加权总体最小二乘不仅认为系数矩阵受到误差的干扰,而且认为系数矩阵和观测矢量具有不同的测量精度。针对常见算法迭代公式复杂的情况,将观测矢量误差看成是关于系数矩阵误差改正量和待估计参数的函数,通过线性化将其转化为间接平差问题,用拉格朗日乘数法推导间接平差形式的简单迭代公式。并通过两个数字实验证明了该方法的可行性,得到了与Schaffrin&Wieser方法相同的参数估计结果。
The weighted total least squares problem not only takes into account the errors of coefficient matrix but also consideres that the heteroscedasticity between the observable vector and the coefficient matrix. Seeing that the traditional iteration algorithm for solving the problem is too complicate, this paper considered the errors of ob- servable vector as a function of the errors of coefficient matrix and the parametes. Through the linearization, it be- came adjustment of observation equations problems, hence the Lagrange multiplier method was used to carry out the iteration functions for this algorithm. And then, two numerical examples were given, and it was shown that the ad- justment results with our approach is identify with Schaffrin & Wieser method.