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Locally robust Msplit estimation

  • Patrycja Wyszkowska ORCID logo EMAIL logo and Robert Duchnowski ORCID logo
Published/Copyright: August 22, 2024
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Abstract

Processing measurement data is an essential part of surveying engineering. One can list several methods in such a context: least squares estimation, M-estimation, R-estimation, etc. Some methods were developed by surveyors, e.g., the Danish method, IGG scheme, or Msplit estimation. The last method is, in fact, a class of estimation procedures dedicated to different problems. As a new approach to processing data, Msplit estimation is still being developed and improved. That paper concerns the local robustness of Msplit estimation and introduces a new Msplit estimation variant that is less sensitive to local outliers. Such a property seems important, especially in big data processing, such as observations from Light Detection and Ranging systems. The new variant modifies the squared Msplit estimation (SMS estimation) by implementing the adapted Tukey weight function, hence its acronym SMSTL estimation. The basic theoretical and empirical analyses, which were performed for the univariate model using, among others, the appropriate measures of robustness, confirmed the expected property of the method. The further tests, based on simulated as well as real data, show that the new method might overperform other Msplit estimation variants and classical methods for the chosen types of observation sets.


Corresponding author: Patrycja Wyszkowska, Department of Geodesy, Institute of Geodesy and Civil Engineering, Faculty of Geoengineering, University of Warmia and Mazury in Olsztyn, Oczapowskiego 1, 10-719, Olsztyn, Poland, E-mail: 

Funding source: Department of Geodesy, Institute of Geodesy and Civil Engineering, Faculty of Geoengineering, University of Warmia and Mazury in Olsztyn

Award Identifier / Grant number: 29.610.001-110

  1. Research ethics: Not applicable.

  2. Author contributions: The authors have accepted responsibility for the entire content of this manuscript and approved its submission.

  3. Competing interests: The authors state no conflict of interest.

  4. Research funding: This work was supported by the Department of Geodesy, Institute of Geodesy and Civil Engineering, Faculty of Geoengineering, University of Warmia and Mazury in Olsztyn [statutory research no. 29.610.001-110].

  5. Data availability: The raw data can be obtained on request from the corresponding author.

Appendix

The components of objective, influence, and weight functions of SMSTL estimation

(23) ρ v i ( 1 ) , v i ( 2 ) = v i ( 1 ) 2 v i ( 2 ) 2 for v i ( 1 ) < k 1 c 1 k 2 2 v i ( 1 ) 2 3 6 + c 2 v i ( 2 ) + Δ X ( 1,2 ) 2 k 2 2 3 6 + C for v i ( 1 ) k 1 v i ( 1 ) < k 2 C for v i ( 1 ) k 2 v i ( 2 ) k 2 c 2 k 2 2 v i ( 1 ) Δ X ( 1,2 ) 2 3 6 c 1 k 2 2 v i ( 2 ) 2 3 6 + C for v i ( 2 ) > k 2 v i ( 2 ) k 1 v i ( 1 ) 2 v i ( 2 ) 2 for v i ( 2 ) > k 1
(24) ψ ( 1 ) v i ( 1 ) , v i ( 2 ) = 2 v i ( 1 ) v i ( 2 ) 2 for v i ( 1 ) < k 1 c 1 v i ( 1 ) k 2 2 v i ( 1 ) 2 2 for v i ( 1 ) k 1 v i ( 1 ) < k 2 0 for v i ( 1 ) k 2 v i ( 2 ) k 2 c 2 v i ( 1 ) Δ X ( 1,2 ) k 2 2 v i ( 1 ) Δ X ( 1,2 ) 2 2 for v i ( 2 ) > k 2 v i ( 2 ) k 1 2 v i ( 1 ) v i ( 2 ) 2 for v i ( 2 ) > k 1 ψ ( 2 ) v i ( 1 ) , v i ( 2 ) = 2 v i ( 1 ) 2 v i ( 2 ) for v i ( 1 ) < k 1 c 2 v i ( 2 ) + Δ X ( 1,2 ) k 2 2 v i ( 2 ) + Δ X ( 1,2 ) 2 2 for v i ( 1 ) k 1 v i ( 1 ) < k 2 0 for v i ( 1 ) k 2 v i ( 2 ) k 2 c 1 v i ( 2 ) k 2 2 v i ( 2 ) 2 2 for v i ( 2 ) > k 2 v i ( 2 ) k 1 2 v i ( 1 ) 2 v i ( 2 ) for v i ( 2 ) > k 1
(25) w ( 1 ) v i ( 1 ) , v i ( 2 ) = v i ( 2 ) 2 for v i ( 1 ) < k 1 c 1 k 2 2 v i ( 1 ) 2 2 2 for v i ( 1 ) k 1 v i ( 1 ) < k 2 0 for v i ( 1 ) k 2 v i ( 2 ) k 2 c 2 v i ( 1 ) Δ X ( 1,2 ) k 2 2 v i ( 1 ) Δ X ( 1,2 ) 2 2 2 v i ( 1 ) for v i ( 2 ) > k 2 v i ( 2 ) k 1 v i ( 2 ) 2 for v i ( 2 ) > k 1 w ( 2 ) v i ( 1 ) , v i ( 2 ) = v i ( 1 ) 2 for v i ( 1 ) < k 1 c 2 v i ( 2 ) + Δ X ( 1,2 ) k 2 2 v i ( 2 ) + Δ X ( 1,2 ) 2 2 2 v i ( 2 ) for v i ( 1 ) k 1 v i ( 1 ) < k 2 0 for v i ( 1 ) k 2 v i ( 2 ) k 2 c 1 k 2 2 v i ( 2 ) 2 2 2 for v i ( 2 ) > k 2 v i ( 2 ) k 1 v i ( 1 ) 2 for v i ( 2 ) > k 1

where: C = k 1 2 k 1 Δ X ( 1,2 ) 2 + k 1 Δ X ( 1,2 ) 2 k 2 2 k 1 2 3 + k 1 k 1 Δ X ( 1,2 ) k 2 2 k 1 2 3 , c 1 = 2 k 1 Δ X ( 1,2 ) 2 k 2 2 k 1 2 2 , c 2 = 2 k 1 k 1 Δ X ( 1,2 ) k 2 2 k 1 2 2 , ΔX(1,2) = X(2)X(1) is shift between parameter versions.

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Received: 2024-02-26
Accepted: 2024-08-03
Published Online: 2024-08-22
Published in Print: 2025-04-28

© 2024 Walter de Gruyter GmbH, Berlin/Boston

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