Adaptive collocation with application in height system transformation

In collocation applications, the prior covariance matrices or weight matrices between the signals and the observations should be consistent to their uncertainties; otherwise, the solution of collocation will be distorted. To balance the covariance matrices of the signals and the observations, a new adaptive collocation estimator is thus derived in which the corresponding adaptive factor is constructed by the ratio of the variance components of the signals and the observations. A maximum likelihood estimator of the variance components is thus derived based on the collocation functional model and stochastic model. A simplified Helmert type estimator of the variance components for the collocation is also introduced and compared to the derived maximum likelihood type estimator. Reasonable and consistent covariance matrices of the signals and the observations are arrived through the adjustment of the adaptive factor. The new adaptive collocation with related adaptive factor constructed by the derived variance components is applied in a transformation between the geodetic height derived by GPS and orthometric height. It is shown that the adaptive collocation is not only simple in calculation but also effective in balancing the contribution of observations and the signals in the collocation model.