On the interpretation of least squares collocation

Abstract

A demonstration is given of the strict mathematical equivalence between the least squares collocation and the classical minimum variance estimates. It is shown that the least squares collocation algorithms are a special case of the modified minimum variance estimates. The computational efficiency of several forms of the general minimum variance estimation algorithm is discussed. It is pointed out that for certain geodetic applications the least square collocation algorithm may provide a more efficient formulation of the results from the point of view of the computations required.