Estimation of a Linear Transformation.
Abstract
The problem which suggested this study arose in glaciology. Markers were placed in a glacier at points (xi sub c) and their positions, as measured by surveying techniques, were recorded at x sub i. Several years later a new survey was made by the same method yielding measurements y sub i of the true positions eta sub i. It was assumed that eta sub i = B(xi sub i) where the matrix B describing the deformation of the glacier is the object of interest. It seemed reasonable to assume a multivariate normal distribution for the errors on both occasions with a covariance matrix (sigma squared) E, with E known and so the problem can be transformed to make E = I. This paper deals with this problem where the vectors are p dimensional.
Document Details
- Document Type
- Technical Report
- Publication Date
- Aug 01, 1972
- Accession Number
- AD0747977
Entities
People
- Geoffrey S. Watson
- Leon Jay Gleser
Organizations
- Princeton University