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OF OBSERVATIONS

ENGO 361: Adjustment of Observations H(3-3), WINTER 2001

Naser El-Sheimy

This page is intentionally blank

1. INTRODUCTION TO ADJUSTMENT OF OBSERVATIONS

1.1. Why Observations?

Geomatics Engineers are usually faced with the problem of estimating some unknown

quantities (parameters). This is done through collecting several measurements of some

kind known as observations – and then adopting the appropriate mathematical model

relating both observation and unknowns.

(Required +

instrumentation that is used by an observer in certain Reliability

environment. Measure)

♦ An error it the difference between an observation of a

quantity and the true value (which can never be

known): Model

(Adopted)

ε = l −t

ε ... true error

l... observed value

t... true value Measurements

Errors

known as well.

♦ Both quantities can, however, be estimated: Observer Through

(By) Environment

Using

v = l − xˆ Equipment

v...estimated error ( estimated residual )

xˆ...estimated value

Page 1

1.2. Sources of Errors

Sources of errors

•Limitation of the observer (the •Due to imperfect construction •Due to changing environmental

ability to repeat the same or incomplete adjustment of the conditions in which the

measurement) instrument measurements are made

•Carelessness of the observer •e.g., incorrect graduation •e.g., Temperature variation

causes expansion/contraction of

the chain

1) Gross Errors or blunders or mistakes

Characteristics: Its magnitude is significantly very large/small/different in

comparison to the measured values (abnormal observation).

Source: Personal errors (carelessness of the observer)

Effect: Inhomogeneous observables

Treatment: Must be detected and eliminated from the measurements by

careful checking of the measurements.

e.g., measuring a distance

31.1 m, 31.3 m, 31.2 m, 13.1 m, 31.15

Error

Page 2

2) Systematic Errors

Characteristics: Occur according to so deterministic system, when known,

can be exposed by some functional relationship.

Source: Instrumental of natural personal of all

Effect: Shifting all the observation it can be constant if it’s magnitude and

sign remain the same throughout the measuring process.

instruments before being used.

Can be eliminated by:

1. adjusting the instrument

2. using certain procedures during measurement, e.g. survey levels

collimation errors can be minimized by taking measurements at equal

distances from the level.

Example:

Collimation

error

∆ ∆

L L

3) Random Errors

Characteristics: The remaining errors after gross and systematic errors

have been removed.

They have no functional relationship based upon a deterministic system,

usually modelled by stochastic model (probability theory)

Source: Personal, natural and instrumental.

Cannot be generally eliminated however it can be minimised by taking

redundant observations and applying the so called “Method of Least

Squares”

This process is referred to as the “Adjustment of Observations” or

“Adjustment Computations” which is our main concern in this course.

Based on the above fact, we can’t seek the ‘true’ value, all we can get is an

‘estimate’ for the ‘true’ value.

Page 3

The small variations between the measurements and the ‘true’ value or its

‘estimate’ are regarded as “errors.”

1.4. Notation used in Least Squares

x = [x1 ... xu ]

T

x2

u... number of unknowns

♦ Observations:

L = [l1 ... l n ]

T

l2

n... number of observations (measurements)

0 = f(x, l)

The function that relates x and l.

Types of Observations

Direct Indirect

Conditions conditions

Observer, instruments, and environment are all the same

e.g., measuring an angle:

Parameter:

x = α, u = 1

Observations:

L = [α 1 α 2 ... α n ]

Math Model

Page 4

xˆ = Mean ( L)

Any one of observer, instrument or environment changes

♦ Indirect observation

x is measured indirectly

e.g., measuring a height using angles and distances:

Parameter:

x = h, u = 1

Observations:

L= θ[ d ]

Math Model θ h

xˆ = d ⋅ tan(θ ) + hI

hI

Page 5

1.6. Behaviour of Random Errors

♦ For simplicity we’ll consider the direct case under the same conditions.

♦ Assumption: All measurements are free of gross errors and corrected for all

systematic errors.

Theoretical Case

No. of obs. n → finite number n→∞

Variable Random Sample Random Variable

L = (l1 l2 ln)

Estimate Σl xˆ → t (true value)

xˆ= i (Mean)

n

Errors Residuals True Errors

v1 = xˆ − l i (Σv1 = ο ) εi = t − li

Spread of Relative Frequency

Errors

Relative Frequency

(Distribution 1

RF

of errors)

curve

-ε ε

1

-v 0 v +v

Probability Distribution Function

Range = vmax - vmin (PDF)

have residuals between ο and V1

(PDH)

Page 6

1.7. Understanding the Meaning of Residual Errors (v)

♦ Given L = (l1 l2, … ln) and accepting, for the time being, the fact that the

arithmetic mean Error! Objects cannot be created from editing field codes. of all

lI is the best estimate Error! Objects cannot be created from editing field codes.

for the measured quantity – i.e.,

Σl i

xˆ = x =

n

we can compute vi as vi = xˆ − l i

♦ The residuals express the degree of closeness of the repeated measurements of the

same quantity to each other and therefore the (v) values can be used in expressing the

precision of xˆ (and also the precision of the observer who take/made these

measurements.)

e.g. two observers A and B measure the same angle.

A B

V1 = +2″ V1 = +5″

V2 = -1″ V2 = -3″

V3 = +1″ V3 = +2″

V4 = 0 V4 = -3″

V5 = -2″ V5 = -4″

V6 = +3″

Now, we define the range over which the residuals change as,

= 4″ = 9″

Since Range A < Range B

We conclude that the angle computed from the data set of (A) is more

precise if it is computed from the data set (B)

Page 7

1.8. Determining the Probability Distribution Histogram (PDH)

1) Calculate the estimated parameter:

Σl i

xˆ = x =

n

2) Calculate the residuals for each observation:

vi = xˆ − l i

3) Calculate the range of the residuals:

4) Divide the range into k equal intervals ∆j (j=1,2,…k).

5) Calculate the relative frequency for each interval.

nj RF

fj =

n⋅∆ j

n j ... the number of residuals

that fall within the fj

boundaries of ∆ j

-v +v

∆j

Range

Page 8

Notes:

The area under the histogram = 1

k

APDH = ∑ Ai RF

j =1

k

= ∑ fi ⋅ ∆

j =1

k nj

=∑ ⋅∆

j =1 n⋅∆

A1 A2 A3 A4 A5 A6

k nj

=∑ -v

∆ ∆ ∆ ∆ ∆ ∆

+v

j =1 n

Range

k

nj

1

= ∑ n =1

n j =1 =

n

The histogram can be used for probability computation.

v1 ≤ Ρ ≤ v2 = Α ( v1 to v2 ) (v1 to v2)

A

v1 v2

Page 9

1.9. Characteristics of PDF

♦ Many scholars throughout the history of statistics have tried to describe the PDF

curve

♦ A commonly accepted model was given by Gauss (Gauss PDF)

h

G (ε ) =

2ε 2

e −h e = 2.71828

π

G(ε)

G(εi)

-ε εi +ε

Note: h is the only parameter that completely describes the shape of the Gauss

PDF.

h

♦ G (0 ) =

π

♦ h is usually called “precision index”. Precision α h

♦ Since the area under the curve = 1, then the higher the PDF (larger the h), the

narrower the curve must become – i.e. less range (more precise)

high precision

h1 low precision

π

h2

π

Range 1

Range 2

Page 10

Properties of Gauss PDF

1) Area under the curve = unity

∞

∫−∞

G (ε )dε = 1

occur (no systematic errors).

P (ε ) = P(−ε )

-ε ε

max

-ε 0 +ε

negligibly small. (i.e. no gross errors)

Page 11

1

5) Two points of inflection at ε = ± . These points occur where second

h 2

∂ 2 G (ε )

derivative of function is equal to zero - = 0.

∂ε 2

h

π

1 1

h 2 h 2

6) Statistical properties

ε

( 1 ) = −∫∞1G(ε )dε = A1

Ρε ≤ε

Ρ (ε ≥ ε ) = ∫ G (ε )dε = A

∞

2 ε 2

2

ε2 A1 A2

= 1 − ∫ G (ε )dε

−∞

ε2

( 1 2 ε

)

Ρ ε ≤ ε ≤ = ∫ G (ε )dε

−∞ ε1 ε2 +∞

1

(More when we discuss statistical analysis)

Page 12

1.10. Reliability of Measurements

♦ Recall that the true value t of certain unknown quantity can never be obtained.

However, an estimate xˆ can be determined.

♦ xˆ will not be satisfactory from the client point of view because it is influenced by

random error.

♦ Therefore, we need a certain “measure” of the existing random errors to describe its’

“goodness”, “reliability”, and “repeatability”

♦ This measure should help as well in accepting or rejecting certain observations

depending on the desired precision.

♦ Three terms are commonly used in expressing the reliability of measurements:

1. Precision: the degree of closeness of repeated measurements of the

same quantity to each other. Precision is affected only by random

errors.

-ε +ε -ε +ε

closely clustered widely clustered

Accuracy is affected by both random and systematic errors.

-ε +ε

systematic error

measurement will fall.

Page 13

♦ Consider a circular target, where t is the centre of the target

precise but not not precise but not precise & precise and

accurate accurate not accurate accurate

Accuracy –––––––––––––––––––→ External Reliability

Measures of Precision

The arithmetic mean of the absolute value of errors

Random Sample

Random Sample

t = unknown t = known

Σ vi Σεi

ae = ∂e =

(n − 1) n

vi = xˆ − l i εi = t − li

Σl i

xˆ = x =

n

Random Variable

∞

1

∂e = ∫ ε G(ε )dε = h

−∞ π

Page 14

2) Probable Error (Pe)

Pe has the following property: Half the resulting errors are smaller in

magnitude than Pe and the other half are larger than Pe.

50% of vi > Pe

50% of vi < Pe

How: Arrange the absolute values of the errors into either ascending or

descending order.

For odd numbers Pe = V n +1

2

e.g. v1 v2 v3 v4 v5

Pe = v3

1 n

For even numbers Pe = V + V (n 2 + 1)

2 2

e.g. v1 v2 v3 v4 v5 v6

v3 + v 4

Pe =

2

Problems with Pe

1″ 1″ 3″ 5″ 6″ 7″ 11″

1″ 1″ 3″ 5″ 6″ 7″ 100″

Pe

− Pe

Gaussian PDF:

Pe

2 ∫ G (ε )dε = 0.5

0

0.4769 +∞

Pe → −∞

-Pe +P

h

Page 15

3) Standard Deviation (σ)

σ is defined as the square-root of the arithmetic mean of the sum of

square of the errors.

The square of the standard deviation – σ2 – is known as the “variance” or

“mean square error” and consequently σ is sometimes referred to as the

Root Mean Square Error (RMSE)

Error! Objects cannot be created from editing field codes.

Random Sample

t = unknown t = known

1 n 2 1 n 2

σ2 = ∑ v1

n − 1 i =i

σ2 = ∑εi

n i =i

We have only one unknown, and hence we σ : Root mean square error

only need a single observation to determine (RMSE)

it. The remainder (n-1) is usually known as

the “Degrees of Freedom” or “Redundancy”,

which we will refer to as “r”

r = n−u

r... redundancy

n... number of observations

u... number of unknowns

∞

1

σ 2 = ∫ ε 2 G (ε )dε =

−∞ 2h 2

1

σ =

h 2

Page 16

Unlike the previous two measures of precision, σ has some distinguished properties

which make it a preferred measure of precision, they are:

G(ε)

-1 1

h 2 h 2

G(ε)

-3σ -2σ -σ σ 2σ 3σ

Ρ(− σ ≤ ε ≤ σ ) = 0.683

Ρ(− 2σ ≤ ε ≤ 2σ ) = 0.954 called confidence interval

Ρ(− 3σ ≤ ε ≤ σ ) = 0.997

observations.

• Residuals greater than 3σ are usually treated as gross errors.

magnitude of large errors are completely represented and reflected in the

computed σ value

Page 17

1.11. Review of Uni-variate Statistics

e.g. a distance, angle, etc.)

Given: L = l1 , l2 , l3 , ……… ln

♦ Best estimate x̂

∑l

xˆ = x = i =i

♦ Variance of x – σ x2

σ 2

=

∑v 2

σ2x square units of x (m2 or degree2)

x

n −1

σ x2

σ x2 =

n

Note: Since x̂ is the best estimate of the unknown parameter out of a group of

measurements (having a variance of σ x2 ), therefore σ x2 should be better than σ x2

σx <σx

σ x ... precision of the mean

σ x ... precision of a single measurement

σ x2

♦ Proof that σ = 2

x :

n

To determine the standard deviation of the mean, we begin with the expression for

the mean:

Page 18

n

∑x i

x1 x 2 x

x= i =i

= + +................. + n

n n n n

Given x = f (a,b,c) with σa ,σb ,σc

2 2 2

∂f ∂f ∂f

σ = σ a2 + σ b2 + σ c2

2

x

∂b ∂b ∂c

e.g. x = x1 + x 2 = f ( x1 , x 2 )

2 2

∂f 2 ∂f 2

σ =

2

x

σ x1 + σ x 2

∂ x1 ∂ x 2

2

♦ Applying the law of propagation of variances to the equation for the mean

2 2 2

1 1 1

σ = σ x21 + σ x22 = ............... + σ xn2

2

x

n n n

2

1

(

= σ x21 + σ x22 + ............... + σ xn2 )

n

1

(

= 2 nσ 2 )

n

σ2

=

n

σ

=

n

♦ This yields the final expression for the standard deviation of the mean

σx =

∑v 2

i

(n − 1)n

Page 19

1.12. Direct Observation with Different Conditions

♦ Consider that two observers A and B are measuring the same quantity X (say a

distance or angle) and that it is required to estimate the best estimate of X by making

use of the two sets of observations

Observer A Observer B

α1 α1

α2 α2

α3 α3

…

…

αn αm

own best estimate and standard deviations.

Observer A Observer B

n m

Best estimate: ∑α i ∑α i

αA = i =i

αB = i =i

n m

σ αA =

∑v 2

i

i = i...n σ αB =

∑v 2

i

i = i...m

Precision: n −1 m −1

vi = α A − α i vi = α B − α i

♦ Now, α A and α B can be considered as measurements – they are the best estimate of

two groups of measurements for the same quantity (X).

♦ Therefore our original problem can be formulated as follows:

Given: α A , σ α A and α B , σ α B

αA +αB

♦ Could we say α = ? NO - because this will not take into account

n

difference in precision expressed by σ α A and σ α B

♦ To account for the difference in accuracy between the two sets of observations, we

introduce a new quantity called the weight:

1

Pα

σ2

Why?

Page 20

Recall

∑ vi

2

n −1

σx =

∑v 2

i

(n − 1)n

Therefore, a measurement of high precision will have a small variance and

vice versa.

Since the value of variance goes in opposite direction to that of precision,

another measure of precision is often used.

We call this quantity “Weight”.

∑ Piα i p α + p Bα B

α= = A A

∑ Pi p A + pB

1 1

pA = pB =

σ α2A σ α2B

♦ In general:

x̂ =

∑ Px Weighted mean

∑P

σ xˆ =

∑Pv 2

1 1

(n − 1)∑ P

♦ Note: is all the observations have the same variance (i.e. equal weights), the above

formulas will be the same as the mean and variance equations discussed before

Page 21

ENGO361 Naser El-Sheimy

1. MULTIVARIATE STATISTICS

♦ Geomatics problems (surveying problems) normally include the measurement of

several quantities. In turn, these measurements are used to determine several

unknown parameters.

♦ The measured quantities cannot usually be treated separately. Instead, they must

be dealt with simultaneously. Both the effect of each quantity on the others and

the statistical relationship between quantities must be taken into consideration in

order to obtain a meaningful solution of the unknowns.

♦ A multivariate consists of several univariate, e.g.:

That is,

a = [a1 , a2 , …an] with a ,σ a , and σ a

b = [b1 , b2 , …bm] with b ,σ b , and σ b

c = [c1 , c2 , …ck] with c ,σ c and σ c

♦ Example:

Consider the situation shown in the figure below:

d1 sin α1 A α2 Unknowns

x = [xa, ya, xb, yb]

d1 B

α1 Observations

d1 cos α1

L = [α1 , d1 , α2 , d2]

X

Any errors in α1 and d1 will effect the accuracy of (xa, ya)

Any errors in α1, d1, α2 and d2 will effect the accuracy of (xb, yb)

Page 1

ENGO361 Naser El-Sheimy

L = [ a, b, c ]:

1. The Mean of Multivariate

(

L = a ,b ,c )

∑ ai ∑ bi ∑ ci

a= b= c=

n m k

2. Variance of the multivariate

α2L = (α2a σ2b σ2c)

3. Variance of the mean of the multivariate

σ 2 σ 2 σ 2

α2L = (α2a σ2b σ2c) = a b c

n m k

1.1. Covariance

components of a multivariate.

♦ For example, if we have the following set of measurements:

Then the covariance between a and b is given by:

1 n

σ ab = ∑ vai vbi

n − 1 i =i

(units of a⋅b)

vai = a − ai

vbi = b − bi

♦ σab has the physical units of a multiplied by the physical units of b. That is, the

covariance has no specific units and can take any value between −∞ → + ∞ (i.e.

no limit)

♦ The covariance between the mean values of a and b is:

σ ab

σ ab =

n

Page 2

ENGO361 Naser El-Sheimy

♦ In practice, all the variances and covariances of a multivariate are assembled into

one matrix called the variance-covariance matrix (v-c matrix), or simply the

covariance matrix.

σ a2 σ ab σ ac

C L = σ ba σ b2 σ bc

σ ca σ cb σ c2

the mean.

♦ If the elements of the multivariate are statistically independent (no correlation),

then the variance-covariance matrix will be diagonal matrix.

σ a2 0 0

(

C L = 0 σ b2 0 = diag σ a2 σ b2 σ c2 )

0 0 σ c2

1. Symmetric, that is

σ ij = σ ji

2. Its Diagonal elements are positive

3. Non-singular matrix – i.e., the variance-covariance matrix must be

invertable. This also means that the determinant of CL should not equal

zero. This property is very essential for the purpose of computing the

weight matrix P needed in the least squares adjustments, where P = C-1L.

A= number

4 − 1

5 1 − 2

A = 1 3 0

Matrix is not symmetric

2 0 4

6 6

A=

Matrix is not invertable – determinant is

6 6 equal to zero ( |A| = 0 )

Page 3

ENGO361 Naser El-Sheimy

related.

σ ab

ρ ab = ρ ba =

σ aσ b

1. Unit-less

a → distance cm

eg. σ ab = cm sec ρab = cm .sec /cm .sec

b → angle sec

2. Has a limits of ± 1

σ aa σ a2

ρ aa = = =1

σ aσ a σ aσ a

♦ If

ρab = 0 completely uncorrelated

ρab = +1 completely positively correlated

ρab = -1 completely negatively correlated

ρab<1 completely correlated

0.35 < ρ ab < 0.75 significant correlation

0.75 < ρ ab < 1 strong correlation (i.e. weak solution)

1 ρ ab ρ ac

ρ L = ρ ba 1 ρ bc

ρ ca ρ cb 1

NOTE:

σ a2 ρ abσ aσ b ρ acσ aσ c

Cl = σ b2 ρ bcσ bσ c

sym σ c2

Page 4

ENGO361 Naser El-Sheimy

b b b

a a a

a increases a increases Very weak

b increases b decreases correlation

ρab → +ve ρab → -ve

b b

or

a a

a no change a increases

b increases b no change

No correlation

Page 5

ENGO361 Naser El-Sheimy

1. Functional Model: Describes the deterministic (i.e. physical, geometric)

relation between quantities

Expresses the functional relationship between quantities

f(x, l, c) = 0 (all may be vector quantities )

c…Constants

- e.g. the speed of light)

- treat as absolute (known) quantities

- σ c2 = 0 and W ∝ P = 1 2 = ∞

σc

x…Unknown parameters

- the quantities we wish to solve for

- e.g., Area of a triangle, co-ordinate (x, y, z) of a

point

- usually treated as having zero weight (but doesn’t

have to be)

1

- Ρx ∝ = 0 → σ x2 = ∞

σ x2

l… Observables

- measurements

- e.g., distances, angles, satellite pseudoranges

- 0 < σ l2 < ∞

model quantities, particularly the observations

σ 2 σ ab

e.g., l(a, b) Cl = a

σ ba σ b2

Page 6

ENGO361 Naser El-Sheimy

1) Direct Model

x = [x1 ... xu ]

T

x2 number of unknowns = u

g = [g 1 ... g m ]

T

g2 number of functions = m

l = [l1 ... l n ]

T

l2 number of observations = n

The model is direct with respect to the parameters

One equation per parameter (i.e. u = m)

The parameters are expressed directly as functions of the observations

♦ Example:

Observations:

A

l = [a b]

T

(n = 2)

Unknowns:

c a x = [A c]

T

(u = 2)

Functions:

b g = [g 1 g2 ]

g1 ⇒ A = a ⋅ b (m = 2)

g2 ⇒ c = a2 + b2

one equation per observation (h = m)

Page 7

ENGO361 Naser El-Sheimy

♦ Example: Levelling between two stations (i.e. elevation difference between two

stations)

B

∆hAB

A

Observations:

l = ∆h AB (n = 1)

Unknowns:

x = hB (u = 1)

Functions:

h = h1

(m = 1)

h1 ⇒ ∆h AB = hB − h A

The model is implicit with respect to the parameters and the observations

The parameters and observations cannot be separated, and have an “interwoven”

relationship

♦ Example:

Observations:

Y

l = [x1 y3 ]

T

y1 x2 y2 x3 (n = 6)

b

2 Unknowns:

3

x = [a b] (u = 2)

T

1

a Functions:

X

f = [ f1 f2 f3 ]

f1 ⇒ 0 = a + bx1 − y1

f 2 ⇒ 0 = a + bx 2 − y 2 (m = 3)

f 3 ⇒ 0 = a + bx3 − y 3

Page 8

ENGO361 Naser El-Sheimy

Gun

Parameter Observation

Space Spaces

X Hnu L

dim X = u dim L = n

Amu Bmn

F

dim F = m

Model

Space

Linear

♦ The math models are linear w.r.t. to the parameters (i.e., when the math models

are differentiated, they yield a vector of constants)

♦ Example – A simple levelling network (Arrow pointing at the higher station)

B

- known elevation

∆H2

A ∆H1

∆H 1

x = [H B ]

Unknowns: l = ∆H 2 Observations:

u=1 n=3

∆H 3

c = [H A ] Functions:

Constants m = number of parameters (unknowns)

m=u=1

Math Model

u = 1, m = 1, n = 3 ∴ unique solution

Page 9

ENGO361 Naser El-Sheimy

∆H 1

[H B ]1x1 = [1 1 1]1x 3 ∆H 2 + [H A ]1x1

∆H 3 3 x1

Non-linear

2

♦ e.g., 1 = 1 = 1

x 2 g 2(l) l + l 2 + l 31

♦ c is a constant, n = 3, u = m = 2

♦ We cannot come up with the g matrix

♦ To solve this problem we usually linearize the model using a Taylor Series

expansion (will be discussed later)

Conditional Model

♦ A special case of the direct model, where no parameters are expressed in the

model

0 = g m,1 (l n,1 )

Unknowns:

u = 2 (any two angles)

γ Observations:

n=3

Functions:

m = number of independent conditions

α β m=n-u=3–2=1

Math Model

α + B + γ − 180 = 0

α

[1 1 1] β − 180 = 0

γ

Page 10

ENGO361 Naser El-Sheimy

∆H3

BM2

B

∆H2

A

BM1 ∆H1 ∆H4

∆H5

∆H 1

∆H

H a 2

x = H b Unknowns: l = ∆H 3 Observations:

u=3 n=5

H c ∆H 4

∆H 5

H Functions:

c = BM 1 Constants

H BM 2 m = number of independent conditions

m=n–u=5–3=2

Math Model

H BM 1 + ∆H 1 + ∆H 2 + ∆H 3 − ∆H BM 2 =0

+ ∆H 2 + ∆H 4 − ∆H 5 =0

∆H 1

∆H

1 1 1 0 0

2

H1 − H 2

0 1 0 1 − 1 ∆H 3 + 0 =0

2 x5 2 x1

∆H 4

∆H 5

5 x1

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ENGO361 Naser El-Sheimy

n = m

Linear

♦ Example – Consider the same Levelling Network (Arrow pointing at the higher

station)

∆H3

BM2

B

∆H2

A

BM1 ∆H1 ∆H4

∆H5

∆H 1

∆H

H a 2

x = H b Unknowns: l = ∆H 3 Observations:

u=3 n=5

H c ∆H 4

∆H 5

H Functions:

c = BM 1 Constants

H BM 2 m = number of observations

m=n=5

Math Model

∆H 1 1 0 0 − H BM 1

∆H − 1 1 0 0

a

2 H

∆H 3 = 0 − 1 0 H b + H BM 2

∆

4 H 0 − 1 1 H c ux1 0

∆H 5 − 1 0 1 0

nx1 nxu nx1

Redundancy = m – u = 5 – 3 = 2

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Non-linear

♦ Non-linear Models will be linearised using a Taylor Series expansion (will be

discussed in Chapter 6)

♦ Example – finding the co-ordinates of a point by resection

Unknowns:

Y x

x = u = 2 (any two angles)

(x2, y2) y ux1

(x1, y1)

Observations:

L2 L1

(x3, y3)

L1 l = L2 n = 3

L3

L3

Functions:

(x, y)

m = number of observations

m=n=3

redundancy = degrees of freedom = m – u = 3 – 2 = 1

Math Model:

[

L1 h1 ( x) ( x1 − x ) + ( y1 − y )

2 2

]

1

2

2 2 2 [

L = h ( x ) = ( x − x )2 + ( y − y )2

1 ]

1

2

1

[

L3 h3 ( x) (x − x ) + ( y − y )2

3

2

3 ] 2

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♦ Example: Consider the example of line fitting and knowing that point (2) is

equidistant from points (1) and (3). This condition can be added to the

mathematical model

Observations:

Y

l = [x1 y3 ]

T

y1 x2 y2 x3 (n = 6)

b

2 Unknowns:

3

x = [a b] (u = 2)

T

1

a Functions:

X

F(x,l) = 0

f = [ f1 f2 f3 ]

f1 ⇒ 0 = a + bx1 − y1

f 2 ⇒ 0 = a + bx 2 − y 2 (m = 3)

f 3 ⇒ 0 = a + bx3 − y 3

g(l) = 0

[(x 1

− x 2 ) + ( y1 − y 2 )

2 2

] − [(x

1

2

3

− x 2 ) + ( y 31 − y 2 )

2 2

]

1

2

=0

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♦ Example – Consider the same Levelling Network (Arrow pointing at the higher

station) and knowing that Stations A and B are at the edge of lake (i.e. Ha = Hb)

∆H3

BM2

B

∆H2

A

BM1 ∆H1 ∆H4

∆H5

C

Math Model

L = h(x)

∆H 1 1 0 0 − H BM 1

∆H − 1 1 0 0

a

2 H

∆H 3 = 0 − 1 0 H b + H BM 2

∆

4 H 0 − 1 1 H c ux1 0

∆H 5 − 1 0 1 0

nx1 nxu nx1

h(x) = 0

H a - Hb = 0

H a

[1 − 1 0] H = [ 0]

b

H c ux1

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3. ERROR PROPAGATION

♦ Error Propagation: is the process of evaluating the errors in estimated quantities

(X) as functions of the errors in the measurements (L)

♦ Concept:

+ Model +

Random Errors + Propagated Errors

Modeling Errors

l, Cl xˆ , C xˆ

Observations Best estimate of the unknowns

Variance-Covariance matrix of Variance-Covariance matrix of

the observations the estimated unknowns

quantity (x) according to the following function (representing a straight line):

y = a + bx (1)

Y

And using the concept of true value, as

introduced in chapter (1)

b

y

yt = a + bxt (2)

yt

Defining the error of a measurement as the measured

value minus the true value , (1) – (2) a

y – yt = b(x-xt) X

xt x

dy = b⋅dx

error of a value (b⋅ dx) in the y component

Any error in estimating b (i.e. any error in the math. model) will introduce

errors in y

♦ In general:

Given:

Observations: l = [l1 ln ]

T

l2 (recall l1 is univariate)

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Covariance information: C l

Required

T

xˆ 2

Covariance information: C xˆ

With…

u = number of unknowns

n = number of observations

estimate the unknowns

r = degrees of freedom

♦ Classification of problems

r=0 r >0

we have nnecessary = n no. of equations > no. of

no. of equations = no. of unknowns

unknowns requires adjustment of

unique solution observations to reach a unique

solution

We will study: We will study:

Univariate error propagation The method of Least Squares

Multivariate error propagation

Error propagation

r=0

Univariate Multivariate

dim(x) = 1

Cl = Diagonal

“Uncorrelated dim(x) = 1 dim(x) = u dim(x) = u

Observations” Cl ≠ Diagonal Cl = Diagonal Cl ≠ Diagonal

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3.1. Univariate

♦ Characteristics:

x = [x1 ]1x1

♦ Steps of Solution:

1. Construct the Mathematical model (direct model)

x = f (l)

Where

l = [l1 l2 ... l n ]

2. Obtain the best estimate of x

ˆ f (l)

x=

3. Estimate the precision of x̂

2 2 2

∂f ∂f 2 ∂f 2

σ = σ l21 +

2

xˆ

σ l + ... + σ l

∂l1 ∂l 2 ∂l n

2 n

2

∂f

n

2

σ = ∑

2

xˆ

σ l → Observe the units

i =1 ∂l i

i

♦ Example:

Given:

x=A

L = (a,b) a A

a =30m σ a = 0.1m

b = 40m σ b =0.2m

b

Required: Aˆ and σ Aˆ

Solution:

1. Mathematical Model

x = f (l ) → A = a ⋅ b

2. Best Estimate

xˆ = f (l ) → Aˆ = a ⋅b = 30 m⋅40 m = 120 m 2

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2

∂f 2

2

σ = ∑

2

xˆ

σ li

i =1 ∂l i

2 2

∂A ∂A

σ = σ a2 + σ b2

2

Aˆ

∂a ∂b

σ 2

Aˆ

(b 2

)σ 2

a + (a 2

)σ 2

b

σ A = 7.211m 2

Best estimate of A = 120 m2 ± 7.211 m2

♦ Example on Univariate Error Propagation

Given:

Mean σ n

a A

d 56.78m 2cm 4

θ 9°12'7" 30" 9

b

Required: hˆ and σ hˆ

Solution:

1. Mathematical Model

x = f (l ) → h = d tan θ

2. Best Estimate

xˆ = f (l )

2 2

∂h ∂h

σ = σ d2 + σ θ2

2

hˆ

{ ∂d ∂θ

2

cm 1424 3 1 42 43

cm 2 cm 2

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σd 2 2

σ dˆ = = = = 1cm

4 4 2

σθ 30 30′′

σ θˆ = = = = 10′′

a 9 3

2

∂h ∂h

= tanθ (unit less ) → σ d2ˆ → cm 2

∂d ∂d

2

∂h ∂h

∂θ

( )

= d sec 2 θ units m 2 → σ θ2ˆ → m 2 sec 2

∂θ

2

10′′

( 2 2

) ( 2

σ h2 = tan9 0 12′17′′ (1) + 56.78x100sec 2 9 0 1217 ′′ )

206265

ĥ = 9.1983 ±

That is single unknown quantity derived from uncorrelated observables and thus

we applied the law of propagation of variances.

♦ In this chapter, we will discuss the error propagation of multivariate in which we

will apply the law of propagation of variance-covariance matrix (also known as

covariance Law)

♦ To derive the Covariance Law, let us start with the special case of univariate

(single unknown X as a function of uncorrelated observables)

x = f (l1 , l 2 ,...l n ) = f (l )

with the variance of x, σx , derived from the Law of Propagation of variances as:

2 2 2

∂x ∂x 2 ∂x 2

σ = σ l21 +

2

x

σ l2 + ...... + σ ln

∂l1 ∂l 2 ∂l n

∂x ∂ x ∂ x 2 ∂x ∂x 2 ∂x

= σ l21 + σ l2 + ...... + σ ln

∂l1 ∂l 2 ∂l 2 ∂l 2 ∂l n ∂l n

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∂x

σ 2

l1 0 ... 0 ∂l1

∂x

∂x ∂x ∂ x 0

σx =

2

...

σ l22

∂l1 ∂l 2 ∂l n M O ∂l 2

M

2

0 σ ln ∂x

∂l n

♦ Now if we have more than one unknown, say a vector x of u unknowns, that are

related to the n observations as follows:

Or,

x1 = f1 (l1 , l 2 ,..., l n )

x 2 = f 2 (l1 , l 2 ,..., l n )

M

x u = f u (l1 , l 2 ,..., l n )

♦ In this case, σx will be a matrix Cx with dimensions u x u that takes the following

form:

σ x22

Cx =

symmetric

σ xu xu

♦ More over, the Jl matrix will contain all the partial derivatives

∂x j

j = 1,2,...u i = 1,2,...n

∂l i

∂l L

∂l 2 ∂l n

1

∂x 2 ∂x 2

L

∂x 2

J l uxn = ∂l ∂l 2 ∂l n

1

M M O M

∂x ∂x u ∂x u

u L

∂l1 ∂l 2 ∂l n

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Coefficient Matrix (since, in the case of a linear mathematical model, the partial

derivatives are just the coefficients of the observations).

♦ When some observations have correlation, then the variance-covariance matrix Cl

will not be a diagonal matrix.

σ l22 σ l2 l 2

Cl =

symmetric O M

σ l2n

♦ Taking all the above characteristics of the multivariate into account, the final

covariance law will be:

C x = J l ⋅ C l ⋅ J Tl

♦ Summary of steps for solving a Multivariate Error Propagation:

Given: l nx1 , C l nxn

Required: xˆ ux1 , C xˆ uxu

1. Form the direct (explicit) mathematical model

x = f(l)

2. Establish the variance-covariance matrix of the observations Cl

∂x j

Jl = j = 1,2, ... u i = 1,2,...n

∂l i

4. Adjust the physical units in the Covariance Law

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♦ Example:

Given:

HA = 20 m

HA = 20 m (BM)

∆h1 = ?

∆h 5

l = 1 = m H1 = ?

∆h2 8

4 0

Cl = mm

2

∆h2 = ?

0 9 H2 = ?

Required:

H

x = 1 and Cx

H 2

Solution:

1. Mathematical Model

H 1 = H A + ∆h1 = 20m + 5m = 25m

H 1 = H A + ∆h1 − ∆h1 = 20m + 5m − 8m = 17 m

2. Variance-covariance matrix of the observations:

Cl is given, note that the observations are uncorrelated

(however, this does not mean that the best estimates of x will

be uncorrelated as well)

3. Construct the Jacobian Matrix

∂H 1 ∂H 1

∂ ∆h ∂∆h2 1 0

J l 2x2 = 1

= (no units)

2∂ H ∂H 2 1 − 1

∂∆h1 ∂∆h1

observations as the elements of Jl)

4. Adjust the physical units in the Covariance Law.

Since all the partial derivatives are unit-less, and the variances

of the observations are in mm2 (which are the same units of Cx)

no scaling is needed.

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C x = J l ⋅ C l ⋅ J Tl

σ H2 1 σ H1H 2 1 0 4 0 1 1

=

σ H 2 H1 σ H2 2 1 − 1 0 9 0 − 1

4 0 1 1 4 4

= mm 2

4 − 9 0 − 1 4 13

From which we get

σ H1 = 4 mm 2 = 2 mm σ H 2 = 13 mm 2 = 3.6 mm

Note: and

= 0 + σ h21 = 4 mm 2 = 0 + 4 + 9 = 13 mm 2

Correlation:

σ H1 H 2 4

ρ H1H 2 = = = +0.55 ( Signifcant )

σ H1 σ H 2 2 ⋅ 3.6

Homework:

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♦ Types of analysis

σ x or C x σ x or C x

Pre-specified accuracy Actual accuracy

actually undertaken.

♦ Assumptions: all components of a survey measurement are free of bias caused by

systematic errors. This means that variances, or standard deviation, can be used as

measures of accuracy as well as measures of precision.

♦ Main items to consider in pre-analysis of a certain survey project are:

1. Possible survey techniques (and thus the corresponding mathematical

model)

Example:

L hr

L sin θ

B θ

∆h2 ∆h

hI

∆h1

A A

HB = HA + Σ∆hi HB = HA + hI + L sin θ - hr

(Spirit leveling) OR (Trigonometric levelling)

single measurement).

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observations – the process of pre-analysis is performed through the application of

the Law of Propagation of variances:

Recall:

2 2 2

∂x σ l2i ∂x σ l 2 σ

2 2

σ =

2

+ + ....... + ∂x l n

x

∂l i ni ∂l 2 n2 ∂l n nn

14444444444244444444443

n −terms

2

n

∂x σ l2i

σ 2

= ∑

x

i = i ∂l i

ni

∂x

… Effect of the math model

∂l i

σ l2i

… Effect of the instrument and the number of

ni

observations

Note:

∂x

… will depend on the mathematical model

∂l i

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∂x

♦ Usually and σ li are related and easy to decide upon and therefore the number

∂l i

of observations ni are the main quantities we are interested in.

♦ Since we have only a single equation and n unknowns, we can not estimate ni

unless we have some additional information or make some assumptions (e.g., the

n terms equally contribute to the total error budget).

♦ Example:

The (d) distance can’t be measured

directly, however, we can measure

s1 s2 and α.

We know the following: d

Measurement Standard deviation

s1 = 136 m σ s1 = 1.5 cm s2

α

s 2 = 115 m σ s2 = 1.5 cm s1

α = 50° σ α = 10"

Note: the value of the

measurements can be obtained from

a map (i.e. approximate values)

Required

Solution:

1. Mathematical Model

(

d = s12 + s 22 − 2s1 s 2 cos α ) 1

2

= 107.77 m (cosine law)

2. Error Model

2 2 2

∂d 2 ∂d 2 ∂d 2

σ =

2

σ s1 + σ s2 + σα

∂s1 ∂s 2 ∂α

d

∂d 2 s1 − 2 s 2 cos α

= = 0.576 (unitless)

∂s1 2d

∂d 2 s 2 − 2 s1 cos α

= = 0.255 (unitless)

∂s 2 2d

∂d 2 s1 s 2 cos α

= = 111.17 m = 11117 cm

∂α 2d

σ α~2

(0.5 cm) 2

= (0.576) σ + (0.255) σ

2 2 2 2

+ (11117 cm )

2

s1 s2

( ρ )2

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σ s21 σ s22 σ α2

0.25cm 2 = 0.332 + 0.065 + 0.003

ns1 n s2 nα

equation, we must impose some conditions:

1. 1st Trial

Assume s1, s2 and α contribute equally to σ2d.

0.25

= 0.332

(1.5) 2

→ n s1 = 9

3 n s1

0.25

= 0.065

(1.5) 2

→ n s2 = 2

3 n s2

0.25

= 0.003

(10) 2

→ nα = 4

3 nα

is not a proper assumption.

2. 2nd Trial

0.25 = 0.15 + 0.05 + 0.05

b b b

0.25 = 0.335

( )

1.5 2

+ 0.065

(1.5) + 0.003 (10)2

2

n s2 n s2 nα

↓ ↓ ↓

ns1 = 5 ns2 = 3 nα = 6

for ns1 and ns 2

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♦ Example:

The height h of a survey

station (A) above the reflector

instrument at (B) is

required with an accuracy

hr

of 0.01m.

S

A

h = ssin α − hr

B α h

s = 400m α = 30o

2 2 2

∂h ∂ h 2 ∂h 2

σ h2 = σ s2 + σα + σ

∂s ∂α ∂t

σh 0.01

3 3

σs = = = 0.0115 m

∂h sin (30 )

∂s

σh 0.01 0.01 = 1.67 x10 −5 rad

3 3 3

σα = = = = 1.67 x10 −5 ⋅ ρ "

∂h / ∂α scos α 346

= 3.4′′

σh 0.01

3 3

σ hr = = = 0.058 m

∂h / ∂t (1)

2. If the σα is limited by the instrument used to be 5″, re-evaluate σs

and σhr to accommodate this limitation in σα

From 1:

2

2 2 2 2

ρ ′′

s

(0.0056)2 m 2 = (0.5)2 σ s2 + σ t2

Balancing the accuracies of the two terms

0.0056 / 2

σs = = 0.008m (8mm ) → choose an EDM

0.5

0.0056 / 2

σt = = 0.004m (4mm )

1

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4. ADJUSTMENT OF OBSERVATIONS

4.1. The concept of adjustment

♦ In the previous chapters, we dealt with the case where the number observables (n)

is just enough to provide the necessary number of equations (m or nnecessary) to

estimate (u) number of unknowns. This usually results in a unique solution for

the unknowns.

♦ In practice, however, a unique solution is dangerous, as an error in a single

observation can radically effect the final solution for the unknowns. Therefore, in

Geomatics we typically have redundant observations, i.e. having (taking) more

observations than is necessary for a unique solution.

♦ A mathematical model ( l = f(x), g(l) = 0, f(x, l) = 0 ) in which r > 0 is termed as

over-determined mathematical model that can lead to an infinite number of

solutions for the unknowns x.

♦ This actually happens due to the discrepancies among the different equations of

the math model caused by the effect of the random errors that are still existing in

some or all of the observables.

♦ To illustrate the above fact, let us discuss the following Examples:

1. Levelling Networks

The following example shows

A = 10 m B = 12 m

three different routes (A→P,

B→P, C→P) for estimating the ∆h1 = 1.1

elevation of point p.

∆h2 = 1

P=?

H p = H A + ∆h1

= 10 + 1.1 = 11.1m ∆h3 = 3.8

or H ρ = H B − ∆h2

= 12 − 1 = 11.0m

or H ρ = H c − ∆h3 C = 15 m

= 15 − 3.8 = 11.2m

u = 1, n = 3, r = u – n = 3 – 1 = 2

Due to the different uncertainty (errors) in the observations ∆hi, the elevation of

point p is not identical.

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2. Area of Triangle

u = 1, nnecessary = 3, n = 6

1 B

∆1 = a b sin C

2

1

∆ 2 = cbsin A \

2

c a

1

∆ 3 = a csin B

2

Again, identical results may not

(most probably) be obtained, due to

the errors in the observation vector A b C

L.

can be overcome by adjusting the observations.

♦ The apparent inconsistency, due to measurement errors, with the math model can

be resolved through the replacement of the given observations l by another set of

the so-called best estimates of the observations l̂ such that the new set l̂ fits the

model exactly.

Where ˆl = l + vˆ

n,1 n,1 n,1

Note: The estimated residuals v̂ are unknown and must be determined before the

observations can be estimated.

l = l1 l2 … ln Mathematical

Model n0 ″ subset n0 of n

x̂ ′′

to solve for X

required M n0 = necessary

n>u k M

x = x1 x2 … xn i.e, r > 0 n0 observations to

x̂ k

solve for X

Inconsistent

(different)

solution

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Estimated

v = v1 v2 … vn

given

l = l1 l2 … ln Mathematical

Model

required x̂

n>u Unique

x = x1 x2 … xn i.e, r > 0 solution

residuals that provide estimated observations l̂ that fits the math model.

However, there is only one set of residuals that yield the optimal Least Squares

solution: ∑ vi2 = v T v = min

♦ Principle:

In addition to the fact that the adjusted observation must satisfy the mathematical

model exactly, the corresponding residuals must satisfy the Least Squares

criterion.

n

φ = ∑ v i2 = v12 + v 22 + .......... + v n2 = min

i =i

Required: X

x –––––––– u (unknowns) = 1

Given:

l 15.12

l = 1 = m –––––– n (observations) = 2

l 2 15.14

r (redundancy/extra observations) = n – u = 2 – 1 = 1

The final value of x̂ (best estimate) can be obtained from the observation

equations.

Find vˆ1 and vˆ2 such that lˆ1 = lˆ2

xˆ 2 = l2 + vˆ2 = lˆ2

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Naser El-Sheimy ENGO361

For For

l1 l2 lˆ1 lˆ2 ∑v 2

Possible 0.01 -0.01 15.13 15.13 φ 2 = (0.01)2 + (− 0.01)2 = 2 x10 −4

values

for v 0.015 -0.005 15.135 15.135 φ3 = (0.015)2 + (− 0.005)2 = 2.5 x10 −4

Note that φ2 is the smallest, but is it the very minimum value when all possible

combinations of corrections are considered?

♦ Geometric Interpretation of ∑v 2

= min :

The adjusted observations lˆ1 and lˆ2 are related to each other by lˆ1 - lˆ2 = 0 or lˆ1 =

lˆ which is a line with 45o inclination (condition line)

2

A φ3

15.12 15.14 A3

l= φ2

15.14 15.13

φ1

Condition line

A2

can be represented by l̂1 = l̂2

A1

point (A)

The projection of point (A)

into the condition line have 3

possibilities l̂1

15.12 15.13

A1, A2, and A3 correspond to φ1, φ2 and φ3 respectively, and all the 3 points satisfy

the condition line that is lˆ1 = lˆ2 where,

1 15.12 2 15.13 3 15.135

However, A2 is the only solution that satisfies

That is,

15.13

[0.01 − 0.01] =0.

15.13

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Naser El-Sheimy ENGO361

This means that the vector v2 is perpendicular to the condition line and therefore it

is the minimum function.

∑ li = 15.12 + 15.14 = 15.13 – that is, the mean satisfies

n 2

the least squares condition.

♦ Proof that the mean is the Least Squares estimate for a group of measurements of

certain parameters:

[

Given: l1 l 2 ... l n ]

Required: x

l1 + v1 = xˆ

l 2 + v2 = xˆ X

X

l n + vn = xˆ

Using the least squares condition:

φ

n

φ = ∑ vi2

i =i

∂φ

min =0

Or, ∂X

X

X̂

For φ to be minimum,

∂φ

=0

∂xˆ

∂φ

= 2( xˆ − l1 ) + 2( xˆ − l 2 ) + .... + 2( xˆ − ln ) = 0

∂xˆ

0 = 2 n xˆ − 2(l1 + l 2 +........ + l n )

n

0 = nxˆ − ∑ li

i =i

xˆ =

∑l i

n

If the observations are unequal in precision, we have to consider the weight of the

observations, that is

xˆ =

∑ρl i i

⇒ Weighted mean

∑ρ i

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Naser El-Sheimy ENGO361

♦ Proof that the weighted mean is the Least Squares estimate for a group of

observations, with different precision, of the same parameters:

l i + v i = xˆ

φ = ∑ρv i i

2

= min where

v i = xˆ − l i

subsitute by v

φ = ∑ ρ (xˆ − l ) = min

2

i i

φ = ∑ ρ (xˆ − 2 xˆ l + l ) = min

2 2

i i i

φ = xˆ ∑ ρ − 2 xˆ ∑ ρ l + ∑ ρ l

2

i i i i

2

i = min

For φ to be minimum

∂φ

=0

∂xˆ

∂φ

= 2 xˆ ∑ ρ i − 2∑ ρ i li = 0

∂xˆ

xˆ =

∑ ρ i li

∑ ρi

It is very important to note that for

∂φ

φ = ∑ v 2 = min = 2∑ v i = 0 → ∑ v = 0

∂v

and

∂φ

φ = ∑ ρ i v i2 = min = 2∑ ρ i v i = 0 → ∑ ρ i v i = 0

∂v

(check chapter 1 and lab 1)

♦ Based on the above discussion, the basic concept of adjustment is, therefore, to

allow the observables l to change slightly while solving for x.

♦ This means that in the over determined model f(x,l)=0, we consider (l) as

approximate values for the observables which need to be corrected by certain

small amount, denoted by v so as to yield a unique solution. (v is the vector of

residuals)

♦ The mathematical model becomes:

( )

f xˆ u,1 , ˆl n,1 = f (xˆ u,1 , l n,1 + v n,1 ) = 0

(unknowns…) x̂ is the best estimate (adjusted) valves of the parameters

l̂ is the adjusted values of the observables

l is the original observation

(unknowns…) v is the residuals vector

Page 6 of 17

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♦ The above model cannot be solved for x and v simultaneously because we have

more unknowns (u “for x” + n “for v”) in n equations (that is we need extra u

equations)

♦ Recall, the residuals v are very small and will behave according to Gauss Law of

Random errors (Σv = 0). As a result we can find several conditions that can be

used to provide us with the required u extra equations which will enable us to

solve for both x and v simultaneously.

♦ The condition of Least Squares of the residuals (Σv2 = min) was found to satisfy

the properties of the best estimate:

1) Maximum

Likelihood

most precise not precise

(most

probable)

2) Minimum

variance 0 0

(most

precise)

3) Unbiased accurate not accurate

(most

accurate)

0 0

Page 7 of 17

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General Model

Implicit Model

f(xu,1, ln,1) = 0

• X and L can not be written

as an explicit function

ln,1 = f(xu,1) fr,1(ln,1) = 0

• Each observed quantity • r = n - u ; the degree of freedom

provides one observation • After adjusting the observations,

equation the parameters can be estimated

• one stage adjustment in directly from the:

which x̂ and l̂ are x u,1 = f u,1 (l n,1 )

estimated simultaneously • Two stage adjustment, in which l̂

is estimated first, then x̂ as a

function of l̂

♦ These math models can be either linear or non-linear. Non-linear models should

be linearised first before conducting the Least Squares Adjustment.

4.4. Linearisation of Non-linear Models

one. The most convenient and efficient approach of linearizations used in

Geomatics is Taylor Series Expansion.

♦ The Expansion of a function is performed about a Point of Expansion (POE) (i.e.

Good approximate values for the involved variables).

1) Univariate function - l = f(x)

L = f(X)

l = f(x)

∂f

∂f

l = f(x o ) +

∂x x 0 (x − x )

0 L + V = f(X0+δ) tanθ =

∂x

f(X0)

1 ∂ 2f

+

2! ∂x 2 x0

(

x − x0

2

)

X

+ higher order terms X0

X = X0 +

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Naser El-Sheimy ENGO361

∂f

( )

l = f x0 +

∂x x0

.δ

∂f

(( ) )

0 = f x0 − l +

∂x x0

δ

w + A δ =0

n×1 n×u u×1

vector unknown parameters

2) Multivariate Functions

fm,1 (xu,1 , ln,1) = 0

POE:

xo – approximate values of the unknowns can be estimated from u

group of observations ( use the number of observations necessary

to solve for x)

lobs – observed values

f (x, l ) ≈ f (x 0 , l obs ) +

∂F

∂x x 0 Lobs

(xˆ − x ) + ∂f

0

∂l x0l

(ˆl − l )

obs

In matrix form

w + A δ + B v = 0

m×1 m×u u×1 m×n n ×1

Amxu 1st design matrix (partial derivatives of the function w.r.t. the parameters)

δu,1 Corrections to the approximate values of the unknown parameters x0

Bm,n 2nd design matrix (partial derivatives of the functions w.r.t. the

observables)

vn,1 corrections to the observations (residuals)

Note: l̂ n,1 = lobsn,1 + vn,1 adjusted observations

Page 9 of 17

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♦ From the multivariate linearisation, we can drive the two general adjustments

1) Parametric Model

l n,1 = f n,1 (x u,1 ) or f n,1 (x u,1 ) − l n,1 = 0 n,1

POE − x 0 ,l obs

∂f ∂L

( )

f x 0 − l obs + δ −

14243 ∂x ∂ L

v=0

w { {

A I

Can be derived from the Implicit Model by substituting B = -I

2) Conditional Model

f r,1 (l n,1 ) = O r,1

POE − l obs

∂f

( )

f l obs +

∂L

v=0

Can be derived from the Implicit Model by substituting A = 0

Constants:

A

HA ∆h1

Observations – n = 3 B

∆h3

l = [∆h1 ∆h2 ∆h3 ]T ∆h2

Unknowns – u = 2

x = [hB hC ] C

T

∆hˆ1 = hˆB − hA

Page 10 of 17

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∂x

h1 + v1 = hBo + (1)δ hB

1

424

(

v1 = hBo − h1 + δ hB

3

)

w

h2 + v2 = hˆB − hˆC

( )

= hBo − hCo + δ hB − δ hC

δ h

( )

v2 = hBo − hCo − h1 + [1 − 1] B

δ hC

1424 43 4

w

A similar equation can be derived for h3, and together the three equations can be

written in matrix form:

v1 1 0 hBo − h A − h1

δ

v = − 1 1 hB + h o − h o − h

2 δ h B C 2

v3 0 1 C

hC − h A − h3

o

v n,1 = A n,u δ u,1 + w n,1

Constants:

B C

xA, yA – xB, yB – xC, yC

Observations – n = 3 A

dBP

l = [d AP d BP d CP ]T dCP

Unknowns – u = 2 dAP

x = [x P yP ]

T

(xP, yP)

Observation Equation – ˆl = f (xˆ )

2

ρ − yA )

2

Page 11 of 17

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v dAρ = w + A δ

∂d Aρ ∂d Aρ δx ρ

( ( )

v dAρ = f x 0 − l obs + )

∂x ρ ∂y ρ δy ρ

∆x 0 ∆y 0 δx ρ

( )

v dAρ = d A0 ρ − d Aobsρ + 0 0

d Aρ d Aρ δy ρ

= = 0

∂x ρ 2 (x ρ0 − x A ) + ( y ρ0 − y A ) d Aρ

2 2

∂d Aρ 2( y ρ0 − y A )(1) ∆y A0 ρ

= = 0

∂y ρ 2 (x ρ0 − y A ) + ( y ρ0 − y A ) d Aρ

2 2

∆x A0 ρ ∆y A0 ρ

0

d d A0ρ

vdAρ Aoρ d 0 − d Aobsρ

∆x Bρ ∆y B0ρ δx A A0ρ

v dBρ = d0 + d Bρ − d Bobs

d Bρ δy A

0 ρ

vdCρ B0ρ d C0ρ − d Cobs

∆x ∆yCρ0 ρ

0Cρ

d Cρ d C0ρ

v n,1 = A n,u δ u,1 + w n,1

Levelling Network: same network as in the parametric example

h1 A

L = h2 , n = 3 h1

h3 B

h3

h

x = B , u = 2

hc h2

r = n −u = 3− 2 =1

C

Page 12 of 17

Naser El-Sheimy ENGO361

satisfied by the adjusted observation l̂

()

g ˆl = 0

hˆ1 − hˆ2 − hˆ3 = 0

Expand into differential form:

∂f 0 obs

∂l f(l ) = f(l )

B v + w = 0

r×n n×1 r×1 r×1

v1

[1 − 1 − 1]v2 + [h1 h2 h3 ] = 0

v3

• The number of equations is fewer than in the parametric model, but the condition

model is more difficult to program

• If there is more than one condition, they must be independent (that is you cannot

get one equation from the other condition equations … one of the problems with

conditional adjustment)

• Following the estimation of the v n,1 vector, we can estimate the best estimate

value of the unknown parameters.

• ˆl = l + v

n,1 n,1 n,1

• Since there are more observations than unknowns, there are several possibilities

for the direct model equations.

• All possibilities will a be equivalent if the adjusted observations are used, i.e

xˆ = f(ˆl)

hˆ

hˆB 1 0 0 ˆ1 hA

ˆ = h2 +

hc 0 0 1 ˆ hA

h3

Another possibility is:

hˆB = hA + h1

Page 13 of 17

Naser El-Sheimy ENGO361

hˆc = hA + h1 − h2

hˆ

hˆB 1 0 0 ˆ1 hA

ˆ = h2 +

hc 1 − 1 0 hˆ hA

3

♦ Combined Model Example: Circle fit Problem

Observations: (xi , yi) on the circumference of the circle

Unknowns: Centre point of circle and radius

xi Y

y

i

x2 (x1, y1)

xc

y •

l8,1 = 2 x = y c r

x3 (x4, y4) •

γ (xc, yc)

y3

x • • (x2, y2)

4 (x3, y3)

y 4

X

n=8 u=3

Math Model f(x,l) = 0:

(note that the observables and parameters are not separable)

∂x ∂y c ∂r

c

∂f 2 ∂f 2 ∂f 2

δxc

∂f ∂xc ∂y c ∂r

A 4,3 = = δ 3,1 = δyc

∂x ∂f 3 ∂f 3 ∂f 3

δr

∂xc ∂y c ∂r

∂f 4 ∂f 4 ∂f 4

∂xc ∂y c ∂r

Page 14 of 17

Naser El-Sheimy ENGO361

(x

1 )

− xc0

2

+ (y 1 − y c0 ) 2

− r 02

) (x −x ) (y )

0 2 2

( ) (

w 4,1 = f x 0 , l 0 = f x 0 , l obs = 2 c + 2 − y c0 − r 02

(x

3 −x ) 0 2

c + (y 3 − y c0 ) 2

− r 02

(x

4 −x ) 0 2

c + (y 4 − y c0 ) 2

− r 02

∂f1 ∂f1

∂x 0 0 0 0 0 0

∂y1

1

0 ∂f 2 ∂f 2

0 0 0 0 0

∂f ∂x2 ∂y 2

B 4,8 = =

∂l 0 ∂f 3 ∂f 3

0 0 0 0 0

∂x3 ∂y3

∂f 4 ∂f 4

0 0 0 0 0 0

∂x4 ∂y 4

eg. ( x1 − xc ) + ( y1 − y c ) − r o 2 = 0

2 2

∂f1

∂x1

(

= 2 x1 − xc0 )

∂f1 1st row of the B matrix

∂y1

(

= 2 y1 − y co )

∂f1

∂xc

(

= −2 x1 − xc0 )

∂f1

∂y c

(

= −2 y1 − y c0 )

1st row of the A Matrix

∂f1

= −2r 0

∂r

T

v 1,n [

= v x1 v y1 vx2 vy2 vx3 v y3 vx 4 vy4 ]

xˆ = x o + δˆ

Page 15 of 17

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♦ As discussed before, the best estimate is the one that satisfies the Least-Squares

Condition:

φ = ∑ v 2 = min or ∑ pv 2

= min

φ = v 1,n

T

Pn,1 v n,1 = min

♦ φ is called the Variation Function

(

= δ1,u

T T

A u,n + w n,1

T

)

Pn,n (A n,u δ u,1 + w n,1 )

= (δ T

1,u A T

u,n +w T

1,n )(Pn,n A n,u δ u,1 Pn,n w n,1 )

= δ A PAδ + δ A Pn,n w n,1 + w 1,n

T T T

Pn,n A n,u δ v,1 + w T Pw

T

1,u

T

u,n

1442443 1442443

1x1 1x1

Note that: δ 1,Tu A u,T n Pn,n Wn,1 = W1,Tn Pn,n A n,u δ u,1

φ = δ T (A T PA )δ + 2(w T PA )δ + w T Pw = min

♦ The condition for φ to be minimum is that it derivative with respect to all

variables must be zero. The only variable in the minimisation (variation) function

φ is the vector δ.

∂φ

♦ Thus for φ = min → =0

∂δ

∂φ

∂δ

(

= 2δ T A T PA + 2 w T PA + 0 = 0 ) ( )

♦ Transpose the whole equation (note: PT = P symmetric matrix)

(1A44P24A43) δˆ

T

u,n n,n n,u u,1 + A u,T n Pn,n w n,1 = 0

14243

u,u u,1

Page 16 of 17

Naser El-Sheimy ENGO361

δˆ = −N −1u

(

δˆ = − A T PA )−1

A T Pw

xˆ = x o + δˆ

↓

adjusted parameters

♦ It is interesting to note here that the normal equations system can be derived

directly from the variation function in a more direct way:

φ = v T Pv = min

Where

v = Aδ + w .

And therefore,

∂φ ∂φ ∂v

= ⋅

∂δ ∂v ∂δ

(

= 2v T P ⋅ (A ) = 0 )

Which, after transposing, yields the following

A T Pv = 0

A T P(Aδ + w ) = 0

(A T

)

PA δ + A T Pw = 0

N δ + u =0

♦ Solution for the residuals v

vˆ = Aδ + w

= − A A T PA( ) −1

A T Pw + w

( ( ) A P + I )w

= − A A T PA

−1 T

vˆ = (I − A(A PA ) A P )w

T −1 T

♦ Adjusted observations

ˆl = l obs + vˆ

n,1 n,1 n,1

Page 17 of 17

5. PARAMETRIC LEAST-SQUARES ADJUSTMENT

♦ This chapter provides more detail on the Least Squares solution equations for the

parametric method (also known as Observation Equation Least Squares).

5.1. Estimated Parameters and Adjusted Observations

Ln,1 = F n,1 (X u,1)

♦ Starting with the linearised functional Model

♦ The problem now on hand is to get the best estimate xˆ where

xˆ = x o + δˆ

♦ As discussed before, the best estimate is the one that satisfies the Least-Squares

Condition:

φ= ∑v 2

= min or ∑ pv 2

= min

In matrix form, this is:

T

observations)

T

Including P inside the 2nd term

= (δ 1,Tu A Tu,n + w 1,Tn )(Pn,n A n,uδ u,1 + Pn,n w n,1 )

= δ T A T PAδ + δ 1,Tu A Tu,n Pn,n w n,1 + w 1,Tn Pn,n A n,uδ v,1 + w T Pw

144244 3 144244 3

1x1 1x1

Note that: δ 1,Tu A u,T n Pn,n Wn,1 = W1,Tn Pn,n A n,u δ u,1 = scalar quantity,

therefore:

δ 1,T u A Tu,n Pn,n Wn,1 + W1,Tn Pn,n A n,uδ u,1 = 2( W1,Tn Pn,n A n,uδ u,1 ) = 2(δ 1,T u A Tu,n Pn,n Wn,1 )

φ = δ T (A T PA )δ + 2(w T PA )δ + w T Pw = min

♦ The condition for φ to be a minimum quantity means its derivative with respect to

all variables within the equation must be zero. The only variable in the

minimisation (variation) function φ is the vector δ.

∂φ ∂ ( X T CX )

♦ Therefore, for φ = min → = 0 (recall from Lab 1: = 2X TC )

∂δ ∂X

∂φ

= 2δ T (A T PA ) + 2(w T PA ) + 0 = 0

∂δ

♦ Transpose the whole equation (note because P is symmetric matrix, then: PT = P)

(1A44P24A43) δˆ

T

u,n n,n n,u u,1 + A u,T n Pn,n w n,1 = 0

14243

u,u u,1

♦ This expression is known as the Normal Equation

♦ The solution of the Normal Equations for δ is:

δˆ = −N −1u

(

δˆ = − A T PA )

−1

A T Pw

xˆ = x o + δˆ

↓

adjusted parameters

♦ It is interesting to note here that the normal equations system can be derived

directly from the variation function in a more direct way:

φ = v T Pv = min

Where

v = Aδ + w .

And therefore,

∂φ ∂φ ∂v

= ⋅

∂δ ∂v ∂δ

= 2v T P ⋅ (A ) = 0 ( )

Which, after transposing, yields the following

A T Pv = 0

A T P(Aδ + w ) = 0

(A T

)

PA δ + A T Pw = 0

N δ + u =0

♦ Solution for the residuals vector (the correction to the observations):

vˆ = Aδ + w

(

= − A A T PA )−1

A T Pw + w

( ( ) A P + I )w

= − A A T PA

−1 T

vˆ = (I − A(A PA ) A P )w

T −1 T

ˆl = l obs + vˆ

n,1 n,1 n,1

5.2. Estimated Variance-Covariance Matrices for the Adjusted

Parameters and the Adjusted Observables

it is always necessary to compute a measure of precision for these estimated

quantities ( C xˆ and C ˆl ).

♦ The general only way to compute C xˆ and Cˆl is through the use of covariance

law.

Functional Model

δˆ = − N −1u

= −(A T PA ) A T Pw

−1

= −(A T PA ) A T P(f (x 0 ) − l )

−1

(x 0 ) + (1A4

= −(A T PA ) A T P f{ PA ) A T P {

−1 T −1

l

144244 3 4244 3

CONSTANT

14 4424443 14

CONSTANT

4244

CONSTANT

3 VARIABLE

K2 K1

Cδ = K 1Cl K 1T

Remember that

of unit weight, or apriori variance factor)

C l = σ 02 P −1 It is usually chosen = 1

Using the covariance law,

Substituting for K1 and Cl = σ 02P −1

= ( N −1 A T P) σ P −1 (N −1 A T P )

2 T

0

= N −1 A Tσ P P −1 (N −1 A T P )

2 T

0

123

I

=σ 2

0

N −1 A T I (N −1

A T P)

T

=σ 2

0

N −1 A T (P A N −1 )

=σ 2

0

N −1 A T ( P A N −1 )

=σ 2

N −1 A T P A N −1

0

1424 3

N

=σ 2

0

−1

N NN −1

Cδ = σ 2

0

N −1

That is, the variance-covariance matrix of the solution vector δ

Cδ = σ 02 N −1

xˆ = x{o + δˆ

constant

C xˆ = JC δ J T

T

∂xˆ ∂xˆ

= Cδ

∂δ ∂δ

σ 02 ≠ 1, then

∴ C xˆ = Cδ = N −1 If C xˆ = σˆ 02 N −1

2

Note: we have introduced a new quantity σ̂ 0 which is called the a posteriori variance

v T Pv

factor, where

σ̂ =

2

0 (degree of freedom (d.o.f.) = n – u)

d.o.f

5.2.3. C ˆl - The V-C matrix of the adjusted observations

Function Model

ˆl = f (xˆ ) = Axˆ

T

∂ˆl ∂ˆl

C ˆl = C xˆ = JC xˆ J T

∂xˆ ∂xˆ

C ˆl n.n = A n,u C xˆ u,u A u,T n

We can also derive an expression for the variance-covariance matrix for v (

the residuals vector )

C v = C l − C ˆl

♦ Steps:

1. Identify the elements of x u,1 and l n,1

2. Form the observation equations l = f(x)

3. Find approximate values for xo ( using u observation equations) and use

them to evaluate the design linearised equations:

v n,1 = A n,u δ u,1 + w n,1

Where

∂f

A=

∂x x = xo

( )

w n,1 = f n,1 x o − l n,1

5. Establish the weight matrix

P = σ 02 Cl−1 (choose the desired variance factor to simplify the

computations)

Usually σ 02 can be assumed = 1.

Note: If Cl is diagonal Matrix

1 0 0 0 1 0 0 0

4 0 0 1 0 0

Cl = ⇒ C l−1 =

4

sym 6 0 sym 1

6 0

9 1

9

T T

xˆ 1 = x 10 + δˆ 1

Note: If model is linear go to step 11

8. Check the magnitude of each element of δ̂ 1 for significance

9. If δ̂ 1 had significant element (will be discussed later) choose the new POE

x 02 = xˆ 1

• Calculate A2, W2 with x 02 and l

• Solve for δˆ 2 = − N 2 u 2 (step 6)

−1

• Check the elements of δ̂ (step 8)

10. Repeat step 9 until there is no significant elements in δ̂

v T Pv

ˆ =

11. Calculate C xˆ , C ˆl , C v and σ

2

0

d.o.f

5.4. Numerical Example: Parametric Least-Squares

♦ The opposite sketch shows a leveling network abcd, in which point (a) is assumed

to be fixed with zero elevation.

Section

b

length

Observations:

h1 6.16 4 km

h 12.57 h4 h6

2 2 km

h5

h3 6.41 2 km

l 6,1 = = m d

h4 1.09 4 km

h5 11.58 a c

2 km h2 h3

h6 5.07 4 km Ha = 0.0

Parameters (unknowns):

hb h1

x 3,1 = hc

hd

♦ Required

given that the variance of the elevation differences = 1 cm2/km estimate the

elevation of point b, c, and their variance-covariance matrix C xˆ .

Note: n = 6, u = 3

♦ Solution

hˆ1 = hˆc − ha

hˆ2 = hˆd − ha

ˆh = ˆ ˆ

− hc + hd

3

hˆ4 = hˆb − ha

hˆ5 = − hˆb + hd

ˆ ˆ

h6 = − hb + hc ˆ

{ 1444424444 3

l f ( xˆ )

equations of the 6 observation equations.

0

hb = Ha + h4 = 0.0 + 1.09 = 1.09m

0

hc = ha + h1 = 0.0 + 6.16 = 6.16m

0

hd = ha + h2 = 0.0 + 12.57 = 12.57m

Hence

1.09

x o

3,1 = 6.16 m

12.57

(Remember that our model l = f(x) will not provide unique value for x

because l contains random errors and this is the main reason for vector w

not being zero. We use approximate value for x which we call x0 and

different x0 will lead to different w, but we should end up with the

solution)

0

w1 h0c − ha h 0.0

1

w h − h h 0.0

2 d0 a

2

w3 − hc + hd h3 0.0

= 0 − = m

w4 hb − ha h4 0.0

w5 0 0 h5 − 0.1

− hb + hd

w6 0 0 h6 0.0

− hb + hc {

1 l

44244 3

( )

f x0

Note: Equations 4, 1, and 2 will, definitely, have zero elements for the w vector

4. Write down the linearised equations – v 6,1 = A 6,3 δ 3,1 + w 6,1

0 1 0

0 0 0

0 −1 1

A 6,3 = unitless

1 0 0

− 1 0 1

− 1 1 0

5. Construct the Cl matrix – in a levelling network the variance of the

observed elevation-differences are proportional to the length of the

corresponding section and are usually uncorrelated.

∴ σ h2 ∝ L in our example σ hi2 = 1cm 2 / km

σ h2 3

σ h2 4

σ h2

5

σ h2 6

]

C l = diag [4 2 2 4 2 4]cm 2

C l = 10 −4 [ 4 2 2 4 2 4 ]m 2

And recalling that P matrix α C l−1 P = σ 02 C l−1

144444244444 3

Cl−1

If we assume σ 02 = 10 −4

∴ P = 10 −4 ⋅ 10 −4 [1 4 1

2

1

2

1

4

1

2

1

4 ] 1m 2

∴ P = [1 4 1

2

1

2

1

4

1

2

1

4 ] 1m 2

6. Solve for the estimated parameters

−1

δ 3,1 = −N 3,3 u 3,1

N 3,3 = A P6,6 A 6,3

T

= − 0.25 1.0 − 0.5 (Note: N is always

3, 6

symmetric)

− 0.5 0.5 1.5

N −1

= 0.8 1.6 0.8 u 3,1 = A Pw = 0.00

T

∴ δ = N u = 0.00 m → xˆ = x + δ = 6.16 + 0.00 = 6.16 m

−1 o

1.05

Adjusted parameters: x̂ = 6.16 m

12.59

7. Adjusted observations ˆl = l + v

0.00 6.16 0.00 6.16

0.02 12.75 0.02 12.59

0.02 6.41 0.02 6.43

vˆ = Aδˆ + w = m ˆl = l + vˆ = + + m

− 0 . 04 1.09 − 0.04 1.05

− 0.04 11.58 − 0.04 11.54

0.04 5.07 0.04 5.11

l̂ instead of l, we should estimate the same x̂ .

8. Now, we estimate some parameters which express the accuracy of x̂ and l̂

C xˆ 3,3 = σˆ 02 N −1

σˆ 02 = aposteriori variance factor = = = 6.7 x10 − 4

−u

n{ 6−3

deg rees of freedom

C xˆ = σˆ N2

0

−1

= 10 5.33 10.67 5.33 m 2

−4

σ h = 10 −4 x10.67 = 3.27cm

b

σ h = 10 −4 x10.67 = 3.27cm

c

σ h = 10 −8 x8 = 2.83cm

d

10.67 5.33 − 5.33 5.33 0.00 5.33

8.00 2.67 5.33 2.67 0.00

8.00 0.00 2.67 − 5.33

C ˆl = AC xˆ A T =

symmetrical 10.67 − 5.33 − 5.33

8.00 5.33

10.67

0.0

Homework: Try to solve this problem with x = 0.0 , you should end up

o

0.0

with the same results. In general, for any linear model, you can always

assume x o = 0

6. CONDITIONAL LEAST SQUARES ADJUSTMENT

♦ The general form of the Conditional mathematical model was given before as:

( )

f r ,1 ˆl n ,1 = 0 r ,1 where ˆl = l + vˆ

l̂ is the vector of adjusted observations

v is the vector of adjusted residuals

r (degrees of freedom) = n –u

♦ Two basic properties must be satisfied for the conditional model:

1) Number of equations = Number of degrees of freedoms. This means that each

redundant observation provides one independent condition equation.

2) The equations describe the functional relationship among the observations

only. This obviously indicates that the unknown parameters x will not be

among the direct output of the conditional adjustment. Thus the adjusted

parameters x̂ and their covariance matrix C xˆ , have to be computed after the

()

adjustment using the direct model ( xˆ = f ˆl ) and the law of propagation of

variances (this is a disadvantage when comparing the conditional and the

parametric adjustment).

Model:

1. Levelling Networks – Two types of conditions:

i) Levelling line with fixed end-points HB

HA h3

h1 + h2 + h3 + (H A − H B ) = 0

h1 h2

x1T, 2 = [H B H C ] LT1, 3 = [h1 h2 h3 ]

h1

r =1

h3

HB

h1 − h2 − h3 = 0

HC

h2

♦ How to choose the condition equations:

i) Make sure that each observation appears at least once in the condition

equations.

ii) Insure that the equations are linearly independent. If you insure that the

number of equations = r, this by default will give you linearly independent

equations.

♦ Example:

h3

h1 h2

b

a

h4

u=3 h5

n=5

r=2

h1 0

raw(1) 1 − 1 1 0

0 h2 H − H b 0

a

raw(2 ) 0 − 1 0 1 1 h3 + 0 = 0

raw(3) 1 0 1 − 1 − 1 h4 H a − H b 0

h5 0

Note:

Raw (3) = Raw (1) – Raw (2)

(i.e. Raw (3) is linearly dependent on Raw (1) and Raw (2))

2. Traverse Networks

i) Traverse connecting two fixed

points

1 α2 b α3

é α1

α1

a d1

é x1 ù ê

ê

d1 fixed d2 d3

point 2

ê

y1 úú α 2

x= ê l= 2

x2 ú d 2 ∑ ∆x − (x − x a ) = 0 where ∆xi = d i sin α i

ê

i b

ê ú

y2 û α 3 i =i

ë

2

ë 3

d ∑ ∆y − ( y

i =1

i b − ya ) = 0 ∆yi = d i cos α i

n = 4, u = 6

r =6−4= 2

n=8 u=6 α2 α3

r=8–6=2 d2

d1 d3

∑ ∆x i =0 α1

∑ ∆y i =0 α4

d4

internal angles will add additional

condition θ2 θ3

4

θ4

∑θ

i =1

i −K =0 θ1

where K = (2S − 4) ⋅ 90 0

θ2

and S = no of stations

e.g. if s = 4 → K = 3600 θ1

θ3

e.g. Triangle θ1 + θ 2 + θ 3 − 180 = 0

6.2. linearized (or reduced) form of the condition equation:

♦ As in the parametric case, the Taylor expansion is used.

♦ The point of expansion (POE) here is defined by the values of the observation

vector.

♦ The linearised functional model

fr,1 (l n,1 ) = Or,1

POE : l obs

∂f

f (l obs ) + v=0

♦ ∂L r equations in n unknowns (r<n)

∂f

where B = and w = f(l)

∂l

♦ Stochastic model

Cl = P-1

n,n n,n

♦ Notes:

After adjustment, the misclosure vector (w) must become zero.

Both matrices B and W are numerically known, the only unknown here is

the residual (v) vector.

♦ Variation function φ in matrix form:

φ = vT P v = min.

♦ In the parametric model derivation, an explicit substitution was made for v. This

cannot be done here since v is not isolated in the functional model.

♦ Could we do the following in order to come up with an expression for (v)?

1. Starting with B v̂ + w = 0

pre-multiply by B-1

B-1 B v̂ = - B-1 w

I v̂ = - B-1 w

This is not possible since B is not square matrix (r < n always)

2. Starting with B v̂ + w = 0

pre-multiply by BT

BT B v̂ = - BT w

v̂ = - (BT B) -1 BT w

To examine the validity of this possibility, look at the rank and dimension

of B and BT B.

Provided that all the condition equations are independent, rank (B) = r (its

smallest dimension).

Since rank (BT B) = rank (B) = r < n and dimension of (BT B) = n, n

Therefore, BT B is singular (i.e., (BT B) -1 does not exist)

♦ Lagrange multipliers allow the minimisation of φ = v̂ T P v̂ subject to the

condition B v̂ + w = 0.

♦ The variation function is:

ϕ = vˆ 1,n

T

Pn,n vˆ n,1 + 2kˆ 1,r

T

(B r,n v n,1 + w r,l ) = min

Where k is the vector of Lagrange multipliers (one-multiplier/condition)

(The factor 2 is introduced for convenience only)

Note: the second term equal to zero (B v̂ + w = 0) and therefore does not

change the value of φ

φ = vT P v + 2kT (B v + W) = min

∂φ

= 2vˆ T P + 2kˆ T B = 0

∂v

∂φ

= 2vˆ T B T + 2w T = 0

∂k

♦ Transpose each and divide by 2

B n,r vˆ n,1 + w r,1 = 0 – r equations in (n) unknowns

P B T vˆ 0 0

B 0 kˆ + w = 0

♦ Solution possibilities to the hyper-matrix system:

1. Invert hyper-matrix

−1

vˆ P BT 0

= −

ˆ

k B 0 w

This solution requires inversion of a large matrix

2. Elimination

For the hyper-matrix system

A B x u 0

+ =

C D y v 0

Ax+By+u=0 (i)

Cx+Dy+v=0 (ii)

Eliminate x from (i)

x = - A-1 (B y + u) (provided A-1 exists!) (iii)

Now substitute (iii) into (ii)

- C A-1 (B y + u) + D y + v = 0

- C A-1 B y - C A-1 u + D y + v = 0

(D - C A-1 B) y + (v - C A-1 u) = 0

In this case

A = P, B = BT, C = B, D = 0, x = v̂ , y = k, u = 0, v = w

substitute into

(D - C A-1 B) y + (v - C A-1 u) = 0

(0 - B P-1 BT) k + w = 0

(B P-1 BT) k = w

∴ k = (B P-1 BT)-1 w = (B Cl BT)-1 w

Note: Since the P matrix is not included in the computation of K or the V vectors,

it is usually at the case to use σ o2 =1

To solve for v̂ , substitute k into

v̂ = - P-1BT k = - Cl BT (B Cl BT)-1 w

♦ Adjusted observation

ˆl = l + vˆ

♦ Estimated variance factor

v T Pv

σ̂ 02 =

r

Functional model

vˆ = − C l B T (BC l B T ) −1 w

= − C l B T (BC l B T ) −1 f(l) = − Kf(l)

Apply the law of Variance-covariance propagation

T

∂vˆ ∂vˆ

C vˆ = C l

∂l ∂l

∂vˆ ∂ ( Kf ( l )) ∂( f ( l ))

=− = −K = − KB = −C l B T (BC l B T ) −1 B

∂l ∂l ∂l

= C l B T (BC l B T ) −1 BC l B T (BC l B T ) −1 BC l

∴ C vˆ = Cl B T (BCl B T ) −1 BCl

♦ Covariance matrix for the Adjusted Observations – C ˆl

Functional model

ˆl = l + vˆ

= l − C l B T (BC l B T ) −1 w

= l − C l B T (BC l B T ) −1 f(l)

Covariance propagation

T

∂ˆl ∂ˆl

C ˆl = C l

∂l ∂l

∂ˆl

= I − Cl B T (BCl B T ) −1 B

∂l

= [I − C L B T (BC L B T ) −1 BC L ][I − C L B T (BC L B T ) −1 B]T

= C l − C l B T (BC l B T ) −1 BC l − C l B T (BC l B T ) −1 BC l

+ C l B T (BC l B T ) −1 BC l B T (BC l B T ) −1 BC l

∴ C ˆl = C l − C l B T (BC l B T ) −1 BC l

∴ Cˆl = C l − C vˆ

♦ Linearised model

Bv+w=0

♦ Initial Computation

∂f

B (1) =

∂l l obs

w (1) = f(l obs )

♦ Iteration (1):

Solve for v̂ (1) ,

♦ Iteration (2): needed if the model is non-linear

∂f

B (2) = , in general:

∂l ˆl

(1)

∂f

B ( i +1) =

∂l ˆl

(i )

Solve for v̂ (2) where

Correct observations ˆl (2) = l + vˆ (2)

♦ Iterate until

♦ Calculate

6.4. Direct model solution

♦ The condition model adjustment will give the residual vector (v) and the adjusted

observations along with their respective covariance matrices.

♦ The direct model, then, uses the adjusted observations from the condition model

solution to calculate the parameters (if any)

Functional model

xˆ = g(ˆl)

variance propagation

T

∂xˆ ∂xˆ

C xˆ = Cˆl ˆ

∂ˆl ∂l

(see the next example)

A

α 1

α

α

1 2

α

T

x 1,3 = α 4 l 1,6

T

= 3 3

α4 2

α 6 1

α 5

D B

α 6

n = 6, u = 3 4

6 5

r = 6-3 = 3

C

Angle Observed value

α1 89 59 58.3

α2 180 00 01.4

270 00 00.2 All the six angles have the same standard

α3

89 59 59.8 deviation σ = 1", that is Cl = I arcsec2

α4

α5 179 59 57.0

α6 90 00 03.1

♦ Solution

1. The three independent condition equations – f(ˆl) = 0

(α̂1 + α̂ 4 ) − α̂ 2 = 0

(α̂1 + α̂ 5 ) − α̂ 3 = 0

(α̂ 2 + α̂ 6 ) − α̂ 3 = 0

Note: we wrote the condition equations in terms of the adjusted

observations.

2. The linearised condition equations – B 3,6 v 6,1 + w 3,1 = 0

1 − 1 0 1 0 0

∂f(l)

B 3,6 = = 1 0 − 1 0 1 0 unitless

∂l

0 1 − 1 0 0 1

the unknowns, the B matrix is unitless. That is the problem is linear

and therefore only one iteration is required.

(α1 + α 4 ) − α 2 − 3.3

w 3,1 = f(l) = (α1 + α 5 ) − α 3 = − 4.9 arcsec

(α 2 + α 6 ) − α 3 4.3

3. Covariance matrix of the observations – Cl

Since all angles are of equal precision and uncorrelated, Cl will be a

unit matrix, i.e.: Cl = I and P = σ 02 C l−1 = I

4. The least-squares estimated values of the vector of residuals – v̂

v=− C

{l B T

{ ( BC lB )

T −1

w

{

unitless

123 arc sec

arc sec2 sec2 arcsec

1arce

42 43

1

arc sec2

3 1 − 1

BC l B = BB = 1 3

T T

1 (B Cl BT should be symmetric)

− 1 1 3

− 0.65

(BB ) w = 2.7

T −1

− 2.55

2.05

− 1.90

− 0 . 15

∴ v = −C l B T (BC l B T ) −1 w = arcsec

− 0.65

2.70

− 2.55

5. The adjusted observations – l̂

αˆ1 90 0 0.35

αˆ 179 59 59.50

2

αˆ 3 270 0 0.05

ˆl = l + vˆ = =

αˆ 4 89 59 59.15

αˆ 5 179 59 59.70

αˆ 6 90 0 0.55

check f(ˆl) = 0

6. The variance-covariance matrix of the residual vector – C vˆ

Cv = Cl BT (B Cl BT)-1 B Cl

Remember: These matrices have been computed before in the computation

of v̂

7. The variance-covariance matrix of the adjusted observations – C ˆl

C ˆl = C l − C vˆ

Since the unknown parameters are directly observed (i.e., they are

among the l vector), we can simply extract the C xˆ from the C ˆl matrix.

But if you want a general way of doing that:

x̂ = g(l̂)

α̂ 1

α̂

α̂ 1 1 0 0 0 0 0 2

α̂

x̂ = α̂ 4 = 0 0 0 1 0 0 ⋅ 3

α̂ 6 0 0 0 0 0 1 α̂ 4

α̂

5

α̂ 6

C xˆ = JC ˆl J T

6.6. Summary of Parametric and Condition Least Squares

Mathematical ˆl = f (xˆ ) f r,1 (ˆl n,1 ) = 0 r < n, conditional is

n,1 n,1 u,1

Model preferable.

- No ambiguity since r = n−u

each observation - Some ambiguity

provides an equation. may occur during

the stage of

selecting the

condition equation.

Design matrices vn,1 = An,u δu,1 + wn,1 B r,n v n,1 + w r,1 = 0 (B, w) takes less

and linearisation ∂f(x) effort than (A, w).

A= ∂f(l)

∂x x =x0 B= Thus conditional is

∂l l preferable.

0

- x is required - No approximates

w = f(x o ) − l are needed for l

- More computations - w = f(l) direct

calculation.

-1 If u < r, parametric

Size of inversion T −1

δ = - (A PA) u,u A Pw v = -C l B T (BC l B T ) r,r

T

w

is preferable.

- size of inversion is - size of inversion is

If r < u, conditional

(u×u) (r×r)

is preferable.

Final results xˆ = x + δˆ

0 ˆl = l + vˆ Conditional results

ˆl = l + vˆ C ˆl = C l B (B C l B ) are incomplete

T T -1

C xˆ = σ̂ 02 (A T PA) −1

C ˆl = AC xˆ A T

v T Pv

where σ̂ 02 =

r

End of adjustment.

No additional x̂ = g(l̂) More computations

computations are

C xˆ = JC ˆl J T

needed

7. COMBINED (IMPLICIT) MODEL

♦ Linearised functional model (m equations)

With stochastic model Cl (n,n)

equal to zero:

∂ϕ

= 2vˆ T P + 2kˆ T B =0

∂vˆ

∂ϕ

= 2kˆ T A =0

∂δˆ

∂ϕ

= 2δˆ T A T + 2vˆ T B T + 2w T =0

∂kˆ

Dividing by 2 and transposing:

Pvˆ + B Tkˆ =0

Tˆ

A k =0 ②

Aδˆ + Bvˆ + w = 0

♦ The above equation can be written in hyper-matrix notation with the following

conditions:

1) The upper left matrix of the hyper-matrix must be invertible (the P matrix

is invertible)

2) The hyper-matrix should be symmetric (arrange the equations to achieve

this condition)

P BT 0 vˆ 0 0

B 0 A kˆ + w = 0

0 AT 0 δˆ 0 0

A B x u 0

♦ Partition into + = and eliminate x ( v̂ in this case) using

C D y v 0

(D - C A-1 B) y + (v - C A-1 u) = 0

substitute for A, B, C, D, x, y, u, and v

0 A B −1 T ˆ

k w B 0

T − P (B 0 ) + − P −1 (0 ) =

A 0 0 δˆ 0 104 243 0

0

0 A BP −1 B T 0 kˆ w 0

T − + =

A 0 0 0 δˆ 0 0

144444244444 3

⇓

− BP −1B T A kˆ w 0

+ =

AT 0 δˆ 0 0 ③

♦ Partition this hyper-matrix to eliminate K̂

[0 - (AT) (-B P-1 BT) -1 A] δ̂ + [0 - (AT) (-B P-1 BT)-1 (w)] = 0

∴ N-1 δ̂ + u = 0

-1

δ̂ = - N u recall P-1 = Cl

Note: if B = - I (i.e. Parametric Model)

N = AT [(-I) P-1 (-I)T)] -1 A = AT (P-1) -1 A = AT P A

which is the same results as the parametric model

♦ substitute δ̂ into the first group of equation ③ to estimate k̂

(-B P-1 BT) k̂ + A δ̂ + w = 0

k̂ = (B P-1 BT) -1 (A δ̂ + w) = (B CL BT) -1 (A δ̂ + w)

k̂ = M-1 (A δ̂ + w) ………….… where M = B CL BT

♦ substitute k̂ in the first group of equation ② to estimate v̂

P v̂ + BT k̂ = 0

That is

T T -1

v̂ = - Cl B (B Cl B ) (A δ̂ + w)

= - Cl BT k̂

♦ Therefore, the adjusted quantities are:

xˆ = x 0 + δˆ

ˆl = l + vˆ

1. C δ̂

Functional model

T

∂δˆ ∂δˆ

C δˆ = C l

∂l ∂l

where

∂δˆ ∂f(l, x 0 )

= −constant = −constant B

∂l ∂l

Therefore:

Cδˆ = { [A T

(BC l B T ) −1 A]−1 A T (BC l B T ) −1 B }C l

{B T

(BC l B T ) −1 A[A T (BC l B T ) −1 A]−1 }

Cδˆ = N −1 A T (BC l B T ) −1 BC l B T (BC l B T ) −1 AN −1

= N −1 A T (BC l B T ) −1 AN −1

= N −1 NN −1 = N −1

= [A T (BC l B T ) −1 A]−1

Cδˆ = [A T M −1A]−1

2. C xˆ

xˆ = x o + δˆ

C xˆ = Cδˆ

3. C vˆ without proof

where

M = BC l B T

4. C ˆl

ˆl = l + vˆ

Cˆl = Cl − C vˆ

7.1. Iterative Solution of the combined model

♦ Linearised model

Aδ + Bv + w = 0

∂f ∂f

A (i) = B(i) =

∂x X o(i) , l ∂l X o(i) , l

ˆ (i −1)

X 0(i) = X

l = l obs

♦ calculate δ̂ (i) and v̂ (i)

-1

δ̂ (i) = - N(i) u(i)

Where

u(i) = A(i)T M-1 w(i)

and

M(i) = B(i) P-1 B(i) T

w i = f(x (i) , l (i) ) + B(i) (l obs − ˆl(i −1) ) ……. [Note for

i =1 the second term will be zero]

k(i) = M-1 (A(i) δ̂ (i) + w(i))

♦ where

ˆl = l + vˆ

(i) (i)

♦ repeat until δˆ (i +1) − δˆ (i) approaches 0

7.2. Example

The 2-D co-ordinate transformation (shift, rotation, and scale) between

two co-ordinate systems (x, y) and (u, v) is given by

= S +

Y i sin θ cos θ V i TY

Y V

U

TX θ

TY

X

2-D model as

X a − b U

=

Y i b a V i

Therefore, the unknowns are a an b

In order to estimate a and b, observations are required. In this case, the

following table gives 3 points of known co-ordinates in both systems.

i U V X Y

1 0.0 1.0 -2.1 1.1

2 1.0 0.0 1.0 2.0

3 1.0 1.0 -0.9 2.8

For all three given points, the Cl matrix of the (U, V) co-ordinates is

0.01 0

C li = = 0.01 I 2,2

0 0.01

∴ C l = 0.01 I 6,6

Solution:

1. l and x

U1

V1

U a

l = 2 n = 6 x = u = 2

V2 b

U

3

V

3

2. Mathematical model

f1 → a Ui - b Vi - Xi = 0

f2 → b Ui + a Vi - Yi = 0 ⇒ a Vi + b Ui - Yi = 0

3. Linearised equations

U1 − V1 0 − 1

V U1 1 0

1

∂f U − V2 1 0

A= = 2 =

∂x x=x0 ,l =lobs V2 U 2 0 1

U3 − V3 1 − 1

V3 U 3 1 1

Note that A is not a function of x or l.

U1 V1 U 2 V2 U 3 V3

a 0

− b0 0 0 0 0

0 0

b a 0 0 0 0

∂f

=0 a −b

0 0

B= 0 0 0

∂l x = x 0 ,l =l obs

0 0

0 0 b a 0 0

0 0 0 0 a0 − b0

0 0 0 0 b0 a 0

Therefore, ao and bo are needed to evaluate B. They (ao and bo) can be

evaluated by simple computation through the use of 2 equations of the

math model.

a0 = 1, b0 = 2 using the equations of point 2

X1 − a 0 U1 + b 0 V1 − 0.1

Y1 − a V1 − b U1 0.1

0 0

X − a 0 U + b 0 V 0.0

w = f(x 0 , l) = 2 0 2 0 2 =

Y2 − a V2 − b U 2 0.0

X − a 0 U + b 0 V 0.1

3 0 3 0 3

Y3 − a V3 − b U 3 − 0.2

4. The δ̂ vector

δˆ = −N −1u = −[A T (BP −1B T ) −1 A]−1 A T (BP −1B T ) −1 w

0.0

δ̂ =

− 0.05

∴ xˆ = x 0 + δˆ = + = 1.95

2.0

− 0.05

5. The v̂ vector

vˆ = −Cl B T (BCl B T ) −1 (Aδˆ + w)

1.0 0.08 1.08

1.0 0.02 1.02

ˆl = l + vˆ = + =

0.0

0.01 0.01

1.0 − 0.05 0.95

1.0 − 0.05 0.95

1.0

Check: make uses of x̂ == to calculate the values of the (X,Y) coordinates

1.95

making use of the (U, V) coordinates and the math model:

X a − b U

=

Y i b a V i

8. COMBINATIONS OF MODELS

♦ Assume that observations are made in two groups, with the second group consisting of one or

several observations. Both groups have a common set of parameters, i.e.

♦ Given: 2 sets of observations collected at different times for the same parameters

n1 n2

647 48 647 48

i.e. L1 and CL1 and L2 and CL 2

♦ Required: Xu,1 The best estimate for a group of parameters from a group of measurements

that have been taken at two different times ( e.g. L1 at t1 and L2 at t2 )

♦ Functional model:

F2 ( x , L2 ) = 0 A2 m uδ u ,1 + B2 m 2, n 2 V2 n 2,1 + W2 m 2 ,1 = 0

2

φ = V1T P1V1 + V2T P2V2

♦ Note: For each group of observations, there’s a quadratic form and a Lagrange Multiplier

♦ To minimize φ, differentiate φ w.r.t. all variables ( δ, V1, V2, K1, K2 ) and equate to zero.

∂φ

= 2 K1T A1 + 2 K 2T A2 =0

∂δ

∂φ

= 2 V1T P1 + 2 K1T B1 =0

∂V1

∂φ

= 2 V2T P2 + 2 K 2T B2 =0

∂V2

∂φ

= 2 δ T A1T + 2V1T B1T + 2W1T = 0

∂K1

∂φ

= 2δ T A2T + 2V2T B2T + 2W2T =0

∂K 2

P1 0 B1T 0 0 V1 0 0

0 P2 0 B2T 0 V2 0 0

B1 0 0 0 A1 K1 + W1 = 0

0 B2 0 0 A2 K 2 W2 0

0 0 A1T A2T 0 δ 0 0

♦ Then partition and eliminate V2

♦ Perform the elimination until a solution for δ is reached

♦ Then perform back substitution to get expressions for all other vaiables (V1, V2, K1, and K2 )

♦ Then perform the Law of propagation of variance to estimate the v-c matrices

8.1. Summation of Normals – Parametric Models

♦ Required: X

♦ Functional Models:

( )

Lˆ1 = F1 Xˆ with the linear model

→ A1n1, u δ u ,1 + W1n1,1 = V1n1,1

the linear model

→ A2 n 2, u δ u ,1 + W2 n 2,1 = V2 n 2,1

♦ Variation function

( ) ( )

= δ T A1T + W1T P1 ( A1 δ + W1 ) + δ T A2T + W2T P2 ( A2 δ + W2 )

14243 1424 3

equivelant equivelant

scalers scalers

14243 1424 3

equivelant equivelant

scalers scalers

→ ←

φ = δ T A1T P1 A1 δ + 2δ T A1T P1 W1 + W1T P1 W1

1424 3

Constant

1424 3

Constant

∂φ

= 2 δ T A1T P1 A1 + 2 W1T P1 A1 + 0

∂δ

2 δ T A2T P2 A2 + 2 W2T P2 A2 +0 =0

♦ Transpose and divide by 2

(14

A P A + A P A )δ + (A PW + A P W ) = 0

24

T

1 1

3 1424 1

3

T

2 2

1424 2

3 1424 3

T

1 1 1

T

2 2 2

u ,u u ,u u ,1 u ,1

1

42 4 3 142 4

3 1

42 4 3 142 4

3

N1 N2 u1 u2

∴ δ = −( N1 + N 2 ) (U 1 + U 2 )

−1

♦ Note: The δ vector involves addition of the normal equation matrices and vectors

corresponding to each set of observations.

♦ The same procedure can be applied for 3(or more) set of observations with the combined

144

( 42444

(

3 144424443

)

δ = −(N1 + N 2 )−1 A1T C L−11 f (x )0 − L1 + A2T C L−1 ( f (x 0 ) − L2 ) ) 2

u1 u2

0

x : non-stochastic and therefore, δ = F(L)

∴Cδ = J C L J T

T

∂δ ∂δ

∴ Cδ = CL

∂L ∂L

Where

L CL 0

L(n1 + n2 ) = 1 C L(n = 1

L2 1 + n2 )( n1 + n2 )

0 C L2

∂δ ∂δ ∂δ

=

∂L ∂L1 ∂L2

∂δ

= (N1 + N 2 )−1 A1T C L−1 = N −1 A1T C L−11

∂L1

∂δ

= (N1 + N 2 )−1 A2T C L− 2 = N −1 A2T C L−21

∂L2

0 C L−1 A1 N −1

∴Cδ = ( C L1

N −1 A1T C −1L1

1

N −1 A2T C L−21

1444442444443 0 C L2 C L−1 A2 N −1

)

↓ 144444 22444443

C L C −1 A1 N −1

1 L1

C C −1 A2 N −1

1 L2 L2

424 3

I

( )

= N −1 A1T C L−11 A1 + A2T C L−21 A2 N −1

= N −1 (N1 + N 2 )N −1 = N −1 NN −1

0

∴ Xˆ = X + δ

∴C Xˆ = Cδ

8.2. Sequential Least Squares-Parametric Model

• In the previous section (summation of normals), it has been shown that two sets of

observations ( L1 and L2 ) for the same set of parameters can be combined to get a new

solution

N1 = A1Tu ,n1 P1n1,n1 A1n1,u , and N 2 = A2Tun 2 P2n 2,n 2 A2n 2,u

1442443 1442443

u ,u u ,u

• What if n2 << u (e.g. n2 = 1 and u= 4). With the summation of normals method, a (u,u) matrix

must be inverted again to add the new (single) observation (the assumption here the solution

has been obtained already for the 1st group of observations)

• This can be a significant computational burden specially when observations are being added

at a regular interval in real time, example in GPS positioning.

• Sequential Least squares provides a method where only (n2,n2) inversion is required for

updating the solution with new n2 observations.

Derivation

To derive the sequential expressions, the summation of normal solution is re-written as:

(

δ = − N1 + A2T C L−21 A2 ) (U

−1

1 + A2T C L−21W2 )

(

δ = − N1 + A2T C L−21 A2 )

−1

(

U1 − N1 + A2T C L−21 A2 )−1

A2T C L−21W2

(S −1

+ T T R −1T )

−1

(

= S − ST T R + TST T )

−1

TS.............(i )

(S −1

+ T T R −1T )

−1 T

T R −1 = ST T R + TST T ( ) −1

...........(ii )

Apply lemma (i) to the 1st term and lemma (ii) to the 2nd term of the δ equation with:

N1−1 = S T = A2 R = C L2

1st term:

(

− N1 + A2T CL−21 A2 )−1 (

U1 = − N1−1 − N1−1 A2T CL + A2 N1−1 A2T A2 N1−1

)

−1

U1

144 42444 3 3

2

LHS of Lemma(i)

1 4444444 4244444444

RHS of Lemma(i)

2nd term

(

14444244443

)−1

− N1 + A2T C L−21 A2 A2T C L−21 (

W2 = − N1−1 A2T C L + A2 N1−1 A2T

144442244443

)−1

W2

LHS of Lemma(ii) RHS of Lemma(ii)

(

δ = − N1−1 − N1−1 A2T C L2 + A2 N1−1 A2T

)−1 A2 N1−1 U1 − N1 A2T (CL 2

+ A2 N1−1 A2T )−1W2

(

δ = − N1−1U1 + N1−1 A2T C L2 + A2 N1−1 A2T )−1

A2 N1−1U1 (

− N1−1 A2T C L2 + A2 N1−1 A2T ) −1

W2

δ= − N1−1U1

1424 3

+ N1−1 A2T (C L2 +

−1

)

A2 N1−1 A2T A2 N1−1U1

123

− W2

δ (− ) −δ ( − )

Now set

−1

( A2 δ (− ) + W2 )

∴ u ,1 u ,1 u ,u u,n 2 n ,n n ,u u,u u,n n2 ,u u ,1 n2 1

2 2

14424244432

n2 ,n2

δ (+ ) = δ u ,1 (− ) − K u ,n ( A2δ (− ) + W2 )

2

(

K = N1−1 A2T C L2 + A2 N1−1 A2T )−1

K is known as the Gain Matrix, which quantifies how much each new observations will

contribute to the corrections to the parameters

2.) The parameters before update area

0

Xˆ (− ) = X + δˆ (− )

0

Xˆ (+ ) = X + δ (+ )

0

Note: that X (The POE) is the same in both cases

(

K = N1−1 A2T C L2 + A2 N1−1 A2T )

−1

• If the 2nd set of observations, L2, is imprecise, i.e. CL2 has large elements. The Gain Matrix

will generally have small elements. Thus the new observations will not greatly contribute to

solution update.

• As the precision of L2 increases, CL2 element decreases, L2 tends to contribute more the

solution update.

• δ (+ ) = δ (− ) − K ( A2δ (− ) + W2 )

14 4244 3

of the form Aδ +W =V

• That is

residual after update is given by

• V2 (+ ) = A2δ (+ ) + W2

Covariance Matrices

Cδ (+ ) = Cδ (− ) − KA2Cδ (− )

Note: the Cδ(+) < Cδ(−) due to the subtraction of KA2Cδ(−) and thus the covariance matrix ins

improved by adding observations.

Step 1:

Model: L1 = F1(X)

• Linearized Model:

A1 δ + W1 = V1

n1 ,u u ,1 n1 ,1 n1 ,1

0

• P.O.E. : X

• Initial solution with n1 observations (n1 ≥ u ) ,

= −(N1 )−1U1

where

P = σ 02C L−11

Cδ (− ) = N1−1

Step 2:

Model: L2 = F2 ( X )

A2 δ + W2 = V2

Linearized model:

n2 ,u u ,1 n2 ,1 n2 ,1

δ (+ ) = δ (− ) − K (A2δ (− ) + W2 )

Note: δ(−) is the solution from step 1 (i.e. from the 1st group of observations)

Final Parameter estimates

Xˆ = X 0 + δ (+ )

Cδ (+ ) = C Xˆ = Cδ (− ) − KA2 Cδ (− )

Step 3:

Addition of 3rd set of observations

L3 = F3 ( X )

δ(+) and Cδ(+) from step (2) become δ(−) and Cδ(−) respectively, for step (3).

8.4. Summation of Normals and Sequential LS for the implicit Models:

The combination of models discussed so far have mainly derived for the parametric model

The derivation of the summation of normals and sequential LS for the implicit models follow the

same scheme as the parametric case.

PARAMETRIC IMPLICIT

δ = −(N1 + N 2 )−1 (U 1 + U 2 )

δ = −( N1′ + N 2′ ) −1 U 1′ + U 2′

N i = AiT Pi Ai

U i = AiT PiWi ′

( −1

N i = AiT B i Pi BiT ) −1

Ai

Cδ = C Xˆ = ( N i + N 2 )

−1

′

( −1

U i = AiT Bi Pi −1 BiT Wi

14243

)

Mi

N i as before

Pi = σ 02 C L−i1 & C Li = σ 02 Pi −1

−1

′ ′

Cδ = C Xˆ = N i + N 2

δ (+ ) = δ (− ) − K ( A2δ (− ) + W2 ) Change

(

P1 by Bi P1−1B1T ) −1

(B C )

−1

T −1

14243 1 424 3 or

N1 U1 i L1 B1

(

K = N1−1 A2T C L2 + A2 N1−1 A2T ) −1

AND

C L2 → B2C L2 B2T

8.5. Parameter Observations

• Parameter observation is a method which can be used in cases where a priori information

about the parameters is available.

• ( )

For example, station coordinates (or elevations) and their covariance matrix Xˆ and C xˆ and

may be available from a previous adjustment.

• In this case xˆ can be considered as a direct observations (with C xˆ ) along with some

observations vector to estimate better estimate of xˆ .

Functional Model:

Xˆ uobs ˆ

,1 = X u ,1

X obs = V X = X 0 + δ

0

V X = δ + X − X obs

V X u ,1 = δ u ,1 + W X u ,1 (V = Aδ + W )

• Note: a variable (observation or parameter) that has infinite variance, σ2→∞, has a

corresponding weight of P = 1 2 = 0 . In this case, the variable becomes an unknown

σ

parameters.

regarded as a constant.

• In between these two extreme cases there are an infinite number of possibilities for

weighting parameters.

Functional Models (Linearized)

An , uδ u ,1 + Wn ,1 = Vn ,1

I u ,uδ u ,1 + W X n ,1 = Vu ,1

C L = P −1 (P = C )

−1

L

C X = PX−1 (P = C )

X

−1

X

Variation function

φ = V T PV + V XT PX V X = min

( ) (

= δ T AT + W T P ( Aδ + W ) + δ T + W XT PX (δ + W X ) ) = min

= δ T AT P A δ + δ T AT P W + W T P A δ + W T P W

+ δ T PX δ + δ T PX W X + W XT PX δ + W XT PX W X = min

= δ T AT PA δ + 2 δ T AT P W + W T P W

+ δ T PX δ + 2 δ T PX W X + W XT PX W X = min

Minimize φ

∂φ

= 2δ T AT PA + 2W T PA + 2δ T PX + 2WXT PX = 0

∂δ

AT PAδ + PX δ + AT PW + PX W X = 0

(A T

) ( )

PA + PX δ + AT PW + PX W X = 0

(

δ u ,1 = − AuT,n Pn,n An,u + PX u ,u

) (A

−1 T

P Wn ,1 + PX u ,u WX u ,1

u ,n n ,n )

Variance-Covariance matrix of Estimated Correction Cδ:

Functional Model

−1

δ = −(AT PA + PX ) AT P F X − L + PX X − X obs

0

0

T T

∂δ ∂δ ∂αδ ∂δ

∴ Cδ = C L + obs C X obs

∂L ∂L ∂X ∂X

−1

T

Cδ = 1

A23 + PX

PA

N

• If the observed parameters are very precise, i.e. Cx has small elements, therefore C X−1 will

have large elements, so as (AT C L−1 A + C X−1 ) and therefore its inverse will be very small.

Finally δˆ will be smaller than if it calculated without the additional parameter observations.

• If the parameters observations are not precise, Cx will has large elements, C X−1 will have

small elements. Thus the parameter observation will have little contribution to solution

vector.

ENGO361, Dr. Naser El-Sheimy 1/15

9. Statistical Analysis

In Chapter 2, we defined the one–dimensional Gaussian Probability Distribution Function (PDF)

of normally distributed random variable as:

( x − µ )2

− x

2σ 2

1 x

f ( x) = e ,

σ 2π

x

where µ and σ are the mean and standard deviation of variable (x). And the Normal Distribution

Function (NDF) as:

( x − µ )2

x

−

t 2σ 2

1

F ( x) = ∫ e x dx

− ∞ σ x 2π

Where (t) is the upper bound of the integration as shown is the Figure below.

f(x)

curve

t

• As stated before that the area under the curve represents the probability of occurrence.

Furthermore, the integration of this function yields the area under the curve.

• Unfortunately, the integration of the Equation (1) cannot be carried out in closed form, and

thus numerical integration techniques must be used to tabulate values of the this function.

This has been done for the function when the mean is Zero (µ = 0) and the variance is 1 (σ2 =

1).

ENGO361, Dr. Naser El-Sheimy 2/15

The result of this integration is shown in the following table. The tabulated values represent the

areas under the curve from –∞ to t.

t Decimals of (t)

0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9

-3.2 .

-3.1 .

. .

. .

. .

-0.2 .

-0.1 .

0.0 .

0.1 .

0.2 .

. .

.

1.6 . . . . . . . . 0.95352

.

3.2

Example:

9 To determine the area under the curve from –∞ to 1.68 : Scan along the raw 1.6 and

under the column 8. At the intersection of raw 1.6 and the column 0.8 (1.68), the value is

0.95352 occurs.

Meaning:

• Since the area under the curve represents probability, and its maximum area is 1, this means

that there is 95.352% (0.95352 x 100) probability that (t) is less that or equal to 1.68.

• Alternatively, it can be stated that there is a 4.648% (1-0.95352) x 100 probability that (t) is

greater than 1.68.

9 Once available, this table can be used to evaluate the distribution function of any mean, µ,

and variance σ2.

9 For example, if y is a normal random variable with a mean, µy, and standard deviation σ y, an

equivalent normal random variable z = (y - µ y)/σ y can be defined that has µ = 0 and σ2 = 1.

ENGO361, Dr. Naser El-Sheimy 3/15

Z2

t 1 −

N (Z ) = ∫ e 2 this is known as the Standard Normal Distribution

− ∞ 2π

Function.

• P(a < Z < b) = N(b) – N(a)

-Z +Z

a b

• If –a = b = t

• P(-t < Z < t) = P(|Z| < t ) = N(t) – N(-t)

-Z +Z

-t t

• P(Z > t) = P(Z < -t)

• 1 – N(t) = N(-t)

ENGO361, Dr. Naser El-Sheimy 4/15

From the above characteristic, the probability of the standard deviation can be estimated as

follows:

Looking into the table for t = 1 and t = -1, the area between -σ and σ is:

P(- σ < Z < σ ) = 0.84134 – 0.15866 = 0.68268

G(ε)

-3σ -2σ -σ σ 2σ 3σ

Ρ(− σ ≤ ε ≤ σ ) = 0.683

Ρ(− 2σ ≤ ε ≤ 2σ ) = 0.954 called confidence interval

Ρ(− 3σ ≤ ε ≤ σ ) = 0.997

Meaning:

For any group of measurements there is approximately a 68.3 % chance that any single

observation has an error ±σ. This is true for any set of measurements having normally distributed

errors.

For any group of observations, the 50% probable error establishes the limits within which 50%

of the errors should fall.

In other words, any measurement has the same chance of becoming within these limits as it has

as falling outside them.

=2 N(t) – 1 = 0.5

Therefore

ENGO361, Dr. Naser El-Sheimy 5/15

From the SNDF tables it is apparent that 0.75 is between t value of 0.67 and 0.68, that is

N(0.67) = 0.7487 and N(0.68) = 0.7517

0.68 − 0.67 0.7517 − 0.7486 0.0031

or ∆t = 0.01 x 0.4516

For any set of observations, therefore, the 50% probable error can be obtained by computing the

standard error and then multiplying it by 0.6745, i.e.

E50 = 0.6745 σ

• The 95% probable error, or E95, is the bound within which, theoretically, 95% of the

observation group’s errors should fall.

• Using the same reasoning as in the in the equations for the 50% probable error:

= 2 N(t) – 1 = 0.95

Therefore

• From the SNDF tables it is determined that 0.975 occurs with a (t) value of 1.960.

• Thus, for any set of observations, therefore, the 95% probable error can be obtained by

computing the standard deviations (or error) and then multiplying it by 1.96, i.e.

E95 = 1.96 σ

Using the same computation procedures, other percent error probable can be calculated.

ENGO361, Dr. Naser El-Sheimy 6/15

E50 0.6745σ

E90 1.6449 σ

E95 1.96 σ

E99 2.576 σ

E99.7 2.965 σ

E99.9 3.29 σ

The E99.7 is often used in detecting blunders as will be explained in the following example.

Example:

The arc-second portion of 50 direction readings from 1″ instrument are listed below. Find the

mean, standard deviation (error), and the E95. Check the observations at a 99% level of

certainty for blunders.

41.9 46.3 44.6 46.1 42.5 45.9 45.0 42.0 47.5 43.2 43.0 45.7 47.6

49.5 45.5 43.3 42.6 44.3 46.1 45.6 52.0 45.5 43.4 42.2 44.3 44.1

42.6 47.2 47.4 44.7 44.2 46.3 49.5 46.0 44.3 42.8 47.1 44.7 45.6

45.5 43.4 45.5 43.1 46.1 43.6 41.8 44.7 46.2 43.2 46.8

Solution:

50

∑ Li

2252

The mean = =1 =

i = 45.04′′

n 50

50

∑ (Mean − V ) i

2

= ±2.12″

50 − 1

∴ E95 = ±1.96 σ = ±4.16″ (Thus 95% of the data should fall between 45.04 ± 4.16″ or in the

“40.88 - 49.20” range)

The data actually contain three values that deviate from the mean by more than 4.16 (i.e. that

are outside the range 40.88 to 49.20). They are 49.5 (2 times) and 52.0. No values are less

than 40.88, and therefore 47/50 = 94% or the measurements lie in the E95 range.

ENGO361, Dr. Naser El-Sheimy 7/15

∴ E99 = ±2.576 σ = ±5.46″ (Thus 99% of the data should fall between 45.04 ± 5.46″ or in the

“39.58 - 50.50” range).

Actually, one value is greater than 50.50, and thus 49/50 = 98% of all measurements fall in

this range.

ENGO361, Dr. Naser El-Sheimy 8/15

• The following contains a finite population of 100 values. The mean (µ) and the variance

(σ2) of that population are 26.1 and 17.5.

25.7 25.2 26.3 26.7 30.6 22.6 22.3

30.0 26.5 28.1 25.6 20.3 35.5 22.9

30.7 32.2 22.2 29.2 26.1 26.8 25.3

24.3 24.4 29.0 25.0 29.9 25.2 20.8

29.0 21.9 25.4 27.3 23.4 38.2 22.6

28.0 24.0 19.4 27.0 32.0 27.3 15.3

26.5 31.5 28.0 22.4 23.4 21.2 27.7

27.1 27.0 25.2 24.0 24.5 23.8 28.2

26.8 27.7 39.8 19.8 29.3 28.5 24.7

22.0 18.4 26.4 24.2 29.9 21.8 36.0

21.3 28.8 22.8 28.5 30.9 19.1 28.1

30.3 26.5 26.9 26.6 28.2 24.2 25.5

30.2 18.9 28.9 27.6 19.6 27.9 24.9

21.3 26.7

• By randomly selecting 10 values of this table, an estimate of the mean and the variance of

the this sample can be estimated.

• However, it would not be expected that these estimates ( X and S2) would exactly match

the mean and the variance of the population. Now if the sample size were increased, it

would be expected that the X and S2 would more nearly match µ and σ2 as shown in the

table below..

No. X S2

10 26.9 28.1

20 25.9 21.9

30 25.9 20.0

40 26.5 18.6

50 26.6 20.0

60 26.4 17.6

70 26.3 17.1

80 26.3 18.4

90 26.3 17.8

100 26.1 17.5

ENGO361, Dr. Naser El-Sheimy 9/15

• Since the mean and the variance of the sample ( X and S2) are computed from random

variable, they are also random variables. Thus it is concluded that the values computed

contain errors.

Set 1: 29.9, 18.2, 30.7, 24.4, 36.0, 25.6, 26.5, 29.9, 19.6, 27.9 X = 26.9, S2 = 28.1

Set 2: 26.9, 28.1, 29.2, 26.2, 30.0, 27.1, 26.5, 30.6, 28.5, 25.5 X = 27.9, S2 = 2.9

Set 3: 32.2, 22.2, 23.4, 27.9, 27.0, 28.9, 22.6, 27.7, 30.6, 26.9 X = 26.9, S2 = 10.9

Set 4: 24.2, 36.0, 18.2, 24.3, 24.0, 28.9, 28.8, 30.2, 28.1, 29.0 X = 27.2, S2 = 23.0

• Fluctuations in the mean and variance computed from sample sets raises questions about

the reliability of these estimates.

• A higher confidence value is likely to be placed on a sample set with small variance than

on one with large variance.

• In the above table, because of its small variance, one is more likely to believe that the

mean of the 2nd set is the most reliable estimate of the population mean. In reality this is

not the case, as the means of the other three sets are actually closer to the population

mean (µ = 26.1).

• The estimation of the mean and variance of a variable from sample data is referred as

point estimation (because it results in one value for each parameter in question)

• After having performed a point estimation, the question remains as how much the

deviation of the estimate is likely to be from the still unknown true values of the

parameters (mean and variance). In other word, we would like to have an indication of

how good the estimation is and how much it can be relied on.

• An absolute answer to this question is not possible because sampling never lead to

the true parameters.

• It is only possible to estimate probabilities with which the true value of the parameters in

question is likely to be within a certain interval around the estimate. Such probabilities

can be determined if the distribution function F(X) of the random variable is given.

Recall: The probability that a random variable Z takes values within the boundary “a and b”

is given by:

X =b

P(a < Z < b) = F(b) – F(a) = ∫ F ( X ) dX

X =a

ENGO361, Dr. Naser El-Sheimy 10/15

the estimate of which is Ẑ , is

• P(a < Z < b) = 1–α

conventionally taken to be 90%, 95%, or 99%. And the values of “a and b” are called the

“upper and lower confidence limits” for the parameter Z.

• The probability that the parameter does not fall in a given interval is α.

• Required: the (1 – α ) confidence interval on µ (which is unknown).

σ

n

• The probability statement for the confidence interval, which is symmetric here, is

then:

X −µ

P − Z < <Z = 1−α

α /2 σ α / 2

n

or

P X − Z ⋅σ < µ < X +Z ⋅σ

= 1−α

α /2 n α /2 n

• For example for α = 5%, Zα/2 = 1.96, therefore we can write the above equation as:

= 0.95

n n

• The above is an example of the so called two-sided confidence interval. On the other

hand, for a one-sided confidence interval we write:

n

• Therefore for α = 5%,

= 0.95

n

ENGO361, Dr. Naser El-Sheimy 11/15

Two-sided One-sided

α/2 α/2 α

1-α 1-α

-Zα/2 Zα/2 Zα

Example:

Suppose a distance is measured n = 8 times with the mean X = 10.1 cm. We assume that the

variance of the normal population is known to be σ2 = 0.1 cm2. Then the 95% confidence interval

on µ (which is unknown) for the two-sided confidence interval is:

= 0.95

n n

0.1 0.1

P 10.1 − 1.96 < µ < 10.1 + 1.96 = 0.95

8 8

For a one sided interval,

= 0.95

n

0.1

P µ < 10.1 + 1.6449 = P{µ < 10.28}= 0.95

8

• Let us know consider the case in which the standard deviation of the distribution σ is not

known and has to be repalced by the standard deviation of the, S, of the sample. Therefore,

the estimator under testing is X − µ which has different distribution than X − µ (definitely

S σ

n n

X − µ has different distribution than X − µ as well be shown in the next section)

S σ

n n

ENGO361, Dr. Naser El-Sheimy 12/15

In connection with the theory of errors of observations and least squares adjustment, there are

few (one-dimensional) distributions that are often used. Only continuos distributions are

discussed, particularly those used for statistical testing.

The Gaussian or ND is the most frequently used distribution in statistical theory. Its density.

Function is given by:

( x − M x )2

−

1 2σ x2

()

f x = e which is fully described by to parameters Mx and σx.

σ x 2π

X − MX

The cumulative NDF of the standardized random variable Z = (having a zero mean

σX

and unit standard deviation, i.e. [M z = 0 & σ z = 1] ) is given by:

2

-Z

Z

1

F (Z ) = ∫e 2 dz , the table handed during the class gives the values of F(Z)

2π −∞

• The distribution of the sum of squares of independent random variables each of which is

normally distributed is known as X2 (chi square) distribution.

Examples:

• χ n2 = X 12 + X 22 + .............. + X n2 which is χ n2 distribution of “n degrees of

freedom”

• VnT,1Pn , nVn ,1 is a χ n2 distribution of “n degrees of freedom”

X α2 ,m

ENGO361, Dr. Naser El-Sheimy 13/15

m= degrees of Freedom

1

2

.

.

(

P χ m2 > χα2 , m = α )

∫ f (χ )dχ 2

. ∞

2

=

χ α2 ,m

120 χ α2 , m

∫ f (χ )dχ

2 2

=1−

0

• The distribution of the ratio of two independent random variable, each having a X2 (Chi-

square) distribution, is said to have an F-distribution.

χ m2 / m

Fm, n = 2 is F-distribution of (m) and (n) degrees of freedom.

χn / n

• The practical application of the F distribution in least squares adjustment and statistical

testing is concerned with the comparisons of variances such as those obtained from two

adjustment. In some practical case the comparison may be between a variance obtained

from the adjustment (such as σˆ 02 ) and an a priori given reference variance (such as σ 02 ),

2

this case refers to the Fr , ∞ = χ r (where r is the degrees of freedom).

∑ v 2 is χ n2−1

2

Recall: ∑v , where distribution

variance = σ 2 =

n{−1

degrees of Freedoms

ENGO361, Dr. Naser El-Sheimy 14/15

Fα , m1 , m2

Fα , m1 , m2

m1 \ m2 1 2 …. 16

1

2

3

.

.

( )

P Fm m > F0.05, m , m = 0.05

1 2 1 2

. ∞

= ∫ f F dF ( )

F0−05,m1,m 2

F0.05,m1,m 2

=1− ∫ ( )

f F dF

0

100

.

.

.

500

.

.

.

∞

ENGO361, Dr. Naser El-Sheimy 15/15

The t-distribution is used in connection with sampling (i.e. Testing using sample statistics

instead of population parameters)

′ ′ ′

Let X 1 , X 2 ,....... X n be n independent random (stochastic) variables of identical normal

distribution with mean M and standard deviation σ Then the random variable.

x−M

t= n is said to have a t-distribution with (n-1) degrees of freedom. Where

s

1 n 1 n

x= ∑ xi and s 2

= ∑ (xi − x )2 , where x and s 2 are the sample mean and

n i =1 n − 1 i =1

standard deviation respectively.

curve = α

tα,b

1

2

. P (tm > tα , m ) = α

.

α

.

= ∫ f (t )dt

tα ,m

tα ,m

= 1− ∫ f (t ) dt

−∞

120

THE UNIVERSITY OF CALGARY

DEPARTMENT OF GEOMATICS ENGINEERING

MIDTERM - WINTER 1999

February 25, 1999

Open Book – All Calculators Allowed

Time: 60 minutes (30% of final course grade)

Question 1: (9%)

The opposite figure shows a triangulation station (O) from which the horizontal directions d1, d2,

and d3 were measured to the three stations A, B, and C respectively

with: A

d1 = 45o 15’ 25” d1

2 0 0

d2 = 75o 25’ 35” C L = 0 2 0 arcsec2 α1 d

2 B

0 0 2 O

α2

o

d3 = 115 35’ 45” d3

C

1. Calculate the estimates of the two horizontal angels α1 and α2

and their Variance-Covariance matrix.

2. Discuss the degree of correlation between the two angles

Question 2: (3%)

If you have an Electronic Distance Measuring (EDM) device that has been calibrated to give a

standard deviation for a single measurement = 15 mm, how many times should you measure a

baseline of a length ≅ 5 km, and whose relative error is specified not to exceed 2 PPM?

Question 3: (3%)

h2 B

The opposite figure shows a leveling line which runs

from a benchmark (A) of known elevation (Ha) to

point B. The observed height differences h1 and h2 are h1

to be observed with the same precision and

uncorrelated.

Calculate how many times should h1 and h2 be A

measured to have the standard deviation of the

elevation of point B not to exceed 3 mm? Assume that the standard deviation of a single height

difference observation = 5mm.

Page 1 of 2

Question (4) : (7%)

A distance is measured five times with the following values obtained: 156.11, 156.14, 156.08,

156.05, and 156.15 m. The first two measurements have a standard deviation of 1 cm and the last

three have standard deviation of 2 cm. All measurements are uncorrelated.

1. What is the weighted least-squares estimate of the distance?

2. What is the standard deviation of the estimated distance?

1. Write down in matrix form the condition equations for the following triangulation networks:

(a) (b)

α1

α1 α3

α4 α3

α4 α2

α2

for the following leveling network, where: b

h2 h3

h1

h d h5

2 h e

L = h3 X = d and h1 h4

he points a, b, and c are benchmarks.

h4 a

h5 c

Good Luck

NE\ne

Page 2 of 2

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