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Simplified algebraic estimation for the quality control of DIA estimator

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Abstract

Based on the unifying framework of the detection, identification and adaption (DIA) estimators, quality control indices are refined and formulated by taking the uncertainty of the combined estimation-testing procedure into account and performing the propagation of uncertainty. These indices are used to measure the confidence levels of the testing decisions, the reliability of the specified alternative hypothesis models, as well as the biasedness and dispersion of the estimated parameters. A simplified algebraic estimation (SAE) method is developed to calculate these quality control indices for the application of single outlier DIA. Compared to the conventional Monte Carlo simulation method, the proposed SAE method can achieve an adequate estimation accuracy and significantly higher computation efficiency. Using a GNSS single-point positioning example, the performance of the SAE method is evaluated and the quality control of the conventionally used DIA estimator is demonstrated for practical applications.

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Data availability

Necessary data are accessible in the Numerical Example Section of the manuscript.

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Acknowledgements

This work is sponsored by the National Natural Science Foundation of China (41731069, 41504022), the Shanghai Natural Science Foundation (20ZR1462000), and the Open Research Fund Program of LIESMARS (Grant No. 19R02).

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Authors and Affiliations

Authors

Contributions

LY proposed the key idea, designed the research, processed data, and wrote the paper draft; YS and BL supervised the research and revised the manuscript; CR substantively revised the manuscript.

Corresponding author

Correspondence to Yunzhong Shen.

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The authors declare that the have no conflict of interest.

Appendix

Appendix

The detailed proof for Eqs. (3739) is as follows.

Under hypothesis \({\mathcal{H}}_{i}\), there is.

$$ w_{i} \sim\{ N\} (\lambda _{i} ,1),w_{j} \sim\{ N\} (\lambda _{i} \rho _{{ji}} ,1),w_{k} \sim\{ N\} (\lambda _{i} \rho _{{jk}} ,1)t)$$
(50)

From Eq. (37), it is derived

$$E\left(\Delta {w}_{jk|i}\right)=\left\{\begin{array}{l}\frac{E\left({w}_{j}-{w}_{k}\right)}{\sqrt{2\left(1-{\rho }_{jk}\right)}}={\lambda }_{i}\frac{\left({\rho }_{ji}-{\rho }_{ki}\right)}{\sqrt{2\left(1-{\rho }_{jk}\right)}}, {\rho }_{ji}\ge 0\;\&\;{\rho }_{ki}\ge 0\\ \frac{E\left({w}_{j}+{w}_{k}\right)}{\sqrt{2\left(1+{\rho }_{jk}\right)}}={\lambda }_{i}\frac{\left({\rho }_{ji}+{\rho }_{ki}\right)}{\sqrt{2\left(1+{\rho }_{jk}\right)}}, {\rho }_{ji}\ge 0\;\&\;{\rho }_{ki}<0\\ -\frac{E\left({w}_{j}+{w}_{k}\right)}{\sqrt{2\left(1+{\rho }_{jk}\right)}}=-{\lambda }_{i}\frac{\left({\rho }_{ji}+{\rho }_{ki}\right)}{\sqrt{2\left(1+{\rho }_{jk}\right)}}, {\rho }_{ji}<0\;\&\;{\rho }_{ki}\ge 0\\ -\frac{E\left({w}_{j}-{w}_{k}\right)}{\sqrt{2\left(1-{\rho }_{jk}\right)}}=-{\lambda }_{i}\frac{\left({\rho }_{ji}-{\rho }_{ki}\right)}{\sqrt{2\left(1-{\rho }_{jk}\right)}}, {\rho }_{ji}<0\;\&\;{\rho }_{ki}<0\end{array}\right.$$
(51)

It can be simplified as

$$E\left(\Delta {w}_{jk|i}\right)=\left\{\begin{array}{l}{\lambda }_{i}\frac{\left(\left|{\rho }_{ji}\right|-\left|{\rho }_{ki}\right|\right)}{\sqrt{2\left(1-{\rho }_{jk}\right)}}, {\rho }_{ji} {\rho }_{ki}\ge 0 \\ {\lambda }_{i}\frac{\left(\left|{\rho }_{ji}\right|-\left|{\rho }_{ki}\right|\right)}{\sqrt{2\left(1+{\rho }_{jk}\right)}}, {\rho }_{ji} {\rho }_{ki}\le 0\end{array}\right.$$
(52)

Similarly, the variance is

$$D\left(\Delta {w}_{jk|i}\right)=\left\{\begin{array}{l}\frac{D\left({w}_{j}\right)+D\left({w}_{k}\right)-2{\rho }_{jk}}{2\left(1-{\rho }_{jk}\right)}=1, {\rho }_{ji}\ge 0 \;\&\;{\rho }_{ki}\ge 0\\ \frac{D\left({w}_{j}\right)+D\left({w}_{k}\right)+2{\rho }_{jk}}{2\left(1+{\rho }_{jk}\right)}=1, {\rho }_{ji}\ge 0\;\&\;{\rho }_{ki}<0\\ \frac{D\left({w}_{j}\right)+D\left({w}_{k}\right)+2{\rho }_{jk}}{2\left(1+{\rho }_{jk}\right)}=1, {\rho }_{ji}<0\;\&\;{\rho }_{ki}\ge 0\\ \frac{D\left({w}_{j}\right)+D\left({w}_{k}\right)-2{\rho }_{jk}}{2\left(1-{\rho }_{jk}\right)}=1, {\rho }_{ji}<0 \;\&\;{\rho }_{ki}<0\end{array}\right.$$
(53)

Therefore, Eqs. (38, 39) are proved.

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Yang, L., Shen, Y., Li, B. et al. Simplified algebraic estimation for the quality control of DIA estimator. J Geod 95, 14 (2021). https://doi.org/10.1007/s00190-020-01454-9

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