Online algorithm for variance components estimation

doi:10.1016/j.cnsns.2021.105722

	Online algorithm for variance components estimation
	Zhang, Xinggang 1,2,3; Lu, Xiaochun 1,2
刊名	COMMUNICATIONS IN NONLINEAR SCIENCE AND NUMERICAL SIMULATION
	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
DOI	10.1016/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
出版者	ELSEVIER
WOS记录号	WOS:000632618700004
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)
内容类型	期刊论文
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.