Least-squares variance component estimation (LS-VCE) is a simple, flexible and attractive method for the estimation of unknown variance and covariance components. LS-VCE is simple because it is based on the well-known principle of LS; it is flexible because it works with a userdefined weight matrix; and it is attractive because it allows one to directly apply the existing body of knowledge of LS theory. In this contribution, we present the LS-VCE method for different scenarios and explore its various properties. The method is described for three classes of weight matrices: a general weight matrix, a weight matrix from the unit weight matrix class; and a weight matrix derived from the class of elliptically contoured distributions. We also compare the LS-VCE method with some of the existing VCE methods. Some of them are shown to be special cases of LS-VCE. We also show how the existing body of knowledge of LS theory can be used to one's advantage for studying various aspects of VCE, such as the precision and estimability of VCE, the use of a-priori variance component information, and the problem of nonlinear VCE. Finally, we show how the mean and the variance of the fixed effect estimator of the linear model are affected by the results of LS-VCE. Various examples are given to illustrate the theory.

[1] We propose a methodology to assess the noise characteristics in time series of position estimates for permanent Global Positioning System (GPS) stations. Least squares variance component estimation (LS-VCE) is adopted to cope with any type of noise in the data. LS-VCE inherently provides the precision of (co)variance estimators. One can also apply statistical hypothesis testing in conjunction with LS-VCE. Using the w-test statistic, a combination of white noise and flicker noise turns out in general to best characterize the noise in all three position components. An interpretation for the colored noise of the series is given. Unmodelled periodic effects in the data will be captured by a set of harmonic functions for which we rely on the least squares harmonic estimation (LS-HE) method and parameter significance testing developed in the same framework as LS-VCE. Having included harmonic functions into the model, practically only white noise can be shown to remain in the data. Remaining time correlation, present only at very high frequencies (spanning a few days only), is expressed as a first-order autoregressive noise process. It can be caused by common and well-known sources of errors like atmospheric effects as well as satellite orbit errors. The autoregressive noise should be included in the stochastic model to avoid the overestimation (upward bias) of power law noise. The results confirm the presence of annual and semiannual signals in the series. We observed also significant periodic patterns with periods of 350 days and its fractions 350/n, n = 2, . . ., 8 that resemble the repeat time of the GPS constellation. Neglecting these harmonic signals in the functional model can seriously overestimate the rate uncertainty.

This contribution can be seen as an attempt to apply a rigorous method for variance components in a straightforward manner directly to GPS observables. Least-squares variance component estimation is adopted to assess the noise characteristics of GPS observables using the geometry-free observation model. The method can be applied to GPS observables or GNSS observables in general, even when the navigation message is not available. A realistic stochastic model of GPS observables takes into account the individual variances of different observation types, the satellite elevation dependence of GPS observables precision, the correlation between different observation types, and the time correlation of the observables. The mathematical formulation of all such issues is presented. The numerical evidence, obtained from real GPS data, consequently concludes that these are important issues in order to properly construct the covariance matrix of the GPS observables. Satellite elevation dependence of variance is found to be significant, for which a comparison is made with the existing elevation-dependent models. The results also indicate that the correlation between observation types is significant. A positive correlation of 0.8 is still observed between the phase observations on L1 and L2.