Adjustment Computation Notes by Uotila

Adjustment Computation Notes
Part I
by
Urho A. Uotila
Department of Geodetic Science and Surveying

The Ohio State University
Columbus, Ohio
1985
Foreward
These notes are typed copies of handouts which have been distributed in SU450
and/or GS650 since 1959. This is the first time they have been typed. They have been
proofread but please inform the author of any misprints you find. Thank you!
Table of contents
Propagation of Variances and Covariances
Definitions
Linear Functions
Nonlinear Functions
Example: Effects of Covariances
Propagation of Variances and Covariances Through a Chain of Triangles
Weights
Variance of Weighted Mean
Example of Weighted Mean
Commonly Used Weights in Geodesy and Surveying
Examples of Weighted Mean in Leveling
Least Squares Adjustments
Observation Equations
Linear Model
Variance-Covariance Matrix for Parameters
A Posteriori Variance of Unit Weight
Numerical Example for a Linear Model
Example of Station Adjustment
Nonlinear Model
Observation Equations for Distances and Angles on a Plane
Numerical Example of Adjustment
Method of Condition Equations (Method of Correlateds)
Linear and Nonlinear Models
Example: Adjustment of a Leveling Net
Example: Adjustment of a Traverse
Effect of Changes of Weights of Observations
Sequential Solutions with Observation Equations
Addition of New Observations to the Normal Equation
Propagation of Variances and Covariances
We have the following definitions:
Variance of a random variables xi is given as:
σ x2 = var( xi ) = E ( xi − E [ xi ])2  = E  xi2 + ( E [ xi ]) 2 − 2 xi E [ xi ]
i
= E  xi2  + ( E [ xi ])2 − 2 E [ xi ] E [ xi ] = E  xi2  + ( E [ xi ])2 − 2( E [ xi ]) 2 = E  xi2  − ( E [ xi ])2 (1)
Covariance of two random variables xi and xj is given as:

σ x x = cov( xi x j ) = E ( xi − E [ xi ])( x j − E  x j  )  = E  xi x j − xi E  x j  − x j E [ xi ] + E  x j  E  x j  
i j
= E  xi x j  − E [ xi ] E  x j  − E  x j  E [ xi ] + E  x j  E  x j  = E  xi x j  − E [ xi ] E  x j  (2)
Coorelation Coefficient is a standardized form of covariance:

σxx
ρx x = i j
−1 < ρ xi x j < 1 (3)
i j
σ x ×σ x
i j
Variance-Covariance matrix (also called covariance matrix)

X = vector
 x1   x1   E[ x1 ] 
x   x   E[ x ]
X =  2 E[X ] = E  2 =  2 
⋮ ⋮  ⋮ 
     
 xn  n×1  xn   E[ xn ]
Variance-Covariance matrix of X = ∑ X
∑ X = E ( X − E [ X ])( X − E [ X ])T 
  x   x1     x1   x1   
T
  x − E [ x ]   x − E [ x ] T 
   1
x   x  x     1 1

1 1
 
  2 
=E
x 
− E       − E     = E 
2 2 2  x2 − E [ x2 ]  x2 − E [ x2 ]  
 ⋮  ⋮ ⋮  ⋮   ⋮   ⋮  
   
             
  xn   xn     xn   xn      xn − E [ xn ]  xn − E [ xn ] 
   
  x1 − E [ x1 ]  
  
 x2 − E [ x2 ]
=E   x1 − E [ x1 ] x2 − E [ x2 ] ⋯ xn − E [ xn ] 
 ⋮  
  
  xn − E [ xn ] 
-1- Adjustment Computation Notes by Uotila.doc

 ( x1 − E [ x1 ])2 ( x1 − E [ x1 ])( x2 − E [ x2 ]) ⋯ ( x1 − E [ x1 ])( xn − E [ xn ]) 
 
 ( x2 − E [ x2 ])( x1 − E [ x1 ]) ( x2 − E [ x2 ]) 2 ⋯ ( x2 − E [ x2 ])( xn − E [ xn ]) 
=E
 ⋮ ⋮ ⋱ ⋮ 
 
( xn − E [ xn ])( x1 − E [ x1 ]) ( xn − E [ xn ])( x2 − E [ x2 ]) ( xn − E [ xn ]) 2
⋯ 
 E  ( x1 − E [ x1 ]) 2  E ( x1 − E [ x1 ])( x2 − E [ x2 ])  ⋯ E ( x1 − E [ x1 ])( xn − E [ xn ])  

 
 E ( x2 − E [ x2 ])( x1 − E [ x1 ])  E ( x2 − E [ x2 ])2  ⋯ E ( x2 − E [ x2 ])( xn − E [ xn ])  
=  
 ⋮ ⋮ ⋱ ⋮ 
 
 E ( xn − E [ xn ])( x1 − E [ x1 ])  E ( xn − E [ xn ])( x2 − E [ x2 ])  ⋯ E ( xn − E [ xn ]) 
2

 σ x21 σx x ⋯ σ x1xn 
 
1 2
σ x x σ x2 ⋯ σ x2 xn 
= 21 2
 σ ij = σ ji (4)
 ⋮ ⋮ ⋱ ⋮ 
σ x x σxx ⋯ σ x2n 
 n1 n 2
Propagation of Variance and Covariances:

(a) Linear Functions – Let’s consider two linear functions y1 & y2 given below:
 y1 = a1 x1 + a2 x2 + c1  σ x21 σx x 
 ∑X =  1 2

 y2 = b1 x1 − b2 x2 + c2 σ x2 x1 σ x2 2
According to definitions, we have the variance and covariance of y1 & y2 as:

σ y2 = var( y1 ) = E ( y1 − E [ y1 ]) 2 
1
σ y2 = var( y2 ) = E ( y2 − E [ y2 ]) 2 
2
σ y y = cov( y1 , y2 ) = E ( y1 − E [ y1 ])( y2 − E [ y2 ]) 

1 2
E [ y1 ] = E [ a1 x1 + a2 x2 + c1 ] = a1 E [ x1 ] + a2 E [ x2 ] + c1
E [ y2 ] = E [b1 x1 − b2 x2 + c2 ] = b1 E [ x1 ] − b2 E [ x2 ] + c2
y1 − E [ y1 ] = a1 x1 + a2 x2 + c1 − (a1 E [ x1 ] + a2 E [ x2 ] + c1 ) = a1 ( x1 − E [ x1 ]) + a2 ( x2 − E [ x2 ]) (5)
Similarly,
y2 − E [ y2 ] = b1 x1 + b2 x2 + c2 − (b1 E [ x1 ] + b2 E [ x2 ] + c2 ) = b1 ( x1 − E [ x1 ]) − b2 ( x2 − E [ x2 ]) (6)
Again,
( y1 − E [ y1 ]) 2 = a12 ( x1 − E [ x1 ]) 2 + a22 ( x2 − E [ x2 ]) 2 + 2a1a2 ( x1 − E [ x1 ])( x2 − E [ x2 ])
Finally,
E ( y1 − E [ y1 ]) 2  = E  a12 ( x1 − E [ x1 ]) 2 + a22 ( x2 − E [ x2 ]) 2 + E  2a1a2 ( x1 − E [ x1 ])( x2 − E [ x2 ])  

= a12 E ( x1 − E [ x1 ]) 2  + a22 E ( x2 − E [ x2 ])2  + 2a1a2 E ( x1 − E [ x1 ])( x2 − E [ x2 ]) 
 σ x21 σ x x   a1 
∴σ = a σ + a σ + 2a1a2σ x1x2 = [ a1
2 2 2 2 2
a2 ]  1 2
   = A∑X A
T
(7)
σ x2 x1 σ
y1 1 x1 2 x2 2
x2   a2 
Similarly,
( y2 − E [ y2 ])2 = b12 ( x1 − E [ x1 ])2 + b22 ( x2 − E [ x2 ]) 2 − 2b1b2 ( x1 − E [ x1 ])( x2 − E [ x2 ])
E ( y2 − E [ y2 ])2  = E b12 ( x1 − E [ x1 ])2 + b22 ( x2 − E [ x2 ]) 2 − E  2b1b2 ( x1 − E [ x1 ])( x2 − E [ x2 ])  
= b12 E ( x1 − E [ x1 ])2  + b22 E  ( x2 − E [ x2 ]) 2  − 2b1b2 E ( x1 − E [ x1 ])( x2 − E [ x2 ]) 
 σ x21 σ x x   b1 
∴σ 2
= b σ + b σ − 2b1b2σ x1 x2 = [ b1
2 2 2 2
−b2 ]     = B ∑X B
1 2 T
(8)
σ x2 x1 σ x   −b2 
y2 1 x1 2 x2 2
2
The covariance of y1 and y2 is:

cov( y1 , y2 ) = E ( y1 − E [ y1 ])( y2 − E [ y2 ]) 
= E (a1 ( x1 − E [ x1 ]) + a2 ( x2 − E [ x2 ]))(b1 ( x1 − E [ x1 ]) − b2 ( x2 − E [ x2 ])) 
= E  a1b1 ( x1 − E [ x1 ]) 2 − a1b2 ( x1 − E [ x1 ])( x2 − E [ x2 ]) + a2b1 ( x2 − E [ x2 ])( x1 − E [ x1 ]) − a2b2 ( x2 − E [ x2 ]) 2 
= a1b1E ( x1 − E [ x1 ]) 2  − a1b2 E ( x1 − E [ x1 ])( x2 − E [ x2 ]) 
+ a2b1 E ( x2 − E [ x2 ])( x1 − E [ x1 ])  − a2b2 E ( x2 − E [ x2 ]) 2 
= a1b1σ x21 − a1b2σ x1x2 + a2b1σ x2 x1 − a2b2σ x22
 σ x21 σ x x   b1 
σ y y = a1b1σ − a2b2σ − (a1b2 − a2b1 )σ x x = [ a1
2 2
a2 ]  1 2
   = A∑X B
T
(9)
σ x2 x1 σ x   −b2 
1 2 x1 x2 1 2 2
2
More generally:
 n  n
E  ∑ ai xi  = ∑ ai E [ xi ] (10)
 i =1  i =1
 n  n n n
var  ∑ ai xi  = ∑ ai2 var( xi ) + ∑∑ ai a j cov( xi x j ) i ≠ j (11)
 i =1  i =1 i =1 j =1
n n
y1 = ∑ ai xi y2 = ∑ bi xi
i =1 i =1
n n n
cov( y1 , y2 ) = ∑ ai bi var( xi ) + ∑∑ ai b j cov( xi x j ) i ≠ j (12)
i =1 i =1 j =1

The same deviation with matrices is as follows:
Y = GX + C
∴ ∑Y = E (Y − E [Y ])(Y − E [Y ])T 
E [Y ] = E [GX + C ] = GE [ X ] + C
Y − E [Y ] = GX + C − GE [ X ] − C = G ( X − E [ X ])
(Y − E [Y ])(Y − E [Y ])T = G ( X − E [ X ])( X − E [ X ])T GT
∑Y = E (Y − E [Y ])(Y − E [Y ])T  = E G ( X − E [ X ])( X − E [ X ])T G T 
= GE ( X − E [ X ])( X − E [ X ])T  G T = G ∑ X G T (13)
Consudering the same linear functions, y1 and y2, as above
 y1 = a1 x1 + a2 x2 + c1

 y2 = b1 x1 − b2 x2 + c2
 y1   a1 a2   x1   c1 
Y = GX + C  y  = b +
−b2   x2  c2 
 2  1
a2   σ x1 σ x x   a1
2 T
a a2 
∑Y =  1 
1 2
 = G ∑ X GT
 b1 −b2  σ x2 x1 σ x2   b1
2

−b2 
 a12σ x2 + a22σ x22 + 2a1a2σ x1 x2 a12b1σ x21 − a2b2σ x22 − (a1b2 − a2b1 )σ x1x2 
= 2 2 1 
 a1 b1σ x1 − a2b2σ x2 − (a1b2 − a2b1 )σ x1 x2 b12σ x21 + b22σ x22 − 2b1b2σ x1x2
2

Another example:
 σ x21 σxx σxx   4.5 1.2 −1.3
 y = 2 x1 + x2 − 2 x3 + 3   
1 2 1 3
given  1 ∑ X = σ x2 x1 σ 2
σ x2 x3  =  1.2 3.2 −2.1
 y2 = 3x1 − x2 − 5
x2
 
σ x3 x1 σx x 3 2
σ x23   −1.3 −2.1 6.3 
 σ y21 σyy 
then derives: ∑Y =  1 2

σ y2 y1 σ y2 
2
 x1 
y   2 1 −2  3
Y =  1 X =  x2  G =   C= 
 y2   x3   3 −1 0   −5 
 4.5 1.2 −1.3  2 3 

 2 1 −2    70.0 28.6  σ y1 σyy 
2
∑Y =    
  1.2 3.2 −2.1  1 −1 =  = 
1 2
 3 −1 0   −1.3 −2.1 6.3   −2 0   28.6 36.5  σ y2 y1 σ y2 

  
2
σ y1 y2 28.6
ρ y1 y2 = = = 0.57
σ y1 × σ y2 70.0 × 36.5
(b) Let us consider a nonlinear function of the form:
∂f ( x) 1 ∂ 2 f ( x) 1 ∂ 3 f ( x)
f ( x) ≈ f (a) + ( x − a) + ( x − a ) 2
+ ( x − a )3 + ⋯
∂x 2! ∂x 2 3! ∂x3
with matrices: Yn×1 = F ( X u×1 )
Linearizing the function, we get:

∂F
Y = F(X0) + ( X − X 0 ) (neglecting the higher order terms) (14)
∂X X = X0
Where X 0 are the values about which the expansion is done.

 ∂f1 ∂f1 ∂f1 
 ∂x ⋯
∂x2 ∂xu 
 1 
 ∂f 2 ∂f 2 ∂f 2 
∂F  ⋯
= ∂x1 ∂x2 ∂xu  = Gn×u (15)
∂X  
 ⋮ ⋮ ⋱ ⋮ 
 
 ∂f n ∂f n
⋯
∂f n 
 ∂x1 ∂x2 ∂xu 
E [Y ] = E [ F ( X 0 ) + G ( X − X 0 ) ] = E [ F ( X 0 ) + GX − GX 0 ] = F ( X 0 ) + GE [ X ] − GX 0 (16)
by definition.
∑Y = E (Y − E (Y )(Y − E (Y )T 
Y − E (Y ) = F ( X 0 ) + GX − GX 0 − ( F ( X 0 ) + GE [ X ] − GX 0 )
= F ( X 0 ) − F ( X 0 ) + G ( X − E [ X ]) + GX 0 − GX 0 = G ( X − E [ X ])
∑Y = E (Y − E (Y )(Y − E (Y )T  = E G ( X − E [ X ])( X − E [ X ])T GT 
= GE ( X − E [ X ])( X − E [ X ])T  G T
∑Y = G ∑ X G T (17)
Example: Effects of Covariance
Data given:
α r
60°31.7” 120.01m A
60°33.8” 119.99m T
60°27.6” 120.07m
60°30.7” 119.93m r α r
60°28.2” 120.13m
x = 60°30.4 ' 120.06m
σ =±
[vv ] ±2.55 0.0767m
n −1
σx = ±
[vv ] ±1.14 0.0343m
n(n − 1)
2
σx =
[ vv ] 1.30’2 0.00118m2
n(n − 1)
1 1 α° 
S= area of sector = r 2α = r 2  
2 2  ρ° 
where ρ ° is a constant used to convert the angle into radians, which is a unitless
quantity.

180° 180 × 60 ' 180 × 60 × 60"
( ρ° = ，ρ'= ，ρ"= = 206264.8" )
π π π
1
T= area of triangle = r 2 sin α
2
1
A= area of segment = S − T = r 2 (α − sin α )
2
When α and dα in radians:
1 2
dS = r dα + rα dr
2
1 2
dT = r cos α dα + r sin α dr
2
1 2
dA = dS − dT = r (1 − cos α )dα + r (α − sin α )dr
2
or when α and dα in degrees or in minutes:
1 2 1   α° 
dS = r   dα '+ r   dr
2  ρ '  ρ° 
1 2  1 
dT = r cos α   dα '+ r sin α dr
2  ρ'
1 2  1  α°
dA = r (1 − cos α )   dα '+ r ( − sin α )dr
2  ρ' ρ°
∂F ( X )
Now, if Y = F ( X ) , therefore dY ≈ dX
∂X
∂F ( X )
Then, Y0 + dY = F ( X 0 ) + dX
∂X
∂F ∂F ∂F
Y = GX ∑Y = G ∑ X G T ， G = ， ∑Y = ∑ X ( )T
∂X ∂X ∂X
Where,
 S   0.5r 2α 
T   
   0.5r sin α
2
 σ 2 σ α r  1.30 0 
Y =  A =  0.5r 2 (α − sin α )  ∑X =  α 2 
=
    σ rα σ r   0 0.00118
α  α 
 r   r 


 ∂S ∂S 
 ∂α ∂r 
 
 ∂T ∂T   0.5r 2 (1/ ρ ) r (α / ρ ) 
 ∂α ∂r   0.5r 2 (1/ ρ ) cos α 
r sin α 
∂F  ∂A  
∂A  
G= = = 0.5r 2 (1 − cos α )(1/ ρ ) α / ρ − sin α 
∂X  ∂α ∂r   
 ∂α ∂α   1 0 
   
 ∂α ∂r   0 1 
 ∂r ∂r 
 
 ∂α ∂r 
Imporant: Units must be consistent with α’s and σ α r !
 2.0953 126.7523
1.0316 104.4722 
  1.30 0   2.0958 1.0316 1.0637 1 0 
∑Y = G ∑ X G T = 1.0637 22.2801  
  0 0.00118 126.7523 104.4722 22.2801 0 1 
 
 1 0 
 0 1 
 24.66542 18.23563 6.22979 2.72389 0.14957 
18.23563 14.26250 4.17314 1.34108 0.12328 
 
=  6.22979 4.17314 2.05665 1.38281 0.02629 
 
 2.72389 1.34108 1.38281 1.30000 0.00000 
 0.14957 0.12328 1.38281 0.02629 0.00118 
From the above variance-covariance matrix, we obtain:
σ S = ± 24.66542 = ±4.97m 2 ； σ T = ± 14.26250 = ±3.78m 2 ； σ A = ± 2.05665 = ±1.43m 2
2
If we take σ ST = 0 , then σ A = 24.66542 + 14.26250 = 38.92792 σ A = ±6.24m 2 .
We know that the correlation coefficient is given by the relation:
σ xy σ
ρ xy = or rxy = xy
σ xσ y σ xσ y
Therefore, the matrix form of correlation coefficients is:
S T A α r
S 1.0000 0.9829 0.8747 0.4810 0.8767 
T  0.9829 1.0000 0.7705 0.3114 0.9503 
R = A 0.8747 0.7705 1.0000 0.8457 0.5337 
 
α  0.4810 0.3114 0.8457 1.0000 0.0000 
r 0.8767 0.9503 0.5337 0.0000 1.0000 
given: results in:
σ S (m 2 ) σ r (m2 ) σ A (m 2 )
2 2
σα σ r
1.30 0.00118 4.97 3.78 1.43

1.30 0.0118 13.97 11.41 2.71
0.13 0.0118 13.79 11.35 2.45

when
1.0000 0.9998 0.9948 0.0548 0.9985 
0.9998 1.0000 0.9923 0.0328 0.9995 
1.30 0  
∑X =  R = 0.9948 0.9923 1.0000 0.1565 0.9877 
 0 0.0118  
0.0548 0.0328 0.1565 1.0000 0 
0.9985 0.9995 0.9877 0 1.0000 

Propagation of Variances and Covariances Through a Chain of Triangles
Let a chain of n triangles be observed during a survey network, with starting base c,
closing base x, and measured horizontal angles as shown in the figure below
Then the base x can be computed by using the formula:

n
sin α1 × sin α 2 × ⋯ × sin α n ∏ sin α i

x = C× = C × i =n1
sin β1 × sin β 2 ×⋯ × sin β n
∏ sin β
i =1
i
If the cvariances and covariances of all the observed quantities are known, then the
variance of the closing base x can be found in the following manner:
The variables are: C , α1 , α 2 ,⋯ , α n , β1 , β 2 ,⋯ , β n .
We differentiate partially with respect to all the variables:
n
∂x ∏
sin α i
x
= i =n1 =
∂C
∏ sin β
C
i
i =1
n
∂x cos α1 × sin α 2 × ⋯ × sin α n cos α1 ∏ sin α i

=C× =C× × i =1
= x × cot α1
∂α1 sin β1 × sin β 2 ×⋯ × sin β n sin α1 n
∏ sin β
i =1
i
∂x ∂x
= x × cot α 2 ，….， = x × cot α n
∂α 2 ∂α n
n
∂x cos α1 × sin α 2 × ⋯ × sin α n cos α1 ∏ sin α i

= −C × = −C × × i =1
= − x × cot β1
∂β1 sin β1 × sin β 2 ×⋯ × sin β n sin α1 n
∏ sin β
i =1
i
∂x ∂x
= − x × cot β 2 ，….， = − x × cot β n
∂β 2 ∂β n
We know previously that for Y = F ( X )
∂F ( X )
∑Y = G ∑ X G T where G =
∂X
In our case,
x 
G= x cot α1 x cot α 2 ⋯ x cot α n − x cot β1 − x cot β 2 ⋯ − x cot β n 
C 
The variance-covariance matrix of observed quantities is given to be:

 σ C2 σ Cα σ Cα ⋯ σ Cα n σ Cβ σ Cβ ⋯ σ Cβ 
 
1 2 1 2 n
 σ α1C σα σα α ⋯ σ α1α n σα β σα β σα β 
2
1 1 2 1 1 1 2
⋯ 1 n
 
σ α 2 C σα α σα ⋯ σ α 2α n σα β σα β σα β 
2
2 1 2 2 1 2 2
⋯ 2 n
 ⋮ ⋮ ⋮ ⋮ ⋮ ⋮ ⋮ ⋱ ⋮ 
 
∑ X = ∑Cαβ = σ α nC σα α
n 1
σα α
n 2
⋯ σ α2 n
σα β n 1
σα β
n 2
⋯ σ αnβn 
 
 σ β1C σβα
1 1
σβα
1 2
⋯ σ β1α n σ β2 1
σβ β
1 2
⋯ σ β1βn 
σ σβ α σβ α ⋯ σ β 2α n σβ β σ β2 ⋯ σ β 2 βn 
 β2C 2 1 2 2 1 2 2 
 ⋮ ⋮ ⋮ ⋯ ⋮ ⋮ ⋮ ⋱ ⋮ 
 
σ β nC σβ α
n 1
σβ α
n 2
⋯ σ β nα n σβ α n n
σβ β
n 1
σβ β
n 2
σ β2n 
If we assume
σ Cα = σ C β = σ α β = 0 ( i ≠ j ) and σ α α = σ β β = 0 ( i ≠ j )
i i j i i j i j
where i = 1, 2,⋯ , n and j = 1, 2,⋯ , n

then we have: σ x2 = G ∑Cαβ GT
x2
σ x2 = 2
× σ C2 + x 2  ∑ cot 2 α i × σ α2i + ∑ cot βi × σ β2i − 2 ∑ cot α i × cot β i × σ αi βi  (1)
C
In the above, only two angles were observed in each triangle. Let’s examine a triangle
where all three angles are measured. We want to find out standard errors of
“adjusted” angles and correlation between them.
All three angles are measured and denoted as:
α ', β ', γ ' . We wish to express α and β as function of
the three angles.
Adjusted values of α and β are:
180° − α '− β '− γ ' 2 1 1
α = α '+ = 60° + α '− β '− γ '
3 3 3 3
180° − α '− β '− γ ' 2 1 1
β = β '+ = 60° + β '− α '− γ '
3 3 3 3
180° − α '− β '− γ ' 2 1 1
γ = γ '+ = 60° + γ '− α '− β '
3 3 3 3
Now we derive σ α , σ β , and σ γ when σ α' , σ β' , σ γ' are assumed to be known, and
σ α ' β ' = σ α 'γ ' = σ β 'γ ' = 0 .
Using the usual propagation formula, ∑Y = G ∑ X GT , we get:
2 −1 −1  α '
  α ' 
α   3 3 3    60°  1  2 −1 −1   60° 
 β  =  −1  β' + = β' +
   2 −1    60°  3  −1 2 −1   60° 
γ '  γ ' 
 3 3 3   

2 −1 
2 −1 −1  σ 2  3  4 2 1 2 1 2 −2 2 2 2 1 2 
α' 0 0  3  σ + σ + σ σα ' − σ β ' + σγ ' 
3 3   −1 2   9 α' 9 β' 9 γ'
0 
3 9 9 9
∑αβ =  0 σβ' = 
2
 −1 2 −1   3 3   −2 2 2 2 1 2 1 2 4 2 1 2 
 0 0 σ γ2'    σ − σ + σ σα ' + σ β ' + σγ '
 3 3 3    −1 −1   9 α ' 9 β ' 9 γ ' 9 9 9 
 3 3 
If we asume: σ α2 ' = σ β2 ' = σ γ2' = σ A2
2 2 −1 2 
 σ α2 σ αβ   3σA 3
σA
then ∑αβ = = 
σ βα σ β2   −1 2
σA
2 2 
σA
 3 3 
2 2 −1 2
σ α2 = σ A2 ； σ β2 = σ A2 ； σ αβ = σA
3 3 3
These variance-covariances are for two adjusted angle in a triangle. The assumption
is made that the onserved angles are of equal variances and are not correlated with
each others.
Substituting these variances and covariances into equation (1) we get:
x2 2 2 2 
σ x2 = 2
× σ C2 + x 2  σ A2 ∑ cot α i + σ A2 ∑ cot β i + σ A2 ∑ cot α i cot β i 
C 3 3 3 
x2 2
σ x2 = 2
× σ C2 + x 2σ A2 ∑ ( cot α i + cot β i + cot α i cot β i )
C 3
This is the variance of closing base x in the case that all three angles have been
measured with equal accuracy in each triangle and the measured angles are not
correlated with each other.
Divided both sides by x 2 we get a ratio:
σ x2 1 2
2
= 2
× σ C2 + σ A2 ∑ ( cot α i + cot β i + cot α i cot βi )
x C 3
d
But cot α = (log sin α )
dα
If σ A is in seconds, then 1” difference in log sin α replaces cot α and log sin β
replaces cot β . We then have:
σ x2
× σ C2 + σ A2 ∑ (δα i2 + δβ i2 + δα iδβ i )
1 2
22
=
x C 3
Where δα i = 1" difference in log sin α i ； δβi = 1" difference in log sin βi
This is a basic formula for the so call strength of the figure in triangulation which is
as follows:
D −C
R= ∑ (δα2 + δ β2 + δα δ β )
D
Where D= the number of new directions observed.
C= the number of geometric conditions that must be satisfied in the figure.

Table 1.2 Values of δα2 + δα δ β + δ β2
10° 12° 14° 16° 18° 20° 22° 24° 26° 28° 30° 35° 40° 45° 50° 55° 60° 65° 70° 75° 80° 85° 90°
0
10 428 359
12 359 295 253
14 315 253 214 187
16 484 225 187 162 143
18 262 204 168 143 126 113
20 245 189 153 130 113 100 91
22 232 177 142 119 103 91 81 74
24 221 167 134 111 95 83 74 67 61
26 213 160 126 104 89 77 68 61 56 51
28 206 153 120 99 83 72 63 57 51 47 43
30 199 148 115 94 79 68 59 53 48 43 40 33
35 188 137 106 85 71 60 52 46 41 37 33 27 23
40 179 129 99 79 65 54 47 41 36 32 29 23 19 16
45 172 124 93 74 60 50 43 37 32 28 25 20 16 13 11
50 167 119 89 70 57 47 39 34 29 26 23 18 14 11 9 8
55 162 115 86 67 54 44 37 32 27 24 21 16 12 10 8 7 5
60 159 112 83 64 51 43 35 30 25 22 19 14 11 9 7 5 4 4
65 155 109 80 62 49 40 33 28 24 21 18 13 10 7 6 5 4 3 2
70 152 106 78 60 48 38 32 27 23 19 17 12 9 7 5 4 3 2 2 1
75 150 104 76 58 46 37 30 25 21 18 16 11 8 6 4 3 2 2 1 1 1
80 147 102 74 57 45 36 29 24 20 17 15 10 7 5 4 3 2 1 1 1 0 0
85 145 100 73 55 43 34 28 23 19 16 14 10 7 5 3 2 2 1 1 0 0 0 0
90 143 98 71 54 42 33 27 22 19 16 13 9 6 4 3 2 1 1 1 0 0 0 0
95 140 96 70 53 41 32 26 22 18 15 13 9 6 4 3 2 1 1 0 0 0 0
100 138 95 68 51 40 31 25 21 17 14 12 8 6 4 3 2 1 1 0 0 0
105 136 93 67 50 39 30 25 20 17 14 12 8 5 4 2 2 1 1 0 0
110 134 91 65 49 38 30 24 19 16 13 11 7 5 3 2 2 1 1 1
115 132 89 64 48 37 29 23 19 15 13 11 7 5 3 2 2 1 1
120 129 88 62 46 36 28 22 18 15 12 10 7 5 3 2 2 1
125 127 86 61 45 35 27 22 18 14 12 10 7 5 4 3 2
130 125 84 59 44 34 26 21 17 14 12 10 7 5 4 3
135 122 82 58 43 33 26 21 17 14 12 10 7 5 4
140 119 80 56 42 32 26 20 17 14 12 10 8 6
145 116 77 55 41 32 25 21 17 15 13 11 9
150 112 75 54 40 32 26 21 18 16 15 13
152 111 75 53 40 32 26 22 19 17 16
154 110 74 53 41 33 27 23 21 19
156 108 74 54 42 34 28 25 22
158 107 74 54 43 35 30 27
160 107 74 56 45 38 33
162 107 76 59 48 42
164 109 79 63 54
166 113 86 71
168 122 98
170 143

Weights
Let’s assume we have the following observations:
λ1 , λ2 , λ3 , λ4 , λ5 , λ6 , λ7 , λ8 , λ9
λ1 + λ2 + λ3 + λ4 + λ5 + λ6 + λ7 + λ8 + λ9
We compute the mean value x =
9
Let’s further assume that instead of original observations we have the following mean
values:
λ1 + λ2 + λ3 σ 02
l1 = σ l21 = Variance of each λ is σ 02 and there is no
3 3
λ4 + λ5 + λ6 + λ7 σ 02 correlation betweeen λ.
l2 = σ = 2
l2
4 4 σ 02
The variance of the mean is σ x2 =
λ8 + λ9 σ 02 n
l3 = σ = 2
l3
2 2
We can write:
3l1 = λ1 + λ2 + λ3 4l2 = λ4 + λ5 + λ6 + λ7 2l3 = λ8 + λ9
The average value is now:
3l1 + 4l2 + 2l3 pl + p l + p l
x= or x = 1 1 2 2 3 3 where p1 = 3, p2 = 4, p3 = 2
3+ 4+ 2 p1 + p2 + p3
σ 02
We had earlier: σ = 2
x
. Using this formula, we get:
n
σ 02 σ 02 σ 02
σl =
2
； σl =
2
； σl = 2
1
3 2
4 3
2
p1 σ l2 3 p σl
2 2
3
= 2 = ； 1 = 23 = or p1σ l21 = p2σ l22 = p3σ l23 = ⋯ = pnσ l2n = σ 02
p2 σ l1 4 p3 σ l1 2
σ 02 σ 02 σ 02 σ 02 σ 02 σ 02 σ 02
∴ pi = p1 = = = 3 ， p = = = 4 ， p = = = 2。
σ l2
i
σ l2  σ 0 2
1
2
σ l2  σ 0  2 3
σ l2  σ 0 2
2 3
     
 3  4  2
A general formula for a weighted mean is:

p l + p2 l 2 + ⋯ + p2 l n 1 σ 02
x= 11 pi = or pi = 2
p1 + p2 + … + pn σ i2 σi
The above derivation was more or less an inductive type of derivation. A more
theoretical one is given below.
Suppose that we have drawn samples form n populations with the same mean
but with different variances. Let the sample mean be denoted by x1 , with
corresponding variance σ 12 . We wish to pool samples to obtain a combined estimate
of the populations mean µ, the quantity
n n
xɵ = ∑ ai xi with ∑a i =1
i =1 i =1

is also an unbiased estimate, regradless of value of the ai . This we can see from the
following:
n
xɵ = ∑ ai xi = a1 x1 + a2 x2 + ⋯ + an xn
i =1
and E[ xɵ ] = a1E[ x1 ] + a2 E[ x2 ] + ⋯ + an E[ xn ] = ∑ ai E[ xi ]
where E[ xɵ ] = E[ x] = µ .
n n
If ∑ ai = 1 then E[ xɵ ] = ∑ ai E[ xi ] = E[ xi ] = E[ x] .
i =1 i =1
How would the ai be choosen to obtain in some sense a best unbiased estimate? A
possible procedure is to choose the ai such that the estimate xɵ has a minimum
variance.
Now
n n n
var( xɵ ) = var(∑ ai xi ) = ∑ ai2 var( xi ) = ∑ ai2σ i2
i =1 i =1 i =1
n
Let us minimise var( xɵ ) subject to the condition ∑a
i =1
i = 1.
n n
Let F = ∑ ai2σ i2 + k (∑ ai − 1) = a12σ 12 + ka1 + a22σ 22 + ka2 + ⋯ + an2σ n2 + kan − k
i =1 i =1
Where k= Lagrange multiplier

∂F ∂F
= 2a1σ 12 + k ，or generally = 2aiσ i2 + k = 0
∂a1 ∂ai
k
from which we get ai = − 2 ； i = 1, 2,⋯ , n
2σ i
n n
k
Since ∑ a j = 1 ，then
j =1
∑ (− 2σ
j =1
2
) = 1 ； j = 1, 2,⋯ , n
j
−k  1  −2
from this we get: ∑  = 1 or k =
2  σ 2j   1 
∑ 2 
σ 
 j
1
σ i2
Inserting this k into the formula for a j , we get: ai =
 1 
∑ 2 
σ 
 j
1 pi ∑ pi xi i = 1, 2,⋯ , n
If pi = then ai = and xɵ = 
σ i
2
∑ pj ∑ pj  j = 1, 2,⋯ , n
This is a minimum variance solution.
We could go through the same derivation, instead taking k = C × σ 02 . Then we would
get:

1 σ 02
−2
σ 02 σ2 σ2 p
C= ； ai = i 2 or pi = 02 ； ai = i
∑
1 σ σi ∑ pj
∑ 02
σ 2j σj
We have a minimum variance solution if
σ 02
pi = 2 (note: this quantity is a ratio)
σi
σ 0 can be any preselected a priori number; it could be any number.
2
σ 02
pi = = 1 ∴σ i2 = σ 02
σi 2
σ 02 = a priori variance of an observation having weight one. Simply a priori Variance

of Unit Weight.
More generally, PX = σ02 ∑−X1 = QX−1 , where ∑ X is a variance-covariance matrix of
observed value.
Variance of the weighted mean can be derived as follows:
p1l1 + p2 l2 + ⋯ + pn ln
XP = n
∑p i
i =1
2 2 2
 p   p   p  pp
σ 2
=  1  σl21 +  2  σl22 + ⋯ +  n  σl2n + 2 1 2 2 σl1l2 + ⋯
XP  ∑ p   ∑ p   ∑ p  (∑ p)
p12 2 p22 2 pn2 pp
= 2
σ l1 + 2
σ l2 + ⋯ + 2
σl2n + 2 1 2 2 σl1l2 + ⋯
(∑ p) (∑ p) (∑ p ) (∑ p)
If we assume that there is no correlation, and that
σ02 σ02 σ02
p1 = , p2 = ,….., pn = , we get
σl21 σl22 σl2n
σ04 σ04 σ04
σl41 σl42 σl4n σ02 p1 σ02 p2 σ02 pn
σ X2 P = σ2 +
2 l1 2
σl22 + ⋯ + 2
σl2n = + + ⋯ +
(∑ p) (∑ p) (∑ p) ( ∑ p ) 2 (∑ p ) 2 (∑ p )2
σ2 ∑ p σ02
= 0 =
(∑ p ) 2 ∑ p
σ0 ɵ0
σ
∴ σX p = or σɵ X = p
∑p ∑p
A posteriori variance of unit weight is obtained through the following formula:

2
ɵ02 = ∑ pvv = ∑ pv 2 V T PV V T PV
σ or, in matrix notation, σɵ0 = =
n −1 n −1 n −1 DF
where DF= degrees of freedom
After the adjustment we could compute a posteriori variance for an observation as
follows:
2 ɵ02
σ
ɵ
∴ σi =
pi

2
given σ = 10
1  1 
Observation distance(ft) σ ( ft ) σ 2 p=  
σ 2  ft 2 
7829.614 ±0.020 0.00040 2500
7829.657 ±0.014 0.00020 5000
7829.668 ±0.020 0.00040 2500
7829.628 ±0.010 0.00010 10000
2500× 7829.614 + 5000× 7829.657 + 2500× 7829.668 + 10000× 7829.628
X=
2500 + 5000 + 2500 + 10000
156592770.000
X= = 7829.6385
20000
1
= σ X2 = 0.0005 σ X = ±0.00707
∑p
Alternatively, if σ02 = 0.00040 (assumed value):
σ02 0.00040 σ02 0.00040 σ02 0.00040
p1 = = =1 , p2 = = =2 , p3 = = =1 ,
σl21 0.00040 σl22 0.00020 σl23 0.00040
σ02 0.00040
p4 = = =4
σl24 0.00010
1× 7829.614 + 2× 7829.657 + 1× 7829.668 + 4× 7829.628
X= = 7829.6385
1+ 2 +1 + 4
or If we take a common part, 7829.600, we get obsvered values as:
1. 7829.600+0.014
2. 7829.600+0.057
3. 7829.600+0.068
4. 7829.600+0.028
1× (7829.600 + 0.014) + 2× (7829.600 + 0.057) + 1× (7829.600 + 0.068) + 4× (7829.600 + 0.028)
X=
1 + 2 +1 + 4
or
8× 7829.600 1× 0.014 + 2× 0.057 + 1×0.068 + 4× 0.028
X= +
8 8
0.3080
X = 7829.600 + = 7829.600 + 0.0385 = 7829.6385
8
2
ɵ2X = σ0 = 0.0004 = 0.00005
σ σ X = ±0.00707
∑p 8
Commonly used weights in geodesy and surveying

(1) Taping
th
S I = ∆S1 + ∆S 2 + ∆S3 + ⋯ + ∆S nI where ∆Si is a length of i distance.
If the △S:S are tape lengths then S I = nI ×∆S
And if variance of △S’s are equal to σt2 (variance of one tape length), then

σS2I = nI ×σt2
The variance of the second line with nII tape length is:
σS2II = nII ×σt2
Case a) when σ02 = 1 , then weights for the lines are as follows:
1 1 1 1
pI = 2
= pII = =
σSI nI ×σt2 2
σ SII nII ×σt2
Case b) If σ02 = σt2 , then the corresponding weights are:
σt2 σt2 1 σt2 σt2 1
pI = 2
= 2
= and pII = 2
= 2
=
σ SI nI ×σt nI σ SII nII ×σt nII
σt2 2
Case c) If σ = , (without units)
0
St
Where σt2 =variance of one tape length and St =length of the tape, then the weights
are:
σ02 σ02 σt2 1 1
pI = 2 = 2
= 2
= = ; where S I =distance I
σ SI nI ×σt St × nI ×σt St × nI SI
1
Similarly, pII =
S II
1
In taping usually the weight is taken as
Si
σt2
In which case, σ02 = , as shown above.
St
If we take Si in km, σ02 is equal to the variance for one kilometer line.
Usually σ02 has no units, but weights have units.
(2) Leveling
1
same kind of derivation as above. Usually, weight is taken as .
Si
(3) Horizontal directions

1
weights: ; usually σ02 = σ D2 , therefore weight =1.
σ D2
(4) Trigonometric leveling

1
when distance S<10km pi = This is a commonly used criterion for
Si2
1
selection of weights, but some other
distance S>10km pi = 4 relationships are also used.
Si
A numerical example of a weighted mean:

We have two nights’ observations of an angle. The observer, instrument, and
environmental conditions were the same for both nights.
Observed values:

night I v night II v
A°B’ 30.2” -0.2” A°B’31.6” -1.3”
30.1” +0.2”
31.7” -1.7” 30.2” +0.1”
29.5” 0.5” 29.3” +1.0”
mean: A°B’30.3” ∑=0
32.7” -2.7”
27.6” 2.4”
28.2” 1.8”
29.0” 1.0”
31.1” -1.1”
mean: A°B’30.3” ∑=0
X I A°B’ 30.3” X II A°B’ 30.3”
2 2
∑ v = 21.68 ∑ v = 2.74
ɵ0 2 = 21.68 = 3.0971
σ ɵ0 2 = 2.74 = 0.9133
σ
I II
8 −1 4 −1
ɵ
σ 0I = 1.76 ɵ
σ 0I = 0.96
ɵ X 2I = 3.0971 = 0.39
σ ɵ X 2II = 0.9133 = 0.23
σ
8 4
1
Case a) If pi = 2
σɵi
1 1
×30.0 + ×30.3
0.39 0.23 ɵX P = 1
X= = 30.19 σ = 0.38
1 1 6.91
+
0.39 0.23
1. same observers Can we assume same σ2 for all
2. same instrument observations?
3. same stmospheric condition
Case b) Under the assumption that σ02 = σ02 = σ02 , we get
I II
2 2
σ σ
σ 2 = 0
σ then p X I = 8
2 = 0
p X II = 4
XI 8 4 X II
8×30.0 + 4×30.3
and X = = 30.10
8+4
which one is the correct choice, a or b?
1 1 1 B
× ( H A + ∆hA ) + × ( H B + ∆hB ) + × ( H C + ∆hC )
S SB SC SA
Hp = A A SB
1 1 1
+ +
S A S B SC P
∆hA = H p − H A ； ∆hB = H p − H B ； ∆hC = H p − H C SC
C
Example of a weighted mean of measured distance and its standard error:

given that σ0 = ±5mm
measured dist.(m) σ(mm) p v(mm)
78.294 ±3 25/9=2.8 +1
78.301 ±4 25/16=1.6 -6
78.288 ±5 25/25=1.0 +7
∑ p = 5.4
2.8× 0.004 + 1.6× 0.011 + 1.0× (−0.002)
X P = 78.290 + = 78.295
2.8 + 1.6 + 1.0
2 109
[ pvv ] = 109 σɵ0 = = 55
3 −1
25 25 25
a priori σ0 = ±5 σ02 = 25 ∑ p = + + = 5.4
9 16 25
2
σ 25
σ X2 p = 0 = = 4.63mm2 σ X p = ±2.2mm
∑ p 5.4
which one?
ɵ 2 σ02 55 2 ɵ
σX p = = = 10.2mm σ X p = ±3.2mm
∑ p 5.4

Least Squares Adjustments
Introduction:
Let us consider a system of three linear equations with two unknowns or parameters,
x1 and x2, where f1, f2, and f3 are the observed quantities.
f1 = 3 x1 + x2 = 4 f 2 = 2 x1 + x2 = 2 f 3 = 3 x1 + 2 x2 = 1
Now, if we find a simultaneous solution for unknowns using the first two equations,
we get x1=2 and x2=-2. But if we find a simultaneous solution for using all three
equations, we get x1 = 3 2 and x2=-3. Clearly, the solution for x1 and x2 are not unique
because we have redundancy of equations, and this inconsistancy of results is due to
errors in the observed values of f1, f2, and f3. If somehow we can find the errors in the
observations then it would be possible to get unique solutions from the following set
of linear equations.
 f1 − e1 = 3x1 + x2

 f 2 − e2 = 2 x1 + x2 ei =”True error”

 f 3 − e3 = 3x1 + 2 x2
However, in the real world, we hardly know the real value of anything. So, “true
error” also remains undetermined. We try and come as close to the ture value as
possible; this is done by using the concept of residuals.
 f + v = 3ɵ x1 + ɵ
x2
 1 1
 vi =”Residual”
 f 2 + v2 = 2ɵx1 + ɵ
x2
 ɵ
x1 , ɵ
x 2 =adjusted values of parameters
 f + v3 = 3ɵx1 + 2ɵx2
 3
Here the observations are replaced by another set of estimates( ɵx in the case) which
satisfies the model. Differences between observed values and estimates are termed
“residuals”.
4 + v1 = 3ɵ
x1 + ɵ
x2 2 + v2 = 2ɵ
x1 + ɵ
x2 1 + v3 = 3ɵ
x1 + 2ɵ
x2
Now we have five unknowns and three equations. We could have many possible
solutions. To find the estimates, additional criterions can be introduced, such as:
∑v = 0 ∑ v = minimum ∑ v 2 = minimum ∑ v3 = minimum etc…
In the example, we will find a set of estimates by minimizing the sum of the squares
of the residuals. In what sense they are the best will become clear later on.
v1 = 3ɵ
x1 + ɵ
2 2
x2 − 4 v12 = 9ɵ
x1 + ɵ
x 2 + 16 + 6ɵ
x1ɵ
x 2 − 24ɵ
x1 − 8ɵ
x2
v = 2ɵ
2 x1 + ɵ
x2 − 2 v22 = 4ɵ
2
x1 + ɵ
2
x 2 + 4 + 4ɵ
x1ɵ
x 2 − 8ɵ
x1 − 4ɵ
x2
v3 = 3ɵ
x1 + 2ɵ
x 2 −1 2 2
v32 = 9ɵ
x1 + 4ɵ
x 2 + 1 + 12ɵ
x1ɵ
x 2 − 6ɵ
x1 − 4ɵ
x2
2 2
∑ v 2 = 22ɵ
x1 + 6ɵx 2 + 21 + 22ɵ
x1ɵ
x 2 − 38ɵ
x1 −16ɵ
x2
2
∂∑v ɵ 26
= 44ɵx1 + 22ɵ
x 2 − 38 = 0 x1 =
ɵ
∂ x1 11
2 ɵx 2 = −3
∂∑v
= 12ɵ
x 2 + 22ɵ
x1 −16 = 0
∂ɵ
x2
1 −3 1
v1 = v2 = v3 =
11 11 11

It is no possible to find another set of v’s which would give us a smaller sum of
squares of the residuals. This system will be generalized in the following section.
Observation Equations (linear model)
Let f1 , f 2 , f3 ,⋯, f n observed quantities and x1 , x2 , x3 ,⋯, xu parameters.
We also presume that redundancy exists, i.e. the number of observed quantities (n)
exceeds the number of unknown parameters (u). (n>u)
The linear model would be:
 f1 − e1 = a11 x1 + a12 x2 + ⋯ + a1u xu

 f 2 − e2 = a21 x1 + a22 x2 + ⋯ + a2u xu

⋮

 f n − en = an1 x1 + an 2 x2 + ⋯ + anu xu
Now we write the linear model in matrix notation, getting:
F− E = A X
n×1 n×1 n×u u×1
Expectation of errors is zero.

E [ E ] = 0 therefore, E [ F − E ] = F 0 = AX
We denote the estimate of unknown X , and we have the following relations:
F 0 ≡ AX F = AX
The variance-covariance matrix of observed quantities is given by:
 σ12 σ12 ⋯ σ1n   σ12 ρ12σ1σ2 ⋯ ρ1n σ1σn 

σ σ22 ⋯ σ2 n  ρ21σ1σ2 σ22 ⋯ ρ2 n σ2σn 

∑f =  21
=
 ⋮ ⋮ ⋱ ⋮   ⋮ ⋮ ⋱ ⋮ 
σ 2  
⋯ σn  ρn1σn σ1 ρn 2σn σ2 ⋯ σn2 
 n1 σn 2
σij
σi2 = var( f i ) σij = cov( f1 , f 2 ) ρij =
σi ×σ j
∑ f is a symmetric matrix. Assuming observations are uncorrelated, then ∑ f will be
a diagonal matrix.
Gauss in his relation assumed ∑ f = I , meaning that he minimized S, which is:
n
S = ∑ ( f i − fi )2
i =1
The difference between an estimate f and the observed value f is a residual and we
can write it:
F − F = V = AX − F These are called observation equations.
n×1 n×1 n×1
Gauss minimized S = V T V or ∑ v 2 is minimum, but

a more modern concept is S = V T ∑−f 1 V which will be minimized.
T T
V T ∑−f 1 V = ( AX − F )T ∑−f 1 ( AX − F ) = X AT ∑−f 1 AX − X AT ∑−f 1 F − F T ∑−f 1 AX + F T ∑−f 1 F
T T
Note: X AT ∑−f 1 F = ( X AT ∑−f 1 F )T = F T ∑−f 1 AX
T
∴ V T ∑−f 1 V = X AT ∑−f 1 AX − 2 F T ∑−f 1 AX + F T ∑−f 1 F
Minimum for V T ∑−f 1 V is obtained as follows:

∂(V T ∑−f 1 V )
= 2 AT ∑−f 1 AX − 2 AT ∑−f 1 F = 0
∂X
The condition for V T ∑−f 1 V to be minimum gives us normal equations.
AT ∑−f 1 AX − AT ∑−f 1 F = 0 Normal Equations
AT ∑−f 1 AX = AT ∑−f 1 F ∴ X = ( AT ∑−f 1 A)−1 AT ∑−f 1 F
Weight Matrix
∑ f = σ02Q f Q f = weight coefficient matrix
2 −1
Pf = σ ∑
0 f Pf = weight matrix
σ02 = a priori variance of unit weight
1 1
∑−f 1 = 2 Q−f 1 = 2 Pf or ∑ f = σ02 Pf−1 = σ02Q f
σ0 σ0
Substituting the value of ∑−f 1 into the Normal Equations, we get:
1  1  1 T 1
AT  2 Pf  AX = AT  2 Pf  F or A Pf AX = 2 AT Pf F
 σ0   σ0 
2
σ0 σ0
∴ AT Pf AX = AT Pf F X = ( AT PA)−1 AT PF
Adjusted values of parameters are independent of selection of σ02 .
Variance-covariance Matrix for Parameters ∑ X
We knowns that:
∴ X = ( AT ∑−f 1 A)−1 AT ∑−f 1 F and if Y = GX then ∑Y = G ∑ X GT
Therefore, we can write:
∑ X = G ∑ f GT G = ( AT ∑−f 1 A)−1 AT ∑−f 1
T
∑ X = {( AT ∑−f 1 A)−1 AT ∑−f 1 } ∑ f {( AT ∑−f 1 A)−1 AT ∑−f 1 }
= {( AT ∑−f 1 A)−1 AT ∑−f 1 } ∑ F {∑−f 1 A( AT ∑−f 1 A)−1 } = ( AT ∑−f 1 A)−1 AT ∑−f 1 ∑ F ∑−f 1 A( AT ∑−f 1 A)−1
= ( AT ∑−f 1 A)−1 ( AT ∑−f 1 A) ( AT ∑−f 1 A)−1 = ( AT ∑−f 1 A)−1

∑ X = ( AT ∑−f 1 A)−1 = σ02 ( AT PA)−1
2
A Posteriori Variance of Unit Weight σɵ0
E[V T PV ] = σ02 E V T ∑−f 1 V  [Hamilton p130]
V T ∑−f 1 V = V T ∑−f 1 ( AX − F ) = V T ∑−f 1 AX −V T ∑−f 1 F
Now evaluating the term V T ∑−f 1 AX
T
V T ∑−f 1 AX = ( AX − F )T ∑−f 1 AX = X AT ∑−f 1 AX − F T ∑−f 1 AX
T
= ( X AT ∑−f 1 A − F T ∑−f 1 A) X
T
As the Normal Equation X AT ∑−f 1 A − F T ∑−f 1 A = 0
∴ V T ∑−f 1 AX = 0
∴ V T ∑−f 1 V = −V T ∑−f 1 F

Also, from the definition of observation equations:
T
−V T ∑−f 1 F = −( AX − F )T ∑−f 1 F = − X AT ∑−f 1 F + F T ∑−f 1 F
We had earlier AT ∑−f 1 AX = AT ∑−f 1 F
T
Therefore: −V T ∑−f 1 F = − X AT ∑−f 1 AX + F T ∑−f 1 F = V T ∑−f 1 V
We also know,
F 0 ≡ AX V = AX − F ∴ F = AX −V
As we can subtract theoretical values from observed values and estimated parameters
without changing the value of V T ∑−f 1 V , we get the following expansion:
V T ∑−f 1 V = ( F − F 0 )T ∑−f 1 ( F − F 0 ) − ( X − X )T AT ∑−f 1 A( X − X )
(note: reader can easily verify the expansion by deriving the multiplications)
The following theorems are useful in our derivation:
1. εT M ε is a scalar and hence equal to its own trace. (ε vector M square)
2. The trace of a square matrix is a linear operator on that matrix, so that the
expectation of a trace is equal to the trace of the expectation. E[trace( A)] = trace( E[ A])
3. trace( AB) = trace( BA) trace( XAX ) = trace( AXX ) trace( ABC ) = trace( BCA)
From theorem 1 and 2 we can write:
E[V T ∑−f 1 V ] = E[trace(V T ∑−f 1 V )] = trace( E[V T ∑−f 1 V ])
Therefore:
E[V T ∑−f 1 V ] = E[( F − F 0 )T ∑−f 1 ( F − F 0 ) − ( X − X )T AT ∑−f 1 A( X − X )]
= E[( F − F 0 )T ∑−f 1 ( F − F 0 )] − E[( X − X )T AT ∑−f 1 A( X − X )]
= E[trace(( F − F 0 )T ∑−f 1 ( F − F 0 ))] − E[trace(( X − X )T AT ∑−f 1 A( X − X ))]
= E[trace(∑−f 1 ( F − F 0 )( F − F 0 )T )] − E[trace( AT ∑−f 1 A( X − X )( X − X )T )]
{
= trace {∑−f 1 E[( F − F 0 )( F − F 0 )T ]} − trace AT ∑−f 1 AE[( X − X )( X − X )T ] }
   
 n×n n×n   u×u u×u  { }
n×n u×u
{ }
= trace ∑−f 1 ∑ f  − trace ∑−X1 ∑ X  = trace I − trace I = n − u
E[V T ∑−f 1 V ] = n − u or E[V T PV ] = σ02 E[V T ∑−f 1 V ] = σ02 (n − u )

E[V T PV ] T
ɵ02 = V PV a posteriori variance of unit weight
σ02 = σ
n−u n−u
∑ X = σ02 ( AT PA)−1 σ02 a priori variance of unit weight
∑X = ɵ
2
σ 0 ( AT PA)−1 ɵ02 a posteriori variance of unit weight
σ
SUMMARY:
Collection of formulas:
F= observed values
∑ f = variance-covariance matrix of observations
P = σ02 ∑−f 1 = weight matrix
n= number of observations
u= number of parameters
F + V = AX V = AX − F observation equations

X = ( AT PA)−1 AT PF estimates of parameters
T
ɵ02 = V PV
σ a posteriori variance of unit weight
n−u
2
∑ =ɵ
X σ 0 ( AT PA)−1 or ∑ X = σ02 ( AT PA)−1
NUMERICAL EXAMPLE FOR A LINEAR MODEL

We have two distance measuring instruments, 1 and 2. Series of distances along a
straight line have been measured with these instruments. We assume for simplicity
that the measuring accuracies of both instruments are equal and independent of the
length of distances. We suspect that both instruments might have a constant error. The
mean values of the measured distances are follows.
FROM TO f Instrument 1(m) f Instrument 2(m)

A B 1 101.511 13 101.518
A C 2 304.220 14 304.215
A D 3 657.119 15 657.110
B A 4 101.520 16 101.511
B C 5 202.718 17 202.712
B D 6 555.622 18 555.606
C A 7 304.230 19 304.201
C B 8 202.715 20 202.712
C D 9 352.915 21 352.923
D A 10 657.111 22 657.116
D B 11 555.620 23 555.604
D C 12 352.914 24 352.913
We further assume that measurements are only subject to measuring errors and
possible constant errors.
In the following we will demonstrate solutions for three different cases: a), b), c).
a) Using the measurements with the instrument 1 solve for
1. calibration constant
2. distances AB, BC , CD, AD
3. give variances for the above values. Give also the variance-covariance matrix
for distance AB, BC and CD .
b) Using the measurements with the instrument 2 solve for the same quantities as in
a).
c) Using the measurements with the instrument 1 and 2 simultaneously solve for the
calibration constnces for the instrument 1 and for the instrument 2 and the distance
AB, BC , CD and AD and give corresponding variances and variance-covariance
matrix for distance AB, BC and CD .
Problem (a)
Selection of parameters and mathematical model

We have several alternatives in selecting the mathematical model and parameters to
solve the problem. Examples of parameters:
I. x1 = distance AB x2 = distance BC x3 = distance CD
x4 = calibration constant for instrument 1
II. x1 = distance AB x2 = distance AC x3 = distance AD
x4 = calibration constant for instrument #1
III. etc.
In general, all observed quantities can be expressed with four parameters. If one
elects as the fifth parameter distance AD , then we must force the condition that
x1 + x2 + x3 − x5 = 0
Let’s take the parameters given under alternative I.
MATH MODELS F 0 = AX
f10 = x1 + x4 f 70 = x1 + x2 + x4
f 20 = x1 + x2 + x4 f80 = x2 + x4
f 30 = x1 + x2 + x3 + x4 f 90 = x3 + x4
f 40 = x1 + x4 f100 = x1 + x2 + x3 + x4
f 50 = x2 + x4 f110 = x2 + x3 + x4
f 60 = x2 + x3 + x4 f120 = x3 + x4
Each observed quantity is expressed as a function of parameters (“true values”).
OBSERVATION EQUATIONS V = AX − F
v1 = ɵ
x1 + ɵ
x 4 − f1 v7 = ɵ
x1 + ɵ
x2 + ɵ
x4 − f7
v2 = ɵ
x1 + ɵ
x2 + ɵx4 − f2 v =ɵ
8 x2 + ɵ
x4 − f 8
v3 = ɵ
x1 + ɵ
x2 + ɵx3 + ɵ
x 4 − f3 v9 = ɵ
x3 + ɵ
x 4 − f9
v =ɵ
4 x1 + ɵ
x4 − f 4 v10 = ɵ
x1 + ɵ
x2 + ɵ
x3 + ɵ
x 4 − f10
v5 = ɵ
x2 + ɵ
x 4 − f5 v =ɵ
11 x2 + ɵ
x3 + ɵ
x4 − f 11
v6 = ɵ
x2 + ɵ
x3 + ɵx4 − f6 v12 = ɵ
x3 + ɵ
x 4 − f12
We write the observation equations in matrix form:
 v1  1 0 0 1 101511mm
     
 v2  1 1 0 1  304220 
     
 v  1 1 1 1  657119 
 3   
 v  1 0 0 1  101520 
 4   
 v  0 ɵ 
 5  1 0 1  x1   202718 
      
 v6   0 1 1 1 ɵ x 2   555622 
 =   −  V = A X− F
 v7  1 1 0 1 ɵ x   304230  12×1 12×4 4×1 12×1
  
3
   
 v8   0 1 0 1 ɵ   202715 
     x 4   
 v9   0 0 1 1  352915 
     
 v10  1 1 1 1  657111 
     
 v11   0 1 1 1  555620 
    
   1  352914 
 v12   0 0 1  

Weight matrix P = I size of this unit matrix is 12×12 , because each observation is
assumed to be of equal weight and uncorrelated with the others.
NORMAL EQUATIONS:
6 4 2 6  2125711
   
4 8 4 8  3439355
AT PAX = AT PF A PA = 
T  A PF = 
T 
2 4 6 6   3131301
  
6 8 6 12  4348215
  
Solution
 0.375 0.000 0.125 −0.250  2125711 101500.500 
    
 0.000 0.375 0.000 −0.250  3439355  202704.375
X = ( A PA) A PF = 
T −1 T  =  mm
 0.125 0.000 0.375 − 0.250   3131301 352898.000
    
−0.250 −0.250 −0.250 0.500   4348215  15.750 
    
1 0 0 1 101511  5.250 
     
1 1 0 1 304220  0.625 
     
1 1 1 1  657119 −0.375
     
1 0 0 1 101520  −3.750
     
 0 1 0 1 101500.500   202718  2.125 
      
     
 0 1 1 1  202704.375  555622   − 3.875 
V = AX − F =    − =  mm

1 1 0 1  352898.000 304230 −9.375
     
 0 1 0 1  15.750   202715  5.125 
     
 0 0 1 1  352915 −1.250
     
1 1 1 1  657111  7.625 
     
 0 1 1 1 555620 −1.875
     
 0 0 1 1 352914 −0.250
     
V T PV = 239.125 σ ɵ0 = 239.125 = 29.891 σ
2
ɵ = ±5.467
0
12 − 4
 11.209 0.000 3.736 −7.473
 
2  0.000 11.209 0.000 − 7.473 
∑X = ɵ σ 0 ( AT PA)−1 =  
 3.736 0.000 11.209 − 7.473 
 
−7.473 −7.473 −7.473 14.945 
 
RESULTS
Instrument #1:
Calibration constant
2
15.750mm σɵ = 14.945mm 2 ɵ = ±3.87 mm
σ
Adjustted distance , their variance and standard deviations:
AB = 101.5005m ɵ2AB = 11.209mm 2
σ ɵ AB = ±3.3mm
σ
BC = 202.7044m ɵ2BC = 11.209mm2
σ ɵ BC = ±3.3mm
σ
2
CD = 352.8980m σ ɵCD = 11.209mm 2 ɵCD = ±3.3mm
σ
AD = 101.5005 + 202.7044 + 352.8980 = 657.1029m

11.209 0.000 3.736  1
  
∑ AD = [1 1 1]  0.000 11.209 0.000  1 = 41.099
  
 3.736 0.000 11.209 1
  
2
ɵ AD = 41.099mm2
σ ɵ AD = ±6.41mm
σ
Problem (b)
Instrument #2:
x1 = distance AB x2 = distance BC x3 = distance CD
Math model as earlier, except replace x4 with x5 and f1 to f12 with f13 to f24.
Observation equations as earlier, except replace x4 with x5 and numerical values of
f1 to f12 with those f13 to f24.
 v13  1 1
0 0 101518 
     
 v14  1 1
1 0  304215
     
 v  1 1
1 1  657110
 15    
 v  1 1
0 0 101511
 16    
 v  0 ɵ 
 17   1  x1   202712
1 0
      
 v18   0 1 ɵ
1 1 x 2  555606
 =   −  mm
 v19  1 1 ɵ
1 0 x   304201
  
3
   
 v20   0 1 ɵ
1 0 x
  202712
     5   
 v21   0 1
0 1  352923
     
 v22  1 1
1 1  657116
     
 v23   0 1
1 1 555604
    
   1  352913
 v24   0 0 1  
Normal Equations: A PAX = AT PF
T
6 4 2 6   0.375 0.000 0.125 −0.250

   
4 8 4 8   0.000 0.375 0.000 −0.250
A PA = 
T  ( A PA) = 
T −1 
2 4 6 6   0.125 0.000 0.375 − 0.250 
   
 6 8 6 12 −0.250 −0.250 −0.250 0.500 
   
Solution
Proceeding in the same way as in the case if instrument 1:
 2125671  101500.375
   
 3439276   202693.250 
AT PA =   X = ( AT PA)−1 ( AT PF ) =   mm
3131272  352900.625
   
 4348141  15.750
  

−1.875
 
−5.625
 
 0.000 
 
 5.125 
 
−3.000  13.389 0.000 4.463 −8.926
   
   0.000 13.389 0.000 −8.926
 3.625  ɵ 2
 mm ∑ X = σ 0 ( A PA) =  
T −1
V = AX − F = 
 8.375  4.463 0.000 13.389 − 8.926 
   
−3.000 −8.926 −8.926 −8.926 17.852 
   
−6.625
 
−6.000
 
 5.625 
 
 3.375 
 
V T PV = 285.625 σ ɵ0 = 285.625 = 35.703
2
ɵ0 = ±5.975
σ
12 − 4
REAULTS
Instrument #2
Adjusted distances and their standard deviations:
AB = 101.5004m ɵ2AB = 13.389mm 2
σ ɵ AB = ±3.7 mm
σ
BC = 202.6932m ɵ2BC = 13.389mm2
σ ɵ BC = ±3.7 mm
σ
2
CD = 352.9006m σ ɵCD = 13.389mm 2 ɵCD = ±3.7 mm
σ
AD = 101.5004 + 202.6932 + 352.9006 = 657.0942m
13.389 0.000 4.463  1
2   
ɵ
σ AD = [1 1 1]  0.000 13.389 0.000  1 = 49.093 ɵ AD = ±7.0mm
σ
  
 4.463 0.000 13.389 1
  
ɵ
calibration constant 15.750mm σ x5 = ± 17.852 = ±4.2mm
Problem (c):
Combined Solution
We now have the following parameters:
x1 = distance AB x2 = distance BC x3 = distance CD
Even though we obtained different a posteriori variances of unit weight for
instrument #1 and #2, we assume equal accuracy as stated in the problem;
therefore the combined solution can be obtained as follows:
−1
X =  ( AT PA) a + ( AT PA)b   ( AT PF ) a + ( AT PF )b 
But we have to modify these matrice because x4 appears in problem (a) but not in
problem (b) and x5 in (b) but not in (a).

ɵ  −1
 x1    6 4 2 0  6
6 4 2 0 6    2125711  2125671 
ɵ          
 x 2   4 8 4 8 0  4 8 4 0 8     3439355 3439276 
         
X = ɵ  =  2 4 6 6 0 +  2 4 6 0 6     3131301 + 3131272 
 x3       
ɵ    6 8 6 12 0  0 0 0 0 0     4348215  0 
 x4      
    0 0 0 0 0  6 8 6 0

12 

0   
ɵ        4348141 
 x5 
−1
12 8 4 6
 4251382
6
  

 8 16 8 8 8
 6878631
  

=  4 8 12 6 6 
 6262573
 
6 8 6 12 0 
 4348215
  
6 8 6 0 12
 4348141
  
 0.187 0.062 −0.125 −0.125  4251382 101500.437
0.000
    
 0.000
0.187 0.000 −0.125 −0.125  6878631  202698.812
    
X =  0.0620.000 0.187 −0.125 −0.125  6262573 =  352899.312 mm
 0.208   4348215  18.833
−0.125
−0.125 −0.125 0.292
−0.125
−0.125 −0.125 0.208 0.292   4348141  12.667

Actual computations had more significant figure in ( AT PA)−1 .
We now insert the adjusted values of parameters to the observation equations and
solve v’s.
 8.270  −4.896
   
 −1.918  −3.084
   
 −1.606  1.228
   
 −0.730  2.104
   
 −0.355  −0.521
   
   
 −5.043  4.791
V1 =   mm V2 =   mm
−11.918  10.916
   
 2.645  −0.521
   
 3.145 −11.021
   
 6.394  −4.772
   
 −3.043  6.791
   
 4.145  −1.021
   
V T PV = V1T PV T ɵ02 = 700.459 = 36.866 ɵ0 = ±6.072
1 1 + V2 PV
2 2 = 700.459 σ σ
24 − 5
 0.187 0.000 0.062 −0.125 −0.125  6.912 0.000 2.304 −4.608 −4.608
   
 0.000 0.187 0.000 −0.125 −0.125  0.000 6.912 0.000 −4.608 −4.608
   
∑ X = 36.866  0.062 0.000 0.187 −0.125 −0.125 =  2.304 0.000 6.912 −4.608 −4.608
−0.125 −0.125 −0.125 0.292 0.208 −4.608 −4.608 −4.608 10.753 7.680

−0.125 −0.125 −0.125 0.208 0.292 −4.608 −4.608 −4.608 7.680 10.753

RESULTS:
Problem (c):
Adjusted distances and their standard deviations:

AB = 101.5004m ɵ2AB = 6.912mm 2
σ ɵ AB = ±2.6mm
σ
BC = 202.6988m ɵ2BC = 6.912mm 2
σ ɵ BC = ±2.6mm
σ
2
CD = 352.8993m ɵCD
σ = 6.912mm 2 ɵCD = ±2.6mm
σ
σ AB , BC = 0 σ AB ,CD = 2.304mm 2 σ BC ,CD = 0
Adjusted calibration constants, their variances, standard deviations, and correlation
coefficients:
2
instrument #1 =18.83mm σɵ#1 = 10.753mm 2 σɵ#1 = ±3.3mm
2
instrument #2 =12.67mm σɵ#2 = 10.753mm2 σɵ#2 = ±3.3mm
7.680
σ#1,#2 = 7.680mm 2 r= = 0.71
10.753 × 10.753
Adjustment distance AD = 101.5004 + 202.6988 + 352.8993 = 657.0985m
 6.912 0.000 2.304 1
2   
ɵ AD = [1 1 1]  0.000 6.912 0.000 1 = 25.3440mm 2
σ ɵ AD = ±5.03mm
σ
  
 2.304 0.000 6.912 1
  
We assume before adjustment that both instruments, #1 and #2, had the same
accuracy. Is that assumption justified? We will return to that question latter on. Also,
there are several ways to compute a combined solution.
EXAMPLE OF STATION ADJUSTMENT
A The following angles have been measured:
angle value
l6 x1 l1 = ∠APB 44°29’30.3”
P l1 l2 = ∠BPC 85°10’15.2”
B l3 = ∠CPD 55°05’49.7”
l3 l2 l
4 l4 = ∠APC 129°39’44.9”
D l5 x2 l5 = ∠BPD 140°16’05.5”
x3
C l6 = ∠DPA 175°14’25.6”
Find the adjusted angles assuming all angles were measured with equal accuracy and
measurements were not collelated.
How many parameters? We could take
x1 = ∠APB x2 = ∠BPC x3 = ∠CPD
∠DPA = 360°− x1 − x2 − x3 therefore not an independent parameter
Mathematical Model
l1 = x1
a a
l2 = x2
a a
l3 = x3
a a
l4 = x1 + x2
a a a
l5 = x2 + x3
a a a
l6 = 360°− x1 − x2 − x3
a a a a
or
l1 + v1 = ɵx1
b a
l2 + v2 = ɵx 2
b a
l3 + v3 = ɵx3
b a
l4 + v4 = ɵx1 + ɵx 2
b a a
l5 + v5 = ɵx 2 + ɵx3
b a a
l6 + v6 = 360°− ɵx1 − ɵx 2 − ɵx 3
b a a a
We can take approximate values for parameters in order to have numbers which are
easier to handle. Then we compute correction to those approximate values.
x10 = 44°29 '30" x20 = 85°10 '10" x30 = 55°05' 40"

Now we can compute the values for the observed quantities corresponding to these
approximate values.
l1 = x1 = 44°29 '30" l2 = x2 = 85°10 '10" l3 = x3 = 55°05 ' 40"
0 0 0 0 0 0
l4 = x1 + x2 = 129°39 ' 40" l5 = x2 + x3 = 140°15'50"

0 0 0 0 0 0
l6 = 360°− x1 − x2 − x3 = 175°14 ' 40"

0 0 0 0
Now we express parameters as

ɵ
x1a = x10 + δ x1 ɵ
x 2a = x20 + δ x2 ɵ
x3a = x30 + δ x3
Now we can write:
l1 + v1 = x1 + δ x1
b 0
l2 + v2 = x2 + δ x2
b 0
l3 + v3 = x3 + δ x3
b 0
l4 + v4 = ( x1 + δ x1 ) + ( x2 + δ x2 ) l5 + v5 = ( x2 + δ x2 ) + ( x3 + δ x3 )
b 0 0 b 0 0
l6 = 360°− ( x1 + δ x1 ) − ( x2 + δ x2 ) − ( x3 + δ x3 )
b 0 0 0
Our new unknown parameters are: δ x1 , δ x2 and δ x3 .

After rearrangement, we get:
l1 + v1 = δ x1 + l1
b
l2 + v2 = δ x2 + l2
0 b
l3 + v3 = δ x3 + l3 0 b 0
l4 + v4 = δ x1 + δ x2 + l4
b 0
l5 + v5 = δ x2 + δ x3 + l5
b
l6 + v6 = l6 − δ x1 − δ x2 − δ x3
0 b 0
Our observation equations are:

v1 = δ x1 + l10 − l1b v2 = δ x2 + l20 − l2b v3 = δ x3 + l30 − l3b v4 = δ x1 + δ x2 + l40 − l4b
v5 = δ x2 + δ x3 + l50 − l5b v6 = −δ x1 − δ x2 − δ x3 + l60 − l6b
or
v1 = δ x1 − 0.3" v2 = δ x2 − 5.2" v3 = δ x3 − 9.7" v4 = δ x1 + δ x2 − 4.9" v5 = δ x2 + δ x3 −15.5"
v6 = −δ x1 − δ x2 − δ x3 + 14.4"
Writing the observation equations in matrix notation: V = AX + L
 v1   1 0 0  −0.3 
     
 v2   0 1 0  −5.2 
     δ x1   
v   0 0 1     −9.7 
 =
3  δ x  +  
v   1 1 0   2   −4.9 
 4   δ x   
v   0 1 1   3  −15.5
 5    
     
 v6  −1 −1 −1  14.4 
 δ x1 
  because the measurements are of equal
δ x2  = X = −( AT PA)−1 AT PL P=I
  accuracy and uncorrelated.
δ x 
 3
 3 2 1 −19.6
   
A A =  2 4 2
T
A L = −40.0
T
AT A = 16.000 LT L = 592.84
   
 1 2 3 −39.6
   
 δ x1   0.50 −0.25 0  −19.6 −0.20
      
X = δ x2  = −( A A) A L = − −0.25 0.50 −0.25 −40.0 =  5.20  ”
T − 1 T
      
δ x   0 − 0.25 0.50  −39.6  9.80 
 3     
ɵx1a = x10 + δ x1 = 44°29 '30.0"− 0.20" = 44°29 ' 29.8"
ɵx 2 = x + δ x = 85°10 '10.0"+ 5.20" = 85°10 '15.2"
a 20 2

ɵ
x3a = x30 + δ x3 = 55°05' 40.0"+ 9.80" = 55°05' 49.8"
T
V T PV = V TV = X U + LT PL = −592.16 + 592.84 = 0.68 where U = AT PL
ɵ02 = 0.68 = 0.22667
σ ɵ0 = ±0.48"
σ
6−3
 v1  1 0 0  −0.3   1 0 0  −0.3  −0.50
           
 v2  0 1 0  −5.2   0 1 0  −5.2   0 
     δ x1      −0.20    
v   0 0 1     − 9.7   0 0 1     − 9.7   0.10 
 3  = AX + L =   δ x  +  =   5.20  +  = ”
v  1 1 0   2   −4.9   1 1 0    −4.9   0.10 
 4   δ x       9.80     
v  0 1 1   3  −15.5  0 1 1   −15.5 −0.50
 5          
           
 v6  −1 −1 −1  14.4  −1 −1 −1  14.4  −0.40
ɵ12 = σ
σ ɵ02 × 0.50 = 0.22667 × 0.5 = 0.113335 ɵ1 = ±0.34"
σ
a a
2 2
ɵ =ɵ
σ2a σ × 0.50 = 0.22667 × 0.5 = 0.113335
0
ɵ2 = ±0.34"
σ a
2
σ ɵ02 × 0.50 = 0.22667 × 0.5 = 0.113335
ɵ3 = σ ɵ3 = ±0.34"
σ
a a

NONLINEAR MODEL
Method of observation equations (method of parameters)
Mathematical Model
La = Theoretical values of observed quantities
La = F ( X a )
X a = Theoretical values of parameters
ɵ
L a = Estimates or adjusted values of observed quantities
ɵ
La = F ( X a )
X a = Estimates or adjusted values of parameters
Lb + E = F ( X a ) Lb = observed values of observables
using Taylor series:
∂F
F ( X a ) = Lb + E = F ( X 0 ) + X +⋯
∂X a Xa = X0
∂F
=A X 0 = approximate values of parameters
∂X a Xa =X0
using the relations:

E = AX + F ( X 0 ) − Lb X = Xa − X0 F ( X 0 ) = L0
←→ and L0 − Lb = L
V = AX + F ( X 0 ) − Lb X = X a − X0
we get:
n = number of observations
V = AX + L observation equations
u = number of parameters
Least-Squares Adjustment
P = σ02 ∑−Lb1
T T
V T PV = ( AX + L)T P ( AX + L) = X AT PAX + X AT PL + LT PAX + LT PL
because
T T
X A P L = LT P A X
1×u u×n n×n n×1 1×n n×n n×u u×1
therefore,
T
V T PV = X AT PAX + 2 LT PAX + LT PL ==> minimum
Partially differentiated with respect to X :
1 ∂(V T PV )
× = AT PAX + AT PL ==> = 0
2 ∂X
Let us say;
AT PA = N
T
A PAX + A PL = 0 T
and ∴ N X + U = 0 (normal equations)
AT PL = U
X = −N −1U X = −( AT PA)−1 AT PL
We aleady know:
T T
V T PV = ( AX + L)T P ( AX + L) = X AT PAX + X AT PL + LT PAX + LT PL
T
∴ V T PV = X ( AT PAX + AT PL) + LT PAX + LT PL as AT PAX + AT PL = 0
= LT PAX + LT PL = U T X + LT PL
T
V T PV = LT PL + X U
We calculate a posteriori variance:

T
ɵ02 = V PV
σ
n −u
We can compute V T PV two different ways:
X a = X0 + X ɵ
L a = Lb + V = L0 + AX = F ( X a ) V = AX + L
T
(1) V T PV = LT PL + X U through linear model
ɵ
La = F ( X a ) V =ɵ L a − Lb through non-linear model
(2) V T PV = (ɵL a − Lb )T P(ɵL a − Lb ) = ( F ( X a ) − Lb )T P ( F ( X a ) − Lb )
Now the equation is which one, (1) or (2), we should use or are they equal?
Variance-covariance matrix of adjusted Parameters ∑ X a
X a = X 0 + X = X 0 − ( A PA) A PL = X 0 − ( A PA) A PL0 + ( AT PA)−1 AT PLb

T −1 T T −1 T
We know that ∑ X = G ∑ L GT
a b
∑ X a = ( A PA) A P ∑ Lb PA( AT PA)−1

T −1 T
If and only if P = σ02 ∑−L 1 (or ∑ L = σ02 P−1 )

b b
we get:
∑ X a = ( AT PA)−1 AT P(σ02 P−1 ) P A( AT PA)−1 = σ02 ( AT PA)−1 AT PA ( AT PA)−1 = σ02 ( AT PA)−1
Variance Covariance matrix of Adjusted Values of Observed Quantities ∑ ɵL a
ɵ
L a = Lb + V = Lb + AX + L = Lb + AX + L0 − Lb = AX + L0 L0 constant
∑ ɵLa = G ∑ X GT
G=A
∑ ɵLa = A(σ02 AT PA)−1 AT
X = X a − X0
∑ X = ∑ X a = σ02 ( AT PA)−1
∑ ɵLa = G ∑ X GT = Aσ02 ( AT PA)−1 AT = σ02 AN −1 AT

OBSERVATION EQUATIONS FOR DISTANCE AND ANGLES ON A PLANE
1. Distances
Mathematical model
2 2
Sija = (x ia − x ja ) + ( yia − y ja )
Partial derivatives:
∂Sija 1 1 xia − x ja
= × × 2 ( xia − x ja ) (+1) = = sin t jia
∂xia 2 2 2 Sija
( xia − x ja ) + ( yia − y ja )
t ji = grid azimuth of line ij from point j to point i
∂Sija 1 1 yia − y ja
= × × 2 ( yia − y ja ) (+1) = = cos t jia
∂yia 2 2 2 Sija
(x ia − x ja ) + ( yia − y ja )
∂Sija 1 1 xia − x ja
= × × 2 ( xia − x ja ) (−1) = − = − sin t jia
∂x ja 2 2 2 Sija
( xia − x ja ) + ( yia − y ja )
∂Sija 1 1 yia − y ja
= × × 2 ( yia − y ja ) (−1) = − = − cos t jia
∂y ja 2 2 2 Sija
(x ia − x ja ) + ( yia − y ja )
Approximate coordinates:
xi , yi , x j , y j , xk , yk
0 0 0 0 0 0
2 2
Sij0 = (x i0 − x j0 ) + ( yi0 − y j0 )
Sijb = observed value of distance between points i and j
Observation equations:
xi0 − x j0 yi0 − y j0 xi0 − x j0 yi0 − y j0
vSij = δ xi + δ yi − δxj − δ y j + Sij0 − Sijb
Sij0 Sij0 Sij0 Sij0
or
vSij = sin t ji0 δ xi + cos t ji0 δ yi − sin t ji0 δ x j − cos t ji0 δ y j + Sij0 − Sijb
xi0 − x j0
where t ji = tan −1 0
yi0 − y j0
2. Angles
αijk = t jk − t ji
xk − x j yk − y j xi − x j yi − y j
t jk = tan −1 = cot −1 t ji = tan −1 = cot −1
yk − y j xk − x j yi − y j xi − x j
where t jk = grid azimuth from point j to point k

t ji = grid azimuth from point j to point i
Mathematical model:
xka − x ja xia − x ja
αijka = t jka − t jia = tan−1 − tan−1
yka − y ja yia − y ja
d 1 du
tan −1 u =
dx 1 + u 2 dx
∂αijk −1 1 −1 1 −( yi − y j ) 2 1
= 2
= 2 2
= 2 2
∂xi  x − x  yi − y j ( yi − y j ) + ( xi − x j ) yi − y j ( yi − y j ) + ( xi − x j ) yi − y j
1 +  i j

( yi − y j ) 2
 yi − y j 
−( yi − y j ) yi − y j
= = −( )
( yi − y j )2 + ( xi − x j )2 Sij2
∂αijk −( yi − y j ) −( yi − y j ) −( yi − y j ) 1 − cos t ji
= 2 2
= 2
= × =
∂xi ( yi − y j ) + ( xi − x j ) S ij Sij Sij Sij
∂αijk −( xi − x j ) −( xi − x j ) −( xi − x j ) 1 − sin t ji
= 2 2
= 2
= × =
∂yi ( yi − y j ) + ( xi − x j ) S ij Sij Sij Sij
∂αijk −( yk − y j ) yi − y j − cos t jk cos t ji
= 2
+ 2
= +
∂x j S kj S ij S kj Sij
∂αijk xk − x j xi − x j sin t jk sin t ji
= − = −
∂y j S kj2 Sij2 S kj Sij
∂αijk yk − y j yk − y j 1 cos t jk
= 2
= × =
∂xk S kj S kj S kj S kj
∂αijk −( xk − x j ) −( xk − x j ) 1 − sin t jk
= 2
= × =
∂yk S kj S kj S kj S kj
Observation equations:
 yi − y j   xi − x j   yk − yk yi − y j 
vα" ijk = −ρ " 0 2 0  δ xi + ρ " 0 2 0  δ yi + ρ "− 0 2 0 + 0 2 0  δ x j
 Sij0   Sij0   S kj0 Sij0 
 xk − xk xi − x j   yk − y j   xk − x j 
+ρ " 0 2 0 − 0 2 0  δ y j + ρ " 0 2 0  δ xk − ρ " 0 2 0  δ yk + (αijk0 − αijkb )"
 S kj0 Sij0   S kj0   S kj0 
or
cos t ji0  cos t jk
sin t ji0 cos t ji0 
vα" ijk = −ρ " δ yi + ρ "−
δ xi + ρ " 0
+  δ x j
Sij0 Sij0  S kj0 Sij0 
 xk − xk xi − x j   yk − y j   xk − x j 
+ρ " 0 2 0 − 0 2 0  δ y j + ρ " 0 2 0  δ xk − ρ " 0 2 0  δ yk + (αijk0 − αijkb )"
 S kj0 Sij0   S kj0   S kj0 
where:
αijk = observed angles
b
xk0 − x j0 xi0 − x j0
αijk0 = tan−1 − tan−1
yk0 − y j0 yi0 − y j0

xk0 − x j0 xi0 − x j0
t jk0 = tan−1 ； t ji0 = tan −1
yk0 − y j0 yi0 − y j0
S kj0 = ( xk0 − x j0 ) 2 + ( yk0 − y j0 ) 2 ； Sij0 = ( xi0 − x j0 ) 2 + ( yi0 − y j0 )2
If a point p is fixed then there will not be δ x p or δ y p because they are zero.
Adjusted coordinates are:
xi = xi + δ xi ； yi = yi + δ yi and so on.
a 0 a 0
We have to fix coordinates of one point and an azimuth or coordinates of one point
and one coordinate of a second point.
If azimuth t ji is fixed, then:
xka − x ja
αijka = t jka − t ji ( fixed ) = tan−1 − t ji ( fixed )
yka − y ja
Then partial derivatives have to be derived for this mathematical model. When the
coordinates are fixed, there will not be δ x and δ y for those coordinates.
If azimuth are observed, then mathematical model is
xia − x ja
t jia = tan−1
yia − y ja
and corresponding partial derivatives are:
∂t ji yi − y j cos t ji ∂t ji −( xi − x j ) − sin t ji
= 2
= = 2
=
∂xi S ij Sij ∂yi S ij Sij
∂t ji −( yi − y j ) − cos t ji ∂t ji xi − x j sin t ji
= 2
= = 2
=
∂x j S ij Sij ∂yi S ij Sij
Observation equation for an azimuth is:
 yi − y j   xi − x j   yi − y j   xi − x j   xi − x j0 
vt"ji = ρ " 0 2 0  δ xi − ρ " 0 2 0  δ yi − ρ " 0 2 0  δ x j + ρ " 0 2 0  δ yi +  tan −1 0 − t jib "
 Sij0   Sij0   Sij0   Sij0   yi0 − y j0 
Now we can write:

V = AX + L
X = −( AT PA)−1 AT PL = −N −1U
T
V T PV = X U + LT PL
T
ɵ02 = V PV
σ
n −u
X a = X0 + X
2
ɵ 0 N −1
∑Xa = σ
2
ɵ0 AN −1 AT
∑ La = σ

EXAMPLE
P1 GIVEN:
P2 point x y
m m
P P1 842.281 925.523
P2 1337.544 996.249
P4 P3 1831.727 723.962
P3 P4 840.408 658.345
Observed:
(0)
lb m distance ɵm
σ
1 244.512 P1P ±0.012
2 321.570 P2P ±0.016
3 773.154 P3P ±0.038
4 279.992 P4P ±0.014
5 ∠P1 PP2 123°38’01.4” ±2.0”
Compute coordinates for point P and related data.
(1) Mathematical model
 xP 
X a =   coordinates of the point P
a
La = F ( X a )
y
 Pa 
l1 = ( xP − xP ) 2 + ( yP − yP ) 2
a 1 a 1 a
l2 = ( xP − xP ) 2 + ( y P − y P ) 2
a 2 a 2 a
2 2
l3 = ( xP − xP ) + ( yP − yP )
a 3 a 3 a
l4 = ( xP − xP ) + ( y P − y P ) 2
a 4 a
2
4 a
xP2 − xPa xP1 − xPa

l5 = tan−1 − tan −1
a
yP2 − yPa yP1 − yPa
explanation of the last equation.
l5 = ∠PPP
a 1 2 = t PP − t PP 2 1
xP1 − xPa
t PP1 = tan−1 = grid azimuth from P to P1 (direction?)
yP1 − yPa
xP2 − xPa
t PP2 = tan−1 = grid azimuth from P to P2
yP2 − yPa
(2) Approximate values of Parameters
 xP  1065.200
X 0 =   =  
0
y  825.200 
 P0  
(3) Linearized Equation (by using Taylor’s Series)
V = AX + L
∂F
A= L = L0 − Lb L0 = F ( X 0 )
∂X a X = X
a 0
 δ x + xP  δ x 
X a = X + X 0 = 
0 
 X = 
δ y 
δ y + yP0 

N = AT PA U = AT PL X = −( AT PA)−1 AT PL = −N −1U
 ∂l1 ∂l1a 
 a 
 ∂x ∂yPa 
 Pa
 
 ∂l2 a ∂l2 a 
 l1   l1 
   0  b
 ∂xPa ∂yPa    l 

 ∂l3
  l 20   2b 
∂l3a     
A =  a  L0 =  l30  Lb =  l3b  P = ∑−Lb1
 ∂xPa ∂yPa   
l4 
 
l4 
   0  b
 ∂l4 a ∂l4 a  l  l 
   50 
 ∂xPa ∂yPa    5b 
 
 ∂l ∂l5a 
 5a
 ∂x ∂yPa 
 Pa 
l1 = ( xP − xP ) 2 + ( yP − yP ) 2
a 1 a 1 a
∂l1a 1 1 −( xP1 − xPa )

= × 2( xP1 − xPa )(−1) =
∂xPa 2 ( xP − xP ) 2 + ( y P − y P ) 2 l1a
1 a 1 a
For numerical evalution xP → xP a 0

yPa → yP0
∂l1a −( xP1 − xP0 )
=
∂xPa l1
0
Similarly
∂l1a −( yP1 − yP0 ) ∂l2a −( xP2 − xP0 ) ∂l2a −( yP2 − yP0 )
= ； = ； =
∂yPa l1 0
∂xPa l2 0
∂yPa l2 0
∂l3a −( xP3 − xP0 ) ∂l3a −( yP3 − yP0 ) ∂l4a −( xP4 − xP0 )

= ； = ； =
∂xPa l3 0
∂yPa l3
0
∂xPa l4 0
∂l4a −( yP4 − yP0 )

=
∂yPa l4 0
xP2 − xPa xP1 − xPa

l5 = tan−1 − tan −1
a
yP2 − yPa yP1 − yPa
∂l5a  −1 
1 1  −1  −( yP − yP ) yP − yP
  − 
=  = + 1 2 a
2 a
2   2  2
∂xPa  xP − xP   yP2 − yPa   xP − xP   yP1 − yPa  l 2a l1a
1 +  2 a 
 1 +  1 a 

 yP2 − yPa   yP1 − yPa 
For numerical evalution yP → yP xP → xP a 0 a 0
l2 → l 2
a 0
l1 → l1 a 0
∂l5a xP2 − xPa xP1 − xPa

Similarly = −
∂yPa l22 a
l1 2
a
for numerical evalution as above

(4) For Units
m m m m m m m m
m −( xP1 − xPa ) m yP1 − yPa m m m m −( xP2 − xPa ) m yP2 − yPa m m m
v1 = δ x− δ y+ l10 − l1b v2 = δ x− δ y + l 20 − l 2b
l1 0
l1 0
l2 0
l2 0
m m m m

m m m m m m m m
m −( xP3 − xPa ) m yP3 − yPa m m m m −( xP4 − xPa ) m yP4 − yPa m m m
v3 = δ x− δ y+ l30 − l3b v4 = δ x− δ y + l 40 − l 4b
l3 0
l3 0
l4 0
l4 0
m m m m
 m m m m 
 m  m m m m 
 m
 y − y y − y  x − x x − x
v5 " = ρ " P P
+
P P 
  P P P P0 
 δ y+ l5 "− l5 "
 δ x+ ρ " +
2 0 1 0 2 0 1
 l 2 l 2
  l 2
l 2  0 b
20 10 20 10
 2
m 2  m

 2 2
m   m
Because (when no correlation)

V T PV = p1v12 + p2 v22 + ⋯ + p5 v52 each term must have same units or be unitless
p1 : m−2 ， v1 : m p1v1v1 = m−2 × m× m (unitless)
p5 : (")−2 ， v5 : (") p5v5v5 = (")−2 × (")× (") (unitless)
1 1
σ1 = ±0.012m p1 = v1 in meters
0.0122 m2
1 1
σ5 = ±2.0" v5 in (“) p5 =
2.02 (") 2
σi and vi must be in corresponding units
ɵ 2 V T PV
product pi vi vi →unitless σ0 = unitless
n −u
(5) numerical calculations
L0 = F ( X 0 )
l1 = ( xP − xP ) 2 + ( yP − yP ) 2 even though X 0 is approximate, L0
a 1 a 1 a
must be computed rigorously
l1 = ( xP − xP ) 2 + ( yP − yP ) 2
0 1 0 1 0
= (842.281−1065.200) 2 + (925.523 − 825.200) 2 = 244.45365

similarly,
l2 = 321.60382
0
l3 = 773.18353
0
l4 = 279.95006
0
1337.544 −1065.200 842.281−1065.200

l50 = tan−1 − tan −1 = 123°38'19.87"
996.249 − 825.200 925.523 − 825.200
 244.45365 − 244.512  −0.05835
   
 321.60382 − 321.570   0.03382 
   
L = L0 − Lb =  773.18353 − 773.154  =  0.02953 
 279.95006 − 279.992  −0.04194
   
123°38 '19.87"−123°38'1.4"  18.47" 
   
∂l1a −( xP1 − xP0 ) 842.281−1065.200
= =− = 0.911907
∂xPa l10 244.45365
∂l1a −( yP1 − yP0 ) 925.523 − 825.200
= =− = −0.410397
∂yPa l1
0
244.45365
∂l2a −( xP2 − xP0 ) 1337.544 −1065.200
= =− = −0.846831
∂xPa l2 0
321.60382
∂l2a −( yP2 − yP0 ) 996.249 − 825.200
= =− = −0.531862
∂yPa l2 0
321.60382

∂l3a −( xP3 − xP0 ) 1831.727 −1065.200
= =− = −0.991391
∂xPa l30
773.18353
∂l3a −( yP3 − yP0 ) 723.962 − 825.200
= =− = 0.130937
∂yPa l3 0
773.18353
∂l4a −( xP4 − xP0 ) 840.408 −1065.200
= =− = 0.802972
∂xPa l4 0
279.95006
∂l4a −( yP4 − yP0 ) 658.345 − 825.200
= =− = 0.596017
∂yPa l4 0
279.95006
∂l5a  −(996.249 − 825.200) 925.523 − 825.200 
= ρ " +  = 5.167654
∂xPa 
 321.603822 244.453652 
∂l5a 1337.544 −1065.200 842.281−1065.200 
= ρ " −  = 1312.573920
∂yPa  321.603822 244.453652 
 1 
 0 0 0 0
 0.012 2 
 
 0.911907 −0.410397 −0.05835  1 
     0 0 0 0
−0.846831 −0.531862  0.03382   0.0162 
     
1
A = −0.991391 0.130937  L =  0.02953  P =  0
  0 0 0 
 0.802972  0.0382 
 0.596017  −0.04194
   
 0 1
 5.16765
 1312.574   18.47 
   0 0 0 
 0.0142 
 1 
 0 0 0 0
 22 
N = AT PA U = AT PL X = −( AT PA)−1 AT PL = −N −1U
T
V = AX + L X a = X + X 0 V T PV = X U + LT PL = (ɵ
L a − Lb )T P(ɵ
L a − Lb )
ɵ
La = L +V
b or ɵL a = F ( X a )
12553.01962 3208.043037 −649.618710
N=  = AT PA U =   = AT PL
3208.043037 434811.5411  6031.984978 
LT PL = 122.975267
δ xp   0.055400 
X =  = −N −1U =  
δ y p  −0.014281
 
1065.200  0.055400  1065.255(40)
X a = X0 + X =  + = 
 825.200  −0.014281  825.185(72) 
V T PV = LT PL + X U = 0.8436
T
ɵ02 = 0.8436 = 0.2812
σ ɵ0 = ±0.5303
σ
5− 2
−0.00197  244.510 
   
−0.00550  321.564 
   
V = AX + L = −0.02726 ɵ
L a = F ( X a ) =  773.127 
−0.00597  279.986 
   
 0.011  123°38'01.41"
   

 244.512  −0.00197  244.510 
     
 321.570  −0.00550  321.564 
     
ɵ
La = ɵ
Lb + V =  773.154  + −0.02726 =  773.127 
 279.992  −0.00597  279.986 
     
123°38'01.4"  0.011  123°38'01.41"
     
Variance-covariance matrix of parameters
(1) σ02 = 1 A PRIORI VALUE
 0.00007981 −0.0000005889
∑ X = N −1 =  
−0.0000005889 0.000002304 
σɵx = σ0 × 0.00007981 = ±0.0089 σɵy = σ0 × 0.000002304 = ±0.0015
σɵɵ
xy −0.0000005889
ρɵɵ
xy
= = = −0.043
σɵx ×σɵy 0.00007981× 0.000002304
2
(2) σɵ0 = 0.2812 A POSTERIORI VALUE
ɵ20 N −1 = 
∑X = σ


 
degree of freedom too small to use (2) (maybe, maybe not)
2
ɵ0 AN −1 AT
∑ ɵLa = A∑ X AT = σ
If we take σ02 = 1 then ∑ L = AN −1 AT
a

METHOD OF CORRELATES
(method of condition equations)
Linear Model
We had:
 f1 + e1 = a11 x1 + a12 x2 + ⋯ + a1u xu

 f 2 + e2 = a21 x1 + a22 x2 + ⋯ + a2 u xu n equations, u parameters

⋮

 f n + en = an1 x1 + an 2 x2 + ⋯ + anu xu
from the first we could solve x1 and insert to the following equations; from the second,
we could solve x2 and insert to the following. We cluld continue till we have r
equations left.
r = n − u . That’s the number of conditions and the number of condition equations
which should be fulfiled in addition to the V T PV minimum.
condition equations directly
linear model  nonlinear model
Nonlinear Model
F (ɵ
L a ) = 0 model (conditions) ɵL a = Lb + V estimate
F ( Lb + V ) = 0
Taylor Series
∂F
F ( Lb + V ) = F ( Lb ) + V + ⋯⋯
∂La La = Lb
∂F
Let us say, + V = B and F ( Lb ) = W
∂La La = Lb
∴ condition equations Br×nVn×1 + Wr×1 = 0

Lagrange multipliers K
ϕ = V T PV − 2 K T ( BV + W )
1 ∂ϕ
in minimizing V T PV , we get = Pn×nVn×1 − BnT×r K r×1
2 ∂V
(1) Pn×nVn×1 − BnT×r K r×1 = 0
n + r equations

n + r unknowns
Subject to the constraints : 
 ↑ ↑

V K
(2) Br×nVn×1 + Wr×1 = 0
Usually we do not solve this set of equations but rather eliminate V:s. We can write
 P B T   V   0   0
  +  =  
 B 0  −K  W   0
      
From equation (1) V = P−1 BK T
Now, substituting the value of V in equation (2). We get:
BP−1 BK T + W = 0 normal equations
From normal equations we solve for the Lagrange multiplier:

K = −( BP−1 B)−1W let ( BP−1 B)−1 = M r×r

EFFECT OF CHANGES IN WEIGHTS OF OBSERVATIONS ON
PARAMETERS AND WEIGHT COEFFICIENTS
Let’s divide the problem into two cases:
Case I) All weights are changed
Case II) Some weights are changed
Case I) Before the changes in weights we have:
AT PAX * + AT PL = 0 or NX * + U = 0
∴ X * = −N −1U and V * = AX * + L
Let ∆P be changed in weights, and the corresponding change in X * be ∆X .
Now we have:
AT ( P + ∆P) A( X * + ∆X ) + AT ( P + ∆P) L = 0
( AT PA + AT ∆PA)( X * + ∆X ) + AT PL + AT ∆PL = 0
 N = AT PA U = AT PL
( N + ∆N )( X * + ∆X ) + U + ∆U = 0 , where   
△N = AT ∆PA △U = AT ∆PL
NX * + U + N ∆X + ∆NX * + ∆N ∆X + ∆U = 0 , since NX * + U = 0
( N + ∆N )∆X + ∆U + ∆NX * = 0
∆X = −( N + ∆N )−1 (∆U + ∆NX * ) = −( N + AT ∆PA)−1 ( AT ∆PAX * + AT ∆PL)
= −( N + AT ∆PA)−1 ( AT ∆P( AX * + L)) = −( N + AT ∆PA)−1 AT ∆PV *
If we assume that ∆P has a inverse, then using the property of Inverse of matrices,
we get:
( N + AT ∆PA)−1 = N −1 − N −1 AT (∆P−1 + AN −1 AT )−1 AN −1
= N −1 − N −1 AT ∆PP−1 (∆P−1 + AN −1 AT )−1 AN −1
= N −1 − N −1 AT ∆P((∆P−1 + AN −1 AT )∆P )−1 AN −1
= N −1 − N −1 AT ∆P( I + AN −1 AT ∆P)−1 AN −1
∆QX = −N −1 AT ∆P( I + AN −1 AT ∆P)−1 AN −1 QX = QX* + ∆QX
If we use this expression for the inverse, we get:
∆X = −( N −1 − N −1 AT ∆P( I + AN −1 AT ∆P)−1 AN −1 ) AT ∆PV *
= −N −1 AT ∆PV * + N −1 AT ∆P( I + AN −1 AT ∆P)−1 AN −1 AT ∆PV *
= −N −1 AT ∆P(V * − ( I + AN −1 AT ∆P)−1 AT ∆PV * )
= −N −1 AT ∆P( I + AN −1 AT ∆P)−1 ( I + AN −1 AT ∆P)(V * − ( I + AN −1 AT ∆P)−1 AT ∆PV * )
= −N −1 AT ∆P( I + AN −1 AT ∆P)−1 (( I + AN −1 AT ∆P)V * − AN −1 AT ∆PV * )
= −N −1 AT ∆P( I + AN −1 AT ∆P)−1 (V * + AN −1 AT ∆PV * − AN −1 AT ∆PV * )
= −N −1 AT ∆P( I + AN −1 AT ∆P)−1V *
For small changes of P we have approximate formulas:
∆QX ≃ −N −1 AT ∆PAN −1 ∆X = −N −1 AT ∆PV *
Case II) Let the system of equations be:
V1   A1  *  L1  P 0 
  =   X +  P= 1 
V2   A2   L2   0 P2 
       
Now, if we only change P2 with ∆P2 , then as in Case I, we have:
( N + ∆N )( X * + ∆X ) + (U + ∆U ) = 0
Where

∆N = A2T ∆P2 A2 ； ∆U = A2T ∆P2 L2 ； V2* = A2 X * + L2
Through a similar derivation as above, we get:
( N + ∆N )−1 = N −1 − N −1 A2T ∆P2 ( I + A2 N −1 A2T ∆P2 )−1 A2 N −1
AQ = −N −1 A2T ∆P2 ( I + A2 N −1 A2T ∆P2 )−1 A2 N −1
∆X = −N −1 A2T ∆P2 ( I + A2 N −1 A2T ∆P2 )−1V2*
If ∆P2 has small elements, then:
AQ = −N −1 A2T ∆P2 A2 N −1 ； ∆X = −N −1 A2T ∆PV
2 2
*

Sequential Solutions with Observation Equations
by Urho A. Uotila
The basic formulas are in the usual observation equation system as follows:
(1) La = F ( X a )
(2) La = Lb + V
(3) X a = X 0 + X
∂F
(4) =A
∂X a
(5) L0 = F ( X 0 )
(6) L = L0 − Lb
(7) P = σ02 ∑−L 1 b
(8) X = −( A PA)−1 AT PL
T
(9) V = AX + L = ( P−1 − AN −1 AT ) PL = QV PL
T
(10) V T PV = LT PL + X AT PL
2 V T PV
(11) σɵ0 =
n −u
(12) ∑ X = σ02 ( AT PA)−1
a
(13) ∑ L = σ02 A( AT PA)−1 AT

a
(14) ∑V = σ02 ( P−1 − AN −1 AT )
1. Addition of new observations to the normal equations.

At first let’s assume our observations are made in two groups, Lb1 and Lb 2 .In the
first set we have n1 observations and the second set n2 observations. Both sets of
observables are functions of the same set of u parameters, Xa. The mathematical
models are:
(15) La1 = F1 ( X a ) and La 2 = F2 ( X a )
If we were to do an adjustment simultaneously the corresponding combined matrices
would be:
 A1   L01  L  V  P 0 L 1
A=   ； L0 =  2  ； L =  1  ； V =  1  ； P =  1  ； Lb =  b2 
 A2  L   L2  V2  0 P2  L 
   0        b 
where subindices refer to the corresponding sets of observables. The P-matrix
indicates that we assume no correlation between Lb1 and Lb 2 . We get now directly
through multiplications of the matrices the following results:
(16) X = −( A1T P1 A1 + A2T P2 A2 )−1 ( A1T PL T
1 1 + A2 P2 L2 )
(17) V1 = A1 X + L1
(18) V2 = A2 X + L2

T
(19) V T PV = LT1 P1 L1 + LT2 P2 L2 + X ( A1T PL T
1 1 + A2 P2 L2 )
2 V T PV
(20) σɵ0 =
n1 + n2 − u
(21) ∑ X = σ02 ( A1T P1 A1 + A2T P2 A2 )−1
a
A  
(22) ∑ L =  1  ∑ X  A1T A2T 
 A2 
a a
2. Computing the effect of new, additional observations on the parameters and related
quantities.
A sequential solution can be developed from Eq.(16)-(21). We mean with the
sequential solution here, that we have a solution for the first system as follows:
La1 = F1 ( X a ) using observations Lb1
*
(23) X = −( A1T P1 A1 )−1 A1T PL −1 T
1 1 = − N1 A1 PL
1 1
2 −1
(24) ∑ X = σ0 N1 *
a
*T
(25) (V T PV )* = LT1 P1 L1 + X A1T PL
1 1
Having X , X a and (V PV )* , we like to compute the effect of Lb 2 , which are

* * T
functionally related to X a : s as La 2 = F2 ( X a ) , on these quantities.

Using the identity (Useful Matrix Equalities, by Uotila, Eq.24),
( N11 + N12 N 22 N 21 )−1 = N11−1 − N11−1 N12 ( N 22
−1
+ N 21 N11−1 N12 )−1 N 21 N11−1
and
( A1T P1 A1 + A2T P2 A2 )−1 = ( N1 + A2T P2 A2 )−1
We can write Eq.(16) as follows:
(26) X = −N1−1 A1T P1 L1 + N1−1 A2T ( P2−1 + A2 N1−1 A2T )−1 A2 N1−1 ( A1T PL T −1 T
1 1 + A2 P2 L2 ) − N1 A2 P2 L2
The first term is equal to X * . The two last terms can be considered as X in the
expression:
*
(27) X = X + ∆X where
∆X = N1−1 A2T ( P2−1 + A2 N1−1 A2T )−1 A2 N1−1 ( A1T PL T −1 T
1 1 + A2 P2 L2 ) − N1 A2 P2 L2
= −N1−1 A2T ( P2−1 + A2 N1−1 A2T )−1 A2 X * + N1−1 A2T ( P2−1 + A2 N1−1 A2T )−1 A2 N1−1 A2T P2 L2 − N1−1 A2T P2 L2
Using Eq.(20) and (28) from the “Useful Matrix Equalities” (U.M.E.) the last two
terms of the above expression can be written as:
N1−1 A2T ( P2−1 + A2 N1−1 A2T )−1 A2 N1−1 A2T P2 L2 − N1−1 A2T P2 L2
= −( N1−1 + N1−1 A2T ( P2−1 + A2 N1−1 A2T )−1 A2 N1−1 ) A2T P2 L2
= −( N1−1 A2T ( P2−1 + A2 N1−1 A2T )−1 L2
Combining the expression we get finally:
* *
(28) X = X − ( N1−1 A2T ( A2 N1−1 A2T + P2−1 )−1 ( A2 X + L2 )
From Eq.(28) or (21) it can be derived directly:
(29) ∑ X = σ02 N1−1 − σ02 N1−1 A2T ( A2 N1−1 A2T + P2−1 )−1 A2 N1−1 or
a
(30) ∑ X = ∑ X −σ02 N1−1 A2T ( A2 N1−1 A2T + P2−1 )−1 A2 N1−1

a a*
It can be shown very easily that V T PV gets the following expression:

T
(31) V T PV = (V T PV )* + X A2T P2 L2 + ∆X T A1T P1L1 + LT2 P2 L2
It should be pointed out that in Eq.(30), σ02 must have the same value as used in the
2
evalution of ∑ X . If the a posteriori value σɵ0 is computed using Eq.(31), a new
a*
ɵ02 . The same X - approximate values

∑ X a* must be computed using Eq.(24) and σ 0
for parameters must be used throughout the computational sequences.

3. Generalization of sequential formula for the case of addition of several new sets of
observations but with the same set of parameters.
The above formula can be generalized for the case in which we have several sets of
observation Lb1 , Lb 2 , Lb 3 , … , Lbi . Subindices in matrices are related to the
corresponding set of observations are not correlated with each other but observations
within any set can be correlated. It means that our weight matrix has the following
form:
 P1 0 0 0 ⋯⋯ 0
 
0 P2 0 0 ⋯ 0 ⋯
 
0 0 P3 0 ⋯ 0 ⋯

P =  0 0 0 P4 ⋯ 0 ⋯
⋮ ⋮ ⋮ ⋯ ⋯ ⋯ ⋯

 
0 0 0 0 ⋯ Pi ⋯
 
 ⋮ ⋮ ⋮ ⋯ ⋯ ⋯ ⋯
Through the usual derivations, we get the following expressions:
(32) N1−1 = ( A1T P1 A1 )−1
(33) N 2−1 = N1−1 − N1−1 A2T ( A2 N1−1 A2T + P2−1 )−1 A2 N1−1
(34) N3−1 = N 2−1 − N 2−1 A3T ( A3 N 2−1 A3T + P3−1 )−1 A3 N 2−1
or more generally:
(35) Ni−1 = Ni−−11 − Ni−−11 AiT ( Ai Ni−1 AiT + Pi−1 )−1 Ai Ni−−11
(36) ∆X i = −Ni−−11 AiT ( Ai Ni−−11 AiT + Pi−1 )−1 ( Ai X i−1 + Li )
* i
(37) X i = X i−1 + ∆X i = X + ∑ ∆X j
j =1
2 −1
(38) ∑ X = σ N
ai 0 i
T
(39) V T PVi = (V T PV )i−1 + X i AiT PL T T T
i i + ∆X i ( A PL)i−1 + Li PL
i i
4. Computing the effect of removal of observations on the parameters and related

quantities.
A sequential removal of a set of observations can be developed from Eq.(10) to (22).
As earlier we mean with the sequential solution here, that we have a solution for the
whole set of observations as given by the equations (1) to (14) and want to remove a
set: La 2 = F2 ( X a ) from the adjustment and compute the influence of this removal on
the parameters and other related quantities.
We had earlier:
(15) La1 = F1 ( X a ) and La 2 = F2 ( X a )

When we did the adjustment simultaneously the corresponding combined matrices
were:
A  L 1 L  V  P 0 L 1
A =  1  ； L0 =  02  ； L =  1  ； V =  1  ； P =  1  ； Lb =  b2 
 A2  L   L2  V2  0 P2  L 
   0        b 
Where subindices refer to the corresponding sets of observables. The P-matrix
indicates that we assumed no correlation between Lb1 and Lb 2 . We got directly
through multiplications of the matrices the following results:
(16) X = −( A1T P1 A1 + A2T P2 A2 )−1 ( A1T PL T
1 1 + A2 P2 L2 )
(17) V1 = A1 X + L1
(18) V2 = A2 X + L2
T
(19) V T PV = LT1 P1 L1 + LT2 P2 L2 + X ( A1T PL T
1 1 + A2 P2 L2 )
2 V T PV
(20) σɵ0 =
n1 + n2 − u
(21) ∑ X = σ02 ( A1T P1 A1 + A2T P2 A2 )−1
a
A 
(22) ∑ L =  1  ∑ X  A1T A2T 
 A2 
a a
As said before now we want to remove the second set of observations, Lb 2 , and
derive
(40) X 1 = −( A1T P1 A1 )−1 A1T PL
1 1
and related quantities as a function of A, P, L, A2, P2, and L2.

We have:
(41) AT PA = A1T P1 A1 + A2T P2 A2
(42) AT PL = A1T P1 L1 + A2T P2 L2
From these equations we get:
(43) A1T P1 A1 = AT PA − A2T P2 A2
(44) A1T P1 L1 = AT PL − A2T P2 L2
Now we can write Eq.(40) as follows:
(45) X 1 = −( AT PA − A2T P2 A2 )−1 ( AT PL − A2T P2 L2 )
Denoting AT PA = N as before we get:
(46) X 1 = −( N − A2T P2 A2 )−1 AT PL + ( N − A2T P2 A2 )−1 A2T P2 L2
Using Eq.(20) and (28) from the “Useful Matrix Equalities” (U.M.E.) on the first
term and on the second term of Eq.(46) respectively, we get after some simple matrix
manipulations:
(47) X 1 = X + N −1 A2T ( P2−1 − A2 N −1 A2T )−1 ( A2 X + L2 )
Usually a removal takes place after it has been established that there are blunders in
Lb 2 . In order to find the blunders we compute the variance-covariance matrix of V:s
or the corresponding weight coefficient matrix QV. We have earlier derived an
expression for the QV. Using submatrices we get the following relations.

Q Q   P−1 − A N −1 AT − A N −1 AT 
(48) QV =  V 1V 1 V 1V 2  = P−1 − AN −1 AT =  1 1
−1 T
1
−1
1 2
−1 T 

Q
 V 2V 1 QV 2V 2   − A2 N A1 P2 − A2 N A2 
Using Eq.(48) and (18) we can write Eq.(47) as follows:
(49) X 1 = X + N −1 A2T QV 2V 2−1V2
or we can say that the effect of removal of Lb 2 on the parameters is:
(50) ∆X = N −1 A2T QV−21V 2V2
The corresponding change in the V1 : s is
(51) (V1 ) new = A1 X 1 + L1 = A1 ( X + ∆X ) + L1 = (V1 )old + A1 N −1 A2T QV−21V 2V2
The change can be also written:
(52) ∆V1 = −QV 1V 2QV−21V 2V2
The weight coefficient matrix for (V1 ) new : s is:
(53) (QV 1V 1 )new = (QV 1V 1 )old − QV 1V 2QV−21V 2QV 2V 1
Next we wish to find out how much the V T PV changed because of the removal of
Lb 2 . We had:
T T T
(54) V T PV = LT PL + X AT PL = LT1 P1 L1 + X A1T PL T T
1 1 + L2 P2 L2 + X A2 P2 L2
The new V T PV is as follows:

(55) (V T PV )new = (V T PV )old + ∆(V T PV ) = LT1 P1 L1 + ( X + ∆X )T A1T PL 1 1
From Eq.(54) and (55) we get:

T
(56) ∆V T PV = (V T PV )new − (V T PV )old = ∆X T A1T PL T T
1 1 − L2 P2 L2 − X A2 P2 L2
Using Eq.(50) for ∆X and Eq.(44) for A1T P1 L1 , solving from Eq.(18):
L2 −V2 = A2 N −1 AT PL and from Eq.(48): A2 N −1 A2 = P2−1 − QV 2V 2 , we get finally:
(57) ∆V T PV = −V2T QV−21V 2V2
Using Eq.(20) from the U.M.E. and Eq.(43) we get:
(58) N1−1 = N −1 − N −1 A2T ( A2 N −1 A2T − P2−1 ) A2 N −1
or N1−1 = N −1 + N −1 A2T QV−21V 2 A2 N −1
we get for the variance-covariance matrix of X 1 : s :
(59) ∑ X = σ02 N1−1
1a
General formulas for removal of a set of observations, Lbi , which are not correlated
with remaining observations can be formulated as follows:
(60) Ni−1 = Ni−−11 − Ni−−11 AiT ( Ai Ni−−11 AiT − Pi−1 )−1 Ai Ni−−11
(61) ∆X i = −Ni−−11 AiT ( Ai Ni−−11 AiT − Pi−1 )−1 ( Ai X i−1 + Li )
(62) ∑ X = σ02 Ni−1
ai
(63) X i = X i−1 + ∆X i
T
(64) V T PV = (V T PV )i−1 −∆X iT ( AT PL)i−1 − X i AiT PL T
i i − Li PL
i i
It should be noted once more that the same numerical values must be used for σ02
and X 0 throughout the sequential procedures.
5. Least squares solution in the case of observation equations with weighted

parameters.
In some cases we wish to give a priori variance to the parameters. In others words,
we wish to weight our approximate values. This can be accomplished easily by
utilizing derivations given above. We can think that that we have a mathematical
model:
La1 = F1 ( X a )  P1 0
(65) ； P =   ； ∂F1 = A1 ； ∂LX = A2
LX = X a 0 PX  ∂X a ∂X a
1
As usual L1 = F1 ( X 0 ) − L butb
(66) X 2 = X 0 − Lb 2
Where Lb 2 has values of parameters for which the weights are given. If the values of
Lb 2 are equal to the X 0 values, then of course L2 = 0 . Using Eq.(16), we have a
solution:
(67) X = −( A1T P1 A1 + A2T PX A2 )−1 ( A1T PL T
1 1 + A2 PX L2 )
The others corresponding expressions are:

T
(68) V T PV = V1T PV T T T T T
1 1 + VX PX VX = L1 P1 L1 + L2 PX L2 + X ( A1 P1 L1 + A2 PX L2 )
(69) ∑ X = σ02 ( A1T P1 A1 + A2T PX A2 )−1

a
The A2 -matrix is a special type of matrix. It has as many rows as there are observed
parameters and as many columns as there are parameters. Each row has only one
element different from zero and its value is +1. The +1 appears once in each column
corresponding to those parameters, which will have a weight and are considered as an
observed quantity. The dimensions of A2T PX A2 must be the same as the dimensions of
A1T P1 A1 . In the case that PX is a diagonal matrix, we could use a notation:
A2T PX A2 = P X
The matrix P X has same dimensions as A1T P1 A1 and has non-zero elements along the
diagonal corresponding to parameters for which the weights were given and the
values of those elements are the weights themselves. Under these circumstances the
expression
A1T P1 A1 + A2T PX A2 = A1T P1 A1 + P X
would mean that the weights are added directly to the corresponding diagonal
elements of the normal equation matrix, N. If we further assume that the values of
parameters, Lb 2 , for which the weights are given, have same values as the
approximate values, X 0 , then L2 will have all elements equal to zero. Under these
conditions, equations (67), (68), and (69) can be written as follows:
(70) X = −( A1T P1 A1 + P X )−1 A1T PL
1 1
T
(71) V T PV = V1T PV T T T
1 1 + VX P X VX = L1 P1 L1 + X A1 P1 L1
(72) ∑ X = σ02 ( A1T P1 A1 + P X )−1

a
It should be pointed out that Eq.(70) can be utilized very effectively in the case where
some parameters are wished to be constrained. In that case we give a relatively high
weight for the parameter, which means in practices that a weight is added to the
corresponding diagonal elements of the normal equation matrix. A more rigorous way

of adding constraints will be derived in the next chapter.
The following expressions give all pertinent information in this case:
σ02 ∑−11 0   P1 0  ∂F1 ∂F ∂F
P =  Lb
−1 
=  ； A1 = ； A21 = 21 ； A22 = 22
2 
σ0 ∑ Lb2   0 P2  ∂X a 1
∂X a ∂X a
 0
L01 = F1 ( X 01 ) ； L0 2 = F2 ( X 01 , X 0 2 ) ； L1 = L01 − Lb1 ； L2 = L0 2 − Lb 2
(96) V1 = A1 X 1 + L1
(97) V2 = A21 X 1 + A22 X 2 + L2
*
(98) X 1 = −( A1T P1 A1 )−1 A1T P1 L1 = −N1−1U1
* −1 *
(99) X 1 = −{ A22T ( A21 N1−1 A21T + P2−1 )−1 A22 } = − A22T ( A21 N1−1 A21T + P2−1 )−1 ( A21 X 1 + L2 )
*
(100) K 2 = ( A21 N1−1 A21T + P2−1 )( A22 X 2 + A21 X 1 + L2 )
*
(101) X 1 = X 1 − N1−1 A21T K 2
* T T T
(102) V T PV = X 1 A1T P1 L1 + LT1 PL T T T T
1 1 + X 1 A1 P1 L1 + X 1 A21 P2 L2 + X 2 A22 P2 L2 + L2 P2 L2
As it can be seen, this system is becoming quite complicated and therefore might not
be the preferable approach.
June 1973 (revised 1984 and 1985)

APPENDIX A
USEFUL MATRIX EQUALITIES (U.M.E.)
by Urho A. Uotila
N N12 
N =  11  N12 and N 21 do not have to be square matrices.
 N 21 N 22 

Let’s have a Q-matrix which is the inverse of the N-matrix. Its submatrices have the
same sizes as the corresponding submatrices of N.
Q Q12 
N −1 = Q =  11 
Q21 Q22 
 
We further assume that the determinants N , N11 and N 22 are not equal to zero.
Either N11 or N 22 could be equal to zero in some of the equalities derived below,
but not both simultaneously and N must not be equal to zero. If N 22 is not equal
to zero, then N = N 22 N11 − N12 N 22−1 N 21 . On the other hand, if N11 is not equal to
zero, then N = N11 N 22 − N 21 N11−1 N12 .
 N11 N12   Q11 Q12   Q11 Q12   N11 N12 
We have relations: NQ =   =I and QN =   =I ,
 N 21 N 22  Q21 Q22  Q21 Q22   N 21 N 22 
from which we get:
(1) N11Q11 + N12Q21 = I
(2) N11Q12 + N12Q22 = 0
(3) N 21Q11 + N 22Q21 = 0 from NQ = I
(4) N 21Q12 + N 22Q22 = I
(5) Q11 N11 + Q12 N 21 = I
(6) Q11 N12 + Q12 N 22 = 0
(7) Q21 N11 + Q22 N 21 = 0 from QN = I
(8) Q21 N12 + Q22 N 22 = I
We take Eq.(3) and multiply both sides by N 22−1 and we get:
−1 −1 −1
N 22 N 21Q11 + N 22 N 22Q21 = 0 Q21 = −N 22 N 21Q11
By inserting this Q21 into Eq.(1) we get:
−1
( N11 − N12 N 22 N 21 )Q11 = I
from this we get:
(9) Q11 = ( N11 − N12 N 22−1 N 21 )−1
Using a similar technique we get from Eq.(2) and Eq.(4) or from Eq.(7) and (8):
(10) Q22 = ( N 22 − N 21 N11−1 N12 )−1
From Eq.(2) and (10):
(11) Q12 = −N11−1 N12Q22 = −N11−1 N12 ( N 22 − N 21 N11−1 N12 )−1

(12) Q21 = −N 22−1 N 21Q11 = −N 22−1 N 21 ( N11 − N12 N 22−1 N 21 )−1
(13) Q11 = N11−1 − Q12 N 21 N11−1 = N11−1 − N11−1 N12Q22 N 21 N11−1
= N11−1 + N11−1 N12 ( N 22 − N 21 N11−1 N12 )−1 N 21 N11−1
(14) Q12 = −Q11 N12 N 22−1 = −( N11 − N12 N 22−1 N 21 )−1 N 21 N 22−1
(15) Q21 = −Q22 N 21 N11−1 = −( N 22 − N 21 N11−1 N12 )−1 N 21 N11−1
(16) Q22 = N 22−1 − N 22−1 N 21Q12 = N 22−1 + N 22−1 N 21 ( N11 − N12 N 22−1 N 21 )−1 N12 N 22−1
Summary
−1
N N12  Q Q12 
N =  11
−1
 =  11 =Q
 N 21 N 22  Q21 Q22 
   
−1 −1
Q11 = ( N11 − N12 N 22 N 21 )
= N11−1 + N11−1 N12 ( N 22 − N 21 N11−1 N12 )−1 N 21 N11−1
= N11−1 + N11−1 N12Q22 N 21 N11−1
Q22 = ( N 22 − N 21 N11−1 N12 )−1
−1 −1 −1
= N 22 + N 22 N 21 ( N11 − N12 N 22 N 21 )−1 N12 N 22
−1
−1 −1 −1
= N 22 + N 22 N 21Q11 N12 N 22
−1
Q12 = −( N11 − N12 N 22 N 21 )−1 N 21 N 22
−1 −1
= −Q11 N12 N 22
= −N11−1 N12 ( N 22 − N 21 N11−1 N12 )−1 = −N11−1 N12Q22
−1 −1
Q21 = −N 22 N 21 ( N11 − N12 N 22 N 21 )−1 = −N 22
−1
N 21Q11
= −( N 22 − N 21 N11−1 N12 )−1 N 21 N11−1 = −Q22 N 21 N11−1
In the case that N 22 = 0 , we have Q22 = −( N 21 N11−1 N12 )−1 ,
Q11 = N11−1 + N11−1 N12Q22 N 21 N11−1 , Q12 = −N11−1 N12Q22 and Q21 = −Q22 N 21 N11−1 .
If we have a matrix equation
 N11 N12   X 1  U 
    = − 1
 N 21 N 22   X 2  U 2 
  
We get:
−1 −1
 X1  N N12  U 1 
 U1   X 1 = −Q11U1 − Q12U 2
Q Q12 
  = −  11    or 
  = −  11
 
X2  N 21 N 22  U 2 
U 2  Q21 Q22 
 X 2 = −Q21U1 − Q22U 2
    
   
In the solution we can use the above expression for Q : s and solve for X1 or X2 or
for both, using only submatrices. We can also write for example
−1 −1
X 1 = −Q11U1 − Q12U 2 = −Q11U1 + Q11 N12 N 22 U 2 = Q11 (−U1 + N12 N 22 U 2 ) etc.
Using the above derivations we can also write (Note: It is required, that derterminats
of N, N11, N22 are not equal to zero):
(17) ( N11 − N12 N 22−1 N 21 )−1 = N11−1 + N11−1 N12 ( N 22 − N 21 N11−1 N12 )−1 N 21 N11−1
(18) ( N11−1 − N12 N 22−1 N 21 )−1 = N11 + N11 N12 ( N 22 − N 21 N11 N12 )−1 N 21 N11
(19) ( N11−1 − N12 N 22 N 21 )−1 = N11 + N11 N12 ( N 22−1 − N 21 N11 N12 )−1 N 21 N11

(20) ( N11 − N12 N 22 N 21 )−1 = N11−1 + N11−1 N12 ( N 22−1 − N 21 N11−1 N12 )−1 N 21 N11−1
(21) ( N11 + N12 N 22−1 N 21 )−1 = N11−1 − N11−1 N12 ( N 22 + N 21 N11−1 N12 )−1 N 21 N11−1
(22) ( N11−1 + N12 N 22−1 N 21 )−1 = N11 − N11 N12 ( N 22 + N 21 N11 N12 )−1 N 21 N11
(23) ( N11−1 + N12 N 22 N 21 )−1 = N11 − N11 N12 ( N 22−1 + N 21 N11 N12 )−1 N 21 N11
(24) ( N11 + N12 N 22 N 21 )−1 = N11−1 − N11−1 N12 ( N 22−1 + N 21 N11−1 N12 )−1 N 21 N11−1
(25) ( N11 − N12 N 22−1 N 21 )−1 N12 N 22−1 = N11−1 N12 ( N 22 − N 21 N11−1 N12 )−1
(26) ( N11−1 − N12 N 22−1 N 21 )−1 N12 N 22−1 = N11 N12 ( N 22 − N 21 N11 N12 )−1
(27) ( N11−1 − N12 N 22 N 21 )−1 N12 N 22 = N11 N12 ( N 22−1 − N 21 N11 N12 )−1
(28) ( N11 − N12 N 22 N 21 )−1 N12 N 22 = N11−1 N12 ( N 22−1 − N 21 N11−1 N12 )−1
(29) ( N11 + N12 N 22−1 N 21 )−1 N12 N 22−1 = N11−1 N12 ( N 22 + N 21 N11−1 N12 )−1
(30) ( N11−1 + N12 N 22−1 N 21 )−1 N12 N 22−1 = N11 N12 ( N 22 + N 21 N11 N12 )−1
(31) ( N11−1 + N12 N 22 N 21 )−1 N12 N 22 = N11 N12 ( N 22−1 + N 21 N11 N12 )−1
(32) ( N11 + N12 N 22 N 21 )−1 N12 N 22 = N11−1 N12 ( N 22−1 + N 21 N11−1 N12 )−1
The equations (17-24) can be modified by transferring one of the terms on the right
side to the left side with a proper sign and we have again a family of equations.
If we were to take the equations (25-32) and multiply, for example, both sides from
right by N22 or N 22−1 , which ever appropriate, we could have a new set of eqalities. We
could also multiply both sides from left by N11 or N11−1 and again we would have a
new set of equalities. We could also do simultaneously both above mensioned
multiplicaions, where ever appropriate and/or we could combine the above equations
and have many new equalities. We can also write:
 A B
N= 
C D 
and we get the following equalities (Note: It is required, that determinants of N, A
and D are not equal to zero):
(17a) ( A − BD−1C )−1 = A−1 + A−1 B( D − CA−1 B)−1 CA−1
(18a) ( A−1 − BD−1C )−1 = A + AB( D − CAB)−1 CA
(19a) ( A−1 − BDC )−1 = A + AB( D−1 − CAB)−1 CA
(20a) ( A − BDC )−1 = A−1 + A−1 B( D−1 − CA−1 B)−1 CA−1
(21a) ( A + BD−1C )−1 = A−1 − A−1B( D + CA−1 B)−1 CA−1
(22a) ( A−1 + BD−1C )−1 = A − AB( D + CAB)−1 CA
(23a) ( A−1 + BDC )−1 = A − AB( D−1 + CAB)−1 CA
(24a) ( A + BDC )−1 = A−1 − A−1 B( D−1 + CA−1 B)−1 CA−1
(25a) ( A − BD−1C )−1 BD−1 = A−1 B( D − CA−1 B)−1
(26a) ( A−1 − BD−1C )−1 BD−1 = AB( D − CAB)−1
(27a) ( A−1 − BDC )−1 BD = AB( D−1 − CAB )−1
(28a) ( A − BDC )−1 BD = A−1B( D−1 − CA−1 B)−1
(29a) ( A + BD−1C )−1 BD−1 = A−1B ( D + CA−1 B)−1
(30a) ( A−1 + BD−1C )−1 BD−1 = AB( D + CAB)−1
(31a) ( A−1 + BDC )−1 BD = AB( D−1 + CAB)−1

(32a) ( A + BDC )−1 BD = A−1B ( D−1 + CA−1 B)−1
Using Eq.(24a) we can write:
(33) ( A + BDC )−1 = ( A + BI ( DC ))−1 = A−1 − A−1 B( I + DCA−1 B)−1 DCA−1
In this particular case the D-matrix can be singular, but the matrices A and A+BDC
must be non singular. Along the same lines and using the grouping
BDC = ( BD) IC = II ( BDC ) = ( BDC ) II we get:
(34) ( A + BDC )−1 = A−1 − A−1 BD( I + CA−1BD)−1 CA−1
(35) = A−1 − A−1 ( I + BDCA−1 )−1 BDCA−1
(36) = A−1 − ( I + A−1 BDC )−1 A−1BDCA−1
(37) = A−1 − A−1BDC ( I + A−1 BDC )−1 A−1
(38) = A−1 − A−1 BDCA−1 ( I + BDCA−1 )−1
Modifying Eq.(30a) to have ( A + BDC )−1 and the grouping DC = I ( DC ) we can
write:
(39) DC ( A + BDC )−1 = ( D−1 + CA−1 B)−1 CA−1
(40) = D( I + CA−1 BD)−1 CA−1
(41) = DC ( I + A−1 BDC )−1 A−1
(42) = DCA−1 ( I + BDCA−1 )−1
(43) = ( I + DCA−1B )−1 DCA−1
Some of the submatrices could also be equal to a unit matrix, I. For example, If D=I,
then
 A B
N= 
C I 
If the determinants of N and A are not equal to zero, we can write following relations:
(17b) ( A − BC )−1 = A−1 + A−1 B( I − CA−1B)−1 CA−1
(18b) ( A−1 − BC )−1 = A + AB( I − CAB)−1 CA
(21b) ( A + BC )−1 = A−1 − A−1 B( I + CA−1 B)−1 CA−1
(22b) ( A−1 + BC )−1 = A − AB( I + CAB)−1 CA
(25b) ( A − BC )−1 B = A−1B( I − CA−1 B)−1
(26b) ( A−1 − BC )−1 B = AB( I − CAB)−1
(29b) ( A + BC )−1 B = A−1 B( I + CA−1 B)−1
(30b) ( A−1 + BC )−1 B = AB ( I + CAB)−1
We could continue to write several sets of equalities, which really have the same set
of equalities as a base. For example, we could also write that C = BT and we would
have a new set of equalities.
December, 1973.(Modified 1982)

Adjustment Computation Notes by Uotila

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Adjustment Computation Notes

Department of Geodetic Science and Surveying

= E  xi2  + ( E [ xi ])2 − 2 E [ xi ] E [ xi ] = E  xi2  + ( E [ xi ])2 − 2( E [ xi ]) 2 = E  xi2  − ( E [ xi ])2 (1)

Covariance of two random variables xi and xj is given as:

Coorelation Coefficient is a standardized form of covariance:

Variance-Covariance matrix (also called covariance matrix)

∑ X = E ( X − E [ X ])( X − E [ X ])T 

-1- Adjustment Computation Notes by Uotila.doc

 E  ( x1 − E [ x1 ]) 2  E ( x1 − E [ x1 ])( x2 − E [ x2 ])  ⋯ E ( x1 − E [ x1 ])( xn − E [ xn ])  

Propagation of Variance and Covariances:

According to definitions, we have the variance and covariance of y1 & y2 as:

σ y y = cov( y1 , y2 ) = E ( y1 − E [ y1 ])( y2 − E [ y2 ]) 

( y1 − E [ y1 ]) 2 = a12 ( x1 − E [ x1 ]) 2 + a22 ( x2 − E [ x2 ]) 2 + 2a1a2 ( x1 − E [ x1 ])( x2 − E [ x2 ])

E ( y1 − E [ y1 ]) 2  = E  a12 ( x1 − E [ x1 ]) 2 + a22 ( x2 − E [ x2 ]) 2 + E  2a1a2 ( x1 − E [ x1 ])( x2 − E [ x2 ])  

-2- Adjustment Computation Notes by Uotila.doc

E ( y2 − E [ y2 ])2  = E b12 ( x1 − E [ x1 ])2 + b22 ( x2 − E [ x2 ]) 2 − E  2b1b2 ( x1 − E [ x1 ])( x2 − E [ x2 ])  

= b12 E ( x1 − E [ x1 ])2  + b22 E  ( x2 − E [ x2 ]) 2  − 2b1b2 E ( x1 − E [ x1 ])( x2 − E [ x2 ]) 

The covariance of y1 and y2 is:

= E (a1 ( x1 − E [ x1 ]) + a2 ( x2 − E [ x2 ]))(b1 ( x1 − E [ x1 ]) − b2 ( x2 − E [ x2 ])) 

= E  a1b1 ( x1 − E [ x1 ]) 2 − a1b2 ( x1 − E [ x1 ])( x2 − E [ x2 ]) + a2b1 ( x2 − E [ x2 ])( x1 − E [ x1 ]) − a2b2 ( x2 − E [ x2 ]) 2 

= a1b1E ( x1 − E [ x1 ]) 2  − a1b2 E ( x1 − E [ x1 ])( x2 − E [ x2 ]) 

+ a2b1 E ( x2 − E [ x2 ])( x1 − E [ x1 ])  − a2b2 E ( x2 − E [ x2 ]) 2 

= a1b1σ x21 − a1b2σ x1x2 + a2b1σ x2 x1 − a2b2σ x22

-3- Adjustment Computation Notes by Uotila.doc

 4.5 1.2 −1.3  2 3 

 3 −1 0   −1.3 −2.1 6.3   −2 0   28.6 36.5  σ y2 y1 σ y2 

-4- Adjustment Computation Notes by Uotila.doc

Where X 0 are the values about which the expansion is done.

-5- Adjustment Computation Notes by Uotila.doc

-6- Adjustment Computation Notes by Uotila.doc

1.30 0.00118 4.97 3.78 1.43

-7- Adjustment Computation Notes by Uotila.doc

-8- Adjustment Computation Notes by Uotila.doc

Then the base x can be computed by using the formula:

sin α1 × sin α 2 × ⋯ × sin α n ∏ sin α i

∂x cos α1 × sin α 2 × ⋯ × sin α n cos α1 ∏ sin α i

∂x cos α1 × sin α 2 × ⋯ × sin α n cos α1 ∏ sin α i

-9- Adjustment Computation Notes by Uotila.doc

where i = 1, 2,⋯ , n and j = 1, 2,⋯ , n

-10- Adjustment Computation Notes by Uotila.doc

-11- Adjustment Computation Notes by Uotila.doc

-12- Adjustment Computation Notes by Uotila.doc

A general formula for a weighted mean is:

-13- Adjustment Computation Notes by Uotila.doc

Where k= Lagrange multiplier

-14- Adjustment Computation Notes by Uotila.doc

σ 02 = a priori variance of an observation having weight one. Simply a priori Variance

A posteriori variance of unit weight is obtained through the following formula:

-15- Adjustment Computation Notes by Uotila.doc

Commonly used weights in geodesy and surveying

-16- Adjustment Computation Notes by Uotila.doc

(3) Horizontal directions

(4) Trigonometric leveling

A numerical example of a weighted mean:

-17- Adjustment Computation Notes by Uotila.doc

-18- Adjustment Computation Notes by Uotila.doc

-19- Adjustment Computation Notes by Uotila.doc

-20- Adjustment Computation Notes by Uotila.doc

Expectation of errors is zero.

Gauss minimized S = V T V or ∑ v 2 is minimum, but

-21- Adjustment Computation Notes by Uotila.doc

= ( AT ∑−f 1 A)−1 ( AT ∑−f 1 A) ( AT ∑−f 1 A)−1 = ( AT ∑−f 1 A)−1

-22- Adjustment Computation Notes by Uotila.doc

E[V T ∑−f 1 V ] = n − u or E[V T PV ] = σ02 E[V T ∑−f 1 V ] = σ02 (n − u )