Non-negative least-squares variance component estimation with application to GPS time series

The problem of negative variance components is probable to occur in many geodetic applications. This problem can be avoided if non-negativity constraints on variance components (VCs) are introduced to the stochastic model. Based on the standard non-negative least-squares (NNLS) theory, this contribution presents the method of non-negative least-squares variance component estimation (NNLS-VCE). The method is easy to understand, simple to implement, and efficient in practice. The NNLS-VCE is then applied to the coordinate time series of the permanent GPS stations to simultaneously estimate the amplitudes of different noise components such as white noise, flicker noise, and random walk noise. If a noise model is unlikely to be present, its amplitude is automatically estimated to be zero. The results obtained from 350 GPS permanent stations indicate that the noise characteristics of the GPS time series are well described by combination of white noise and flicker noise. This indicates that all time series contain positive noise amplitudes for white and flicker noise. In addition, around two-thirds of the series consist of random walk noise, of which its average amplitude is the (small) value of 0.16, 0.13, and 0.45 for the north, east, and up components, respectively. Also, about half of the positive estimated amplitudes of random walk noise are statistically significant, indicating that one-third of the total time series have significant random walk noise.