Application of pareto optimality to linear models with errors-in-all-variables

In some geodetic and geoinformatic parametric modeling, the objectives to be minimized are often expressed in different forms, resulting in different parametric values for the estimated parameters at non-zero residuals. Sometimes, these objectives may compete in a Pareto sense, namely a small change...

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Main Authors: Palancz, B., Awange, Joseph
Format: Journal Article
Published: Springer - Verlag 2011
Subjects:
Online Access:http://hdl.handle.net/20.500.11937/21160
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author Palancz, B.
Awange, Joseph
author_facet Palancz, B.
Awange, Joseph
author_sort Palancz, B.
building Curtin Institutional Repository
collection Online Access
description In some geodetic and geoinformatic parametric modeling, the objectives to be minimized are often expressed in different forms, resulting in different parametric values for the estimated parameters at non-zero residuals. Sometimes, these objectives may compete in a Pareto sense, namely a small change in the parameters results in the increase of one objective and a decrease of the other, as frequently occurs in multiobjective problems. Such is the case with errors-in-all-variables (EIV) models, e.g., in the geodetic and photogrammetric coordinate transformation problems often solved using total least squares solution (TLS) as opposed to ordinary least squares solution (OLS). In this contribution, the application of Pareto optimality to solving parameter estimation for linear models with EIV is presented. The method is tested to solve two well-known geodetic problems of linear regression and linear conformal coordinate transformation. The results are compared with those from OLS, Reduced Major Axis Regression (TLS solution), and the least geometric mean deviation (GMD) approach. It is shown that the TLS and GMD solutions applied to the EIV models are just special cases of the Pareto optimal solution, since both of them belong to the Pareto-set of the problems. The Pareto balanced optimum (PBO) solution as a member of this Pareto optimal solution set has special features and is numerically equal to the GMD solution.
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spelling curtin-20.500.11937-211602017-09-13T16:09:21Z Application of pareto optimality to linear models with errors-in-all-variables Palancz, B. Awange, Joseph Error-in-all-variables Gauss–Markov model (GM) Pareto optimality Nonlinear adjustment Least squares solution Multiobjective optimization Least geometric mean deviation (GMD) Total least squares solution In some geodetic and geoinformatic parametric modeling, the objectives to be minimized are often expressed in different forms, resulting in different parametric values for the estimated parameters at non-zero residuals. Sometimes, these objectives may compete in a Pareto sense, namely a small change in the parameters results in the increase of one objective and a decrease of the other, as frequently occurs in multiobjective problems. Such is the case with errors-in-all-variables (EIV) models, e.g., in the geodetic and photogrammetric coordinate transformation problems often solved using total least squares solution (TLS) as opposed to ordinary least squares solution (OLS). In this contribution, the application of Pareto optimality to solving parameter estimation for linear models with EIV is presented. The method is tested to solve two well-known geodetic problems of linear regression and linear conformal coordinate transformation. The results are compared with those from OLS, Reduced Major Axis Regression (TLS solution), and the least geometric mean deviation (GMD) approach. It is shown that the TLS and GMD solutions applied to the EIV models are just special cases of the Pareto optimal solution, since both of them belong to the Pareto-set of the problems. The Pareto balanced optimum (PBO) solution as a member of this Pareto optimal solution set has special features and is numerically equal to the GMD solution. 2011 Journal Article http://hdl.handle.net/20.500.11937/21160 10.1007/s00190-011-0536-1 Springer - Verlag restricted
spellingShingle Error-in-all-variables
Gauss–Markov model (GM)
Pareto optimality
Nonlinear adjustment
Least squares solution
Multiobjective optimization
Least geometric mean deviation (GMD)
Total least squares solution
Palancz, B.
Awange, Joseph
Application of pareto optimality to linear models with errors-in-all-variables
title Application of pareto optimality to linear models with errors-in-all-variables
title_full Application of pareto optimality to linear models with errors-in-all-variables
title_fullStr Application of pareto optimality to linear models with errors-in-all-variables
title_full_unstemmed Application of pareto optimality to linear models with errors-in-all-variables
title_short Application of pareto optimality to linear models with errors-in-all-variables
title_sort application of pareto optimality to linear models with errors-in-all-variables
topic Error-in-all-variables
Gauss–Markov model (GM)
Pareto optimality
Nonlinear adjustment
Least squares solution
Multiobjective optimization
Least geometric mean deviation (GMD)
Total least squares solution
url http://hdl.handle.net/20.500.11937/21160