The Processing of Band-Limited Measurements; Filtering Techniques in the Least Squares Context and in the Presence of Data Gaps |
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Authors: | Schuh W-D |
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Institution: | (1) Institute of Theoretical Geodesy, University of Bonn, Nussallee 17, D-53115 Bonn, Germany ( |
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Abstract: | This paper discusses the treatment of correlated measurements in the least squares context. We focus on the processing of
band-limited measurements and on long time series with a constant sampling interval. Time domain as well as frequency domain
approaches were discussed to offer different ways to integrate the filtering process into the optimization scheme as good
as possible. The focus was on long equispaced data sets. The application of discrete filters in the space domain makes it
possible to decorrelate the observations during data acquisition. This opens the way to a sequential adjustment procedure,
where the design matrix is treated row-by-row. Huge systems with millions of observations can be solved by direct or iterative
strategies, and both approaches benefit from well-tailored filter techniques. Because of the sequential access the computational
effort of this giant task can be easily distributed to a cluster of parallel processors and offers, in addition, the possibility
to treat data gaps in a straightforward way.
This revised version was published online in August 2006 with corrections to the Cover Date. |
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Keywords: | least squares band-limited observations decorrelation filtering whitening process |
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