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Probabilistic principal component analysis of time variable gravity data considering measurement errors' covariance matrix

Feng, Yong, Chang, Guobin, Qian, Nijia, Huan, Yueyang, Cao, Yu, and Sun, Yinxiao, 2026. Probabilistic principal component analysis of time variable gravity data considering measurement errors' covariance matrix. Advances in Space Research, 78(2):527–546, doi:10.1016/j.asr.2026.04.008.

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BibTeX

@ARTICLE{2026AdSpR..78..527F,
       author = {{Feng}, Yong and {Chang}, Guobin and {Qian}, Nijia and {Huan}, Yueyang and {Cao}, Yu and {Sun}, Yinxiao},
        title = "{Probabilistic principal component analysis of time variable gravity data considering measurement errors' covariance matrix}",
      journal = {Advances in Space Research},
     keywords = {GRACE, Principal component analysis, Covariance matrix, EM algorithm},
         year = 2026,
        month = jul,
       volume = {78},
       number = {2},
        pages = {527-546},
     abstract = "{Time-variable gravity data are often analyzed with non-parametric
        decompositions such as principal component analysis. However,
        for upstream products such as GRACE Level-2 solutions, the
        observations can contain heterogeneous and correlated
        measurement errors, whose correlations are reflected by a non-
        diagonal error covariance matrix. Fully accounting for this
        covariance information poses challenges to conventional PCA-type
        processing. To address this issue, we propose a new
        probabilistic PCA method that explicitly incorporates the
        measurement-error covariance structure. The proposed model
        decomposes the data into three parts: signals, noises, and
        measurement errors. The signal term is further represented by a
        small number of components that are orthogonal in both the
        temporal and spatial domains, consistent with the
        interpretability of many PCA-based approaches. The method is
        formulated in a measurement-equation-based probabilistic
        framework, and model parameters are estimated optimally in the
        maximum-likelihood sense. An efficient expectation--maximization
        (EM) algorithm is developed for iterative parameter estimation,
        and a suboptimal variant is also tested experimentally. Using
        GRACE Level-2 data as an example, the proposed approach
        successfully suppresses stripe errors for signal reconstruction
        and provides a compact set of orthogonal components for
        spatiotemporal signal analysis. Experimental results demonstrate
        that the proposed methods perform well in both signal
        reconstruction and spatiotemporal characterization.}",
          doi = {10.1016/j.asr.2026.04.008},
       adsurl = {https://ui.adsabs.harvard.edu/abs/2026AdSpR..78..527F},
      adsnote = {Provided by the SAO/NASA Astrophysics Data System}
}

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