A New Method of Parameter Estimation for the EIV Model

We address the problem of simplifying the algorithm of parameter estimation for EIV models. Since the EIV model is a nonlinear model, not a simple linear relationship, the traditional method is complex and hard to evaluate its precision. In this paper, a new method of parameter estimation for EIV models is presented. The iteration algorithm and accuracy evaluation formulas are deuced based on the nonlinear least squares adjustment theory and by using a structured matrix and by taking into account the repetitive elements and constant term. The new method unifys three algorithms including the total least squares, the weight total least squares and the structured total least squares, and gives a detailed solution steps. It is easy to deduce and productive to use the new method. At last, the effectiveness and applicability of the new method are verified by two experiments.