Helmert Method as Equivalent of Iterated Almost Unbiased Estimation

Abstract

By a minor change in the weighting policy, the complicated Helmert model can be mathematically reduced to an exact equivalent of iterated almost unbiased estimation (IAUE). Such an approach is referred to as the modified Helmert method. It is shown that the Helmert method is identical with IAUE if one works directly with the covariance matrix of the observables instead of estimating the a priori variances of unit weight, as is usually done.