Structured Total Least Squares Method Based on Variable Projection

  Objectives  To solve the problem that the coefficient matrix and the observation vector have structured characteristics for many practical applications in the field of surveying and mapping, that is, the coefficient matrix and the observation vector contain fixed quantities (or even fixed columns) and random quantities, and the random quantities at different positions are linearly related.

  Methods  Starting from the errors-in-variables (EIV) function model, the augmented matrix composed of the coefficient matrix and the observation vector is expressed as an affine function form, and the function model is reconstructed by the variable projection method. Then, a structured total least squares (STLS) estimation algorithm is derived by the Lagrange method.

  Results  The example results show that the proposed algorithm is consistent with the existing weighted or structured total least squares estimation algorithms that can solve structured problem in the coefficient matrix and the observation vector. Compared with the weighted total least squares (WTLS) estimation algorithms, the proposed algorithm only needs to establish a positive definite weight matrix of independent random variables and reduces the number of estimates. Compared with other STLS estimation algorithms, the proposed algorithm takes into account the overall structure of the coefficient matrix and the observation vector.

  Conclusions  This shows the effectiveness of the proposed algorithm. The STLS estimation and the WTLS estimation ensure the statistical optimality from the perspective of the function model and the stochastic model, respectively.