Abstract: Weighted total least squares (WTLS) has been widely used as a standard method to optimally adjust an errors-in-variables (EIV) model containing random errors both in the observation vector and in the coefficient matrix. ...

Abstract: L1 norm estimator has been widely used as a robust parameter estimation method for outlier detection. Different algorithms have been applied for L1 norm minimization among which the linear programming problem based on the ...

Abstract: Three strategies are employed to estimate the covariance matrix of the unknown parameters in an error-in-variable model. The first strategy simply computes the inverse of the normal matrix of the observation equations, in ...

Abstract: This contribution can be seen as an attempt to apply a rigorous method for variance components in a straightforward manner directly to GPS observables. Least-squares variance component estimation is adopted to assess the ...