| 非线性模型中方差和协方差分量的估计 |
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| 引用本文： | 王志忠,朱建军.非线性模型中方差和协方差分量的估计[J].测绘学报,2005,34(4):288-293. |
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| 作者姓名： | 王志忠 朱建军 |
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| 作者单位： | 中南大学,信息物理学院,湖南,长沙,410083;中南大学,信息物理学院,湖南,长沙,410083 |
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| 摘 要： | 采用差分代替微分的方法,并将非线性模型的似然函数分解为函数模型生成的似然函数和正交补似然函数(也是边缘似然函数)的乘积,由正交补似然函数得到非线性模型中严格的和简化的方差和协方差分量估计的迭代公式.很多学者提出的线性模型中方差和协方差分量估计的迭代公式都是本文的特殊情况.
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| 关 键 词： | 非线性模型 方差和协方差 估计 |
| 文章编号： | 1001-1595（2005）04-0288-06 |
| 收稿时间： | 02 20 2004 12:00AM |
| 修稿时间： | 2004-02-202005-09-05 |
Estimation of Variance and Covariance Components in the Nonlinear Model |
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| WANG Zhi-zhong,ZHU Jian-jun.Estimation of Variance and Covariance Components in the Nonlinear Model[J].Acta Geodaetica et Cartographica Sinica,2005,34(4):288-293. |
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| Authors: | WANG Zhi-zhong ZHU Jian-jun |
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| Institution: | College of Information and Physics, Central South University, Changsha 410083, China |
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| Abstract: | Using the methods for being replaced derivative by difference, the likelihood function in the nonlinear model is transformed into the product of the model space likelihood and the orthogonal complement likelihood function. By the orthogonal complement likelihood function, general rigorous and simplified formulae of the estimates of variance and covariance components are derived. The iteration formulae for estimating the variance and covariance components proposed by many authors are special cases of the above formulae. |
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| Keywords: | nonlinear model variance and covariance component estimation |
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