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2.5.7.2 LMR Mathematical Programming Formulation
ОглавлениеThe mathematical programming formulation for the LMR estimator proposed in [28, 29] is
subject to
(2.45c)
(2.45d)
(2.45e)
In (2.45b), note that each binary variable bi indicates whether or not the ith weighted measurement error (yi(x)) is within the range [−T, T ]. Specifically, the value bi = 0 implies that ∣yi(x ) ∣ ≤ T. On the other hand, the value bi = 1 implies that ∣yi(x) ∣ > T. Since the objective function (2.45a) minimizes the sum of all binary variables bi, the LMR procedure searches the largest set of measurement errors within the range [−T, T].
Once problem (2.45) has been solved and the set of out‐of‐tolerance measurement errors has been identified, a WLS estimation is performed to enhance the estimation quality, considering only those measurements whose associated binary variables have optimal values that are equal to zero [28].