Weighted total least squares problems with inequality constraints solved by standard least squares theory

<p>The errors-in-variables (EIV) model is applied to surveying and mapping fields such as empirical coordinate transformation, line/plane fitting and rigorous modelling of point clouds and so on as it takes the errors both in coefficient matrix and observation vector into account. In many cases, not all of the elements in coefficient matrix are random or some of the elements are functionally dependent. The partial EIV (PEIV) model is more suitable in dealing with such structured coefficient matrix. Furthermore, when some reliable prior information expressed by inequality constraints is considered, the adjustment result of inequality constrained PEIV (ICPEIV) model is expected to be improved. There are two kinds of algorithms to solve the ICPEIV model under the weighted total least squares (WTLS) criterion currently. On the one hand, one can linearize the PEIV model and transform it into a sequence of quadratic programming (QP) sub-problems. On the other hand, one can directly solve the nonlinear target function by common used programming algorithms.All the QP algorithms and nonlinear programming methods are complicated and not familiar to the geodesists, so the ICPEIV model is not widely used in geodesy.   </p><p>In this contribution, an algorithm based on standard least squares is proposed. First, the estimation of model parameters and random variables in coefficient matrix are separated according to the Karush-Kuhn-Tucker (KKT) conditions of the minimization problem. The model parameters are obtained by solving the QP sub-problems while the variables are determined by the functional relationship between them. Then the QP problem is transformed to a system of linear equations with nonnegative Lagrange multipliers which is solved by an improved Jacobi iterative algorithm. It is similar to the equality-constrained least squares problem. The algorithm is simple because the linearization process is not required and it has the same form of classical least squares adjustment. Finally, two empirical examples are presented. The linear approximation algorithm, the sequential quadratic programming algorithm and the standard least squares algorithm are used. The examples show that the new method is efficient in computation and easy to implement, so it is a beneficial extension of classical least squares theory.</p>