERICAL SIMULATION
出版日期2021-06-01
卷号97页码:13
关键词Batch-EM algorithm Stochastic approximation Precise point positioning Kalman filter
ISSN号1007-5704
DOI10.1016/j.cnsns.2021.105722
英文摘要In this study, we develop a new algorithm for online variance components estimation (Online-VCE) of geodetic data based on the batch expectation-maximization (EM) algorithm and stochastic approximation theory. The Online-VCE algorithm is then applied to the Kalman filter and least-squares method and validated using simulated kinematic precise point positioning (PPP) based on the global navigation satellite system as well as real data PPP experiments. The Online-VCE algorithm is specifically designed to monitor and establish a stochastic model in real-time or high-rate data applications. Compared to other methods, the Online-VCE is faster and can estimate the stochastic model in real time because it does not need to store all data, but simply estimates the expected result and computes the gradient of the parameters using only one or a few observations. In future, the Online-VCE algorithm can be used to develop a real-time atmospheric stochastic model for PPP applications. (c) 2021 Elsevier B.V. All rights reserved.
资助项目China Scholarship Council (CSC)
WOS研究方向Mathematics ; Mechanics ; Physics
语种英语
WOS记录号WOS:000632618700004
出版者ELSEVIER
资助机构China Scholarship Council (CSC) ; China Scholarship Council (CSC) ; China Scholarship Council (CSC) ; China Scholarship Council (CSC) ; China Scholarship Council (CSC) ; China Scholarship Council (CSC) ; China Scholarship Council (CSC) ; China Scholarship Council (CSC)
源URL[http://210.72.145.45/handle/361003/10733]  
专题中国科学院国家授时中心
通讯作者Zhang, Xinggang
作者单位1.Chinese Acad Sci, Natl Time Serv Ctr, Xian 710600, Peoples R China
2.Chinese Acad Sci, Key Lab Precis Nav Positioning & Timing Technol, Xian 710600, Peoples R China
3.German Res Ctr Geosci GFZ, D-14473 Potsdam, Germany
推荐引用方式
GB/T 7714		 Zhang, Xinggang,Lu, Xiaochun. Online algorithm for variance components estimation[J]. COMMUNICATIONS IN NONLINEAR SCIENCE AND NUMERICAL SIMULATION,2021,97:13.
APA Zhang, Xinggang,&Lu, Xiaochun.(2021).Online algorithm for variance components estimation.COMMUNICATIONS IN NONLINEAR SCIENCE AND NUMERICAL SIMULATION,97,13.
MLA Zhang, Xinggang,et al."Online algorithm for variance components estimation".COMMUNICATIONS IN NONLINEAR SCIENCE AND NUMERICAL SIMULATION 97(2021):13.

入库方式： OAI收割

来源：国家授时中心

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