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The effect of correlation on uncertainty estimates – with GPS examples
KTH, School of Architecture and the Built Environment (ABE), Urban Planning and Environment, Geodesy and Geoinformatics. (Geodesi)
KTH, School of Architecture and the Built Environment (ABE), Urban Planning and Environment, Geodesy and Geoinformatics. (Geodesi)
2013 (English)In: Journal of Geodetic Science, ISSN 2081-9919, E-ISSN 2081-9943, Vol. 3, no 2, 111-120 p.Article in journal (Refereed) Published
Abstract [en]

This article deals with the effect of correlation on the estimates of measurement uncertainty, with some focus on Global Positioning Satellite (GPS) time series analysis. Analytical derivations and Monte Carlo simulations form the theoretical basis, which shows that uncompensated correlation produces unrealistic uncertainty estimates. Tools for handling correlation in connection with estimation of uncertainty, construction of confidence intervals, hypothesis testing, design of measurement strategies, and development of tolerances are outlined and demonstrated. The GPS observation time series used in the article has a short to medium range correlation, and can therefore be handled with the presented tools - based on a simple Location-model and stationary stochastic processes.

Place, publisher, year, edition, pages
Walter de Gruyter, 2013. Vol. 3, no 2, 111-120 p.
Keyword [en]
correlation; least squares estimation; measurement uncertainty; Monte Carlo simulation; time series analysis
National Category
Other Social Sciences
Identifiers
URN: urn:nbn:se:kth:diva-164178DOI: 10.2478/jogs-2013-0016OAI: oai:DiVA.org:kth-164178DiVA: diva2:804957
Note

QC 20150420

Available from: 2015-04-14 Created: 2015-04-14 Last updated: 2017-12-04Bibliographically approved

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fulltext(846 kB)80 downloads
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CiteExportLink to record
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Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
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  • Other locale
More languages
Output format
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