A New Method to Solving AR Model Parameters Considering Random Errors of Design Matrix

doi:10.11947/j.AGCS.2017.20170004

Abstract

Abstract:

The ordinary least square method could not solve the problem that the error exist both in design matrix and observation vector while compute parameter values of AR model. In this article, a new method is proposed which consider the random errors of design matrix. The source of design matrix and observation vector is same and the amount of parameters contain error can be equal by introducing virtual observation. Then, this problem could be solved under the framework of normal least square by equivalence transformation of observation equation. The result of this new method is superior to SVD method and normal least square method by simulation date and observation data which verify the feasibility and effectiveness of this method.

Key words: AR model, design matrix error, TLS, virtual observations, SVD method

CLC Number:

P228

YAO Yibin, XIONG Zhaohui, ZHANG Bao, ZHANG Liang, KONG Jian. A New Method to Solving AR Model Parameters Considering Random Errors of Design Matrix[J]. Acta Geodaetica et Cartographica Sinica, 2017, 46(11): 1795-1801.

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