Bias in least-squares adjustment of implicit functional models

Abstract

To evaluate the benefit of a measurement procedure onto the estimated parameters, the dispersion of the parameters is usually used. To draw objective conclusions, unbiased or at least almost unbiased estimates are required. In geodesy, most of the functional relations are nonlinear but the statistical properties of the estimates are usually obtained by a linearised substitute-problem. Since the statistical properties of linear models cannot be passed to the nonlinear case, the estimates are biased. In this contribution, the bias of the parameters as well as the bias of the dispersion in nonlinear implicit models is investigated, using a second-order Taylor expansion. Nonlinear implicit models are general models and are used, for instance, in the framework of surface-fitting or coordinate transformation, which considers errors for the coordinates in source and target system. The bias is introduced as a further indicator to validate the benefit of an adapted measurement process using more precise measuring instruments. Since some parametrisations yield an ill-posed problem, also the case of a singular equation system is investigated. To demonstrate the second-order effect onto the estimates, a best-fitting plane is adjusted under varying configurations. Such a configuration is recommended in evaluating uncertainties of optical 3D measuring systems, e.g. in the framework of the VDI/VDE 2634 guideline. The estimated bias is used as an indicator whether a large number of poor observations provides better results than a small but precise sample.