Adaptive Two-Stage Monte Carlo Algorithm for Accuracy Estimation of Total Least Squares

Abstract

The existing theory of the total least squares (TLS) accuracy estimation contains the following problems: (1) the approximation function method based on the Taylor series expansion cannot avoid the derivative operation; (2) the selection of the number of simulations for the Monte Carlo method is subjective; and (3) the adaptive Monte Carlo algorithm is complex. Aiming at these problems, we introduce the adaptive two-stage Monte Carlo (ATMC) algorithm into the theory of accuracy estimation of the TLS. In order to consider the biases of estimation for parameters, residuals, and the estimation of the variance of unit weight, the computing process for accuracy estimation of the TLS contains bias estimation and accuracy estimation, and the algorithm is provided. In addition, based on the quasi-Monte Carlo method, an adaptive two-stage quasi-Monte Carlo (ATQMC) algorithm is proposed for the calculation of the expected bias in parameter estimates, and the algorithm flow is given. The experimental results verified the effectiveness of the ATMC and ATQMC algorithms. Compared with the ATMC algorithm, the ATQMC algorithm proposed in this paper is more efficient in the calculation of the expected bias in parameter estimates.