The paper presents a summary of research activities concerning theoretical geodesy performed in Poland in the period of 2011–2014. It contains the results of research on new methods of the parameter estimation, a study on robustness properties of the M-estimation, control network and deformation analysis, and geodetic time series analysis. The main achievements in the geodetic parameter estimation involve a new model of the M-estimation with probabilistic models of geodetic observations, a new Shift-M split estimation, which allows to estimate a vector of parameter differences and the Shift- M split (+) that is a generalisation of Shift- M split estimation if the design matrix A of a functional model has not a full column rank. The new algorithms of the coordinates conversion between the Cartesian and geodetic coordinates, both on the rotational and triaxial ellipsoid can be mentioned as a highlights of the research of the last four years. New parameter estimation models developed have been adopted and successfully applied to the control network and deformation analysis. New algorithms based on the wavelet, Fourier and Hilbert transforms were applied to find time-frequency characteristics of geodetic and geophysical time series as well as time-frequency relations between them. Statistical properties of these time series are also presented using different statistical tests as well as 2 nd , 3 rd and 4 th moments about the mean. The new forecasts methods are presented which enable prediction of the considered time series in different frequency bands.
The work presents the results of studies on dependence of effectiveness of chosen robust estimation methods from the internal reliability level of a geodetic network. The studies use computer-simulated observation systems, so it was possible to analyse many variants differing from each other in a planned way. Four methods of robust estimation have been chosen for the studies, differing substantially in the approach to weight modifications. For comparative reasons, the effectiveness studies have also been conducted for the very popular method in surveying practice, of gross error detection basing on LS estimation results, the so called iterative data snooping. The studies show that there is a relation between the level of network internal reliability and the effectiveness of robust estimation methods. In most cases, in which the observation contaminated by a gross error was characterized by a low index of internal reliability, the robust estimation led to results being essentially far from expectations.
The summary of research activities concerning general theory and methodology performed in Poland in the period of 2015–2018 is presented as a national report for the 27th IUGG (International Union of Geodesy and Geophysics) General Assembly. It contains the results of research on new or improved methods and variants of robust parameter estimation and their application, especially to control network analysis. Reliability analysis of the observation system and an integrated adjustment approach are also given. The identifiability (ID) index as a new measure for minimal detectable bias (MDB) in the observation system of a network, has been introduced. A new method of covariance function parameter estimation in the least squares collocation has been developed. The robustified version of the Shift-Msplit estimation, termed as Shift-M*split estimation, which enables estimation of parameter differences (robustly), without the need of prior estimation of the parameters, has been introduced. Results on the analysis of geodetic time series, particularly Earth orientation parameter time series, geocenter time series, permanent station coordinates and sea level variation time series are also provided in this review paper. The entire bibliography of related works is provided in the references.
In the paper we present robust estimation methods based on bounded innovation propagation filters and quantile regression, applied to measure Value at Risk. To illustrate advantage connected with the robust methods, we compare VaR forecasts of several group of instruments in the period of high uncertainty on the financial markets with the ones modelled using traditional quasi-likelihood estimation. For comparative purpose we use three groups of tests i.e. based on Bernoulli trial models, on decision making aspect, and on the expected shortfall.
In the paper issues related to the design of a robust adaptive fuzzy estimator for a drive system with a flexible joint is presented. The proposed estimator ensures variable Kalman gain (based on the Mahalanobis distance) as well as the estimation of the system parameters (based on the fuzzy system). The obtained value of the time constant of the load machine is used to change the values in the system state matrix and to retune the parameters of the state controller. The proposed control structure (fuzzy Kalman filter and adaptive state controller) is investigated in simulation and experimental tests.
Generally, gross errors exist in observations, and they affect the accuracy of results. We review methods to detect the gross errors by Robust estimation method based on L1-estimation theory and their validity in adjustment of geodetic networks with different condition. In order to detect the gross errors, we transform the weight of accidental model into equivalent one using not standardized residual but residual of observation, and apply this method to adjustment computation of triangulation network, traverse network, satellite geodetic network and so on. In triangulation network, we use a method of transforming into equivalent weight by residual and detect gross error in parameter adjustment without and with condition. The result from proposed method is compared with the one from using standardized residual as equivalent weight. In traverse network, we decide the weight by Helmert variance component estimation, and then detect gross errors and compare by the same way with triangulation network In satellite geodetic network in which observations are correlated, we detect gross errors transforming into equivalent correlation matrix by residual and variance inflation factor and the result is also compared with the result from using standardized residual. The results of detection are shown that it is more convenient and effective to detect gross errors by residual in geodetic network adjustment of various forms than detection by standardized residual.
A method of the improvement of the total station observations 3D adjustment by using precise geoid model is presented. The novel concept of using the plumb line direction obtained from the precise geoid model in combined GPS/total station data adjustment is applied. It is concluded that results of the adjustment can be improved if data on plumb line direction is used. Theoretical background shown in the paper was proved with an experiment based on the total station and GPS measurements referred to GRS80 geocentric reference system and with the use of GUGIK2001 geoid model for Poland.
Together with the dynamic development of modern computer systems, the possibilities of applying refined methods of nonparametric estimation to control engineering tasks have grown just as fast. This broad and complex theme is presented in this paper for the case of estimation of density of a random variable distribution. Nonparametric methods allow here the useful characterization of probability distributions without arbitrary assumptions regarding their membership to a fixed class. Following an illustratory description of the fundamental procedures used to this end, results will be generalized and synthetically presented of research on the application of kernel estimators, dominant here, in problems of Bayes parameter estimation with asymmetrical polynomial loss function, as well as for fault detection in dynamical systems as objects of automatic control, in the scope of detection, diagnosis and prognosis of malfunctions. To this aim the basics of data analysis and exploration tasks - recognition of outliers, clustering and classification - solved using uniform mathematical apparatus based on the kernel estimators methodology were also investigated