101 views

Uploaded by Ken Lim

Basics of Least Squares
Basics of Least Squares
Basics of Least Squares

Basics of Least Squares
Basics of Least Squares
Basics of Least Squares

© All Rights Reserved

- Latex Over Graphic
- Estimation
- Ejemplos del libro Métodos cuantitativos para negocios
- Section 3
- LATIHAN 1.rtf
- Regression.pdf
- prob
- l 0177681
- Servant Leadership (Paper).docx
- accounting-ii final project presentation
- An Analytical Study to Determine the Impact of CAD REPO WPI on the Benchmark G Sec of India
- Werner.nordheim.raffa.(2004)Comparison Sampling Thysanoptera
- V3I403.pdf
- 07a4 Ans
- spss
- Book1 (Autosaved).xlsx
- Data2
- Regression Excel
- Forecasting Problem
- Chap5

You are on page 1of 6

Impact Factor (2012): 3.358

Surveying

Onuwa Okwuashi1, Inemesit Asuquo2

1, 2

Abstract: This work presents basic methods in least squares adjustment computation. These methods are first principles technique,

observation equations and condition equations techniques. A simple numerical example is used to elucidate these basic methods.

Including experimenting other more recent methods of adjustment such as: least squares collocation, Kalman filter and total least

squares.

Keywords: Least squares, least squares collocation, Kalman filter, total least squares, adjustment computation

1. Introduction

in field observations and therefore require mathematical

adjustment [1]. In the first half of the 19th century the Least

Squares (LS) [2] adjustment technique was developed. LS is

the conventional technique for adjusting surveying

measurements. The LS technique minimizes the sum of the

squares of differences between the observation and estimate

[3]. Apart from LS other methods of adjusting surveying

methods have been developed, such as Kalman Filter (KF)

[4], Least Squares Collocation (LSC) [5] and Total Least

Squares (TLS) [6, 7, 8, 9]. This work will expound in its

simplest form fundamental methods of LS adjustment as it

applies to basic surveying measurements.

method, the adjusted observations are expressed as a function

of the adjusted parameters. Thus,

Computation

La = f ( X a )

Where,

X a denotes adjusted parameters

observations must exceed the number of unknown parameters

to be determined. And also, the number of observation

equations formed must be equal to the number of field

observations.

the residuals or weighted residuals. Thus,

La = Lb + V

X a = X o + X

PV

i =1

is minimum

(1)

Where,

P is weight of observations, V is the residual and

number of observations. V is expressed as,

Vi = yi y i

n is the

(2)

Where,

y represents the original observations

(4)

(5)

Where,

X o denotes the approximate values of the parameters to be

determined

least squares adjustment

Equation 3 can be rewritten as,

Lb + V = f ( X o + X )

A detailed derivation on first principles technique is

explained in Okwuashi [1].

(3)

(6)

the first order. Equation 6 becomes,

www.ijsr.net

1988

ISSN (Online): 2319-7064

Impact Factor (2012): 3.358

Lb + V = f ( X o ) +

Assuming,

A=

and

f ( X o )

. X + ...

X a

(7)

f ( X o )

X a

o

(8)

L = f (X ) L

(9)

rewritten as,

V = AX + L

(10)

T

squares of the weighted residuals V PV , therefore,

= V T PV K T ( AX + L V )

is minimum

(11)

T

Differentiating equation 11 partially with respect to V , K

and X ,

= PV T + K T = 0

(12)

= AX L + V = 0

T

(13)

= K T A = 0

(14)

X = ( A PA) A PL

1

(15)

(16)

(17)

f ( Lb + V ) = 0

(20)

at the first order, equation 20 becomes,

f ( Lb ) +

f ( Lb )

V + ... = 0

La

(21)

Assuming,

W = f ( Lb )

(22)

and

B=

f ( Lb )

La

(23)

(24)

T

squares of the weighted residuals V PV , therefore,

= V T PV K T ( BV + W ) is minimum

(25)

V and

= V T P K T B = 0

(26)

= BV W = 0

K T

(27)

(18)

explained in Ayeni [10].

La = Lb + V , therefore equation 19

K ,

L = L

Recall equation 4,

becomes,

(19)

X = ( AT PA) 1 AT PLb

f ( La ) = 0

f (X o ) = 0

the condition equations are expressed as a function of the

adjusted observations,

BV + W = 0

T

V = P 1 B T ( BP 1 B T ) 1W

(28)

must equal the difference between the number of

observations and the number of unknown parameters. A

www.ijsr.net

1989

ISSN (Online): 2319-7064

Impact Factor (2012): 3.358

explained in Ayeni [10].

= 2( X 1a 11.152) + 2( X 1a + X 2a 24.684) +

a

X 1

2( X 1a + X 2a + X 3a 36.711) = 0

3. Application

A short-range Electronic Distance Measurement (EDM)

instrument was used to measure the distances shown in

Figure 1 and Table 1 below, along a straight baseline design

[1]. It was assumed that the measurements were equally

weighted; therefore P = I .

(36)

= 2( X 2a 13.499) + 2( X 1a + X 2a 24.684) +

X 2a

2( X 2a + X 3a 25.539) +

2( X 1a + X 2a + X 3a 36.711) = 0

(37)

= 2( X 3a 12.052) + 2( X 2a + X 3a 25.539) +

X 3a

Figure 1: Baseline measurements

2( X 1a + X 2a + X 3a 36.711) = 0

AB

BC

CD

AC

BD

AD

DISTANCES (m)

11.152

13.499

12.052

24.684

25.539

36.711

measurements AC, BD and AD were made. Distances AB,

BC and CD were designated X 1 , X 2 and X 3 respectively.

3.1 Solution using method of first principles

First

(38)

6 X 1a + 4 X 2a + 2 X 3a = 145.094

(39)

4 X 1a + 8 X 2a + 4 X 3a = 200.866

(40)

2 X 1a + 4 X 2a + 6 X 3a = 148.604

(41)

X 1a 11.165m

a

X 2 = 13.504m

X 3a 12.043m

(42)

P1V12 = 1( X 1a 11.152) 2

(29)

P2V22 = 1( X 2a 13.449) 2

(30)

P3V32 = 1( X 3a 12.052) 2

(31)

P4V42 = 1( X 1a + X 2a 24.684) 2

(32)

L1a = X 1a

(43)

P5V52 = 1( X 2a + X 3a 25.539) 2

(33)

La2 = X 2a

(44)

P6V62 = 1( X 1a + X 2a + X 3a 36.711) 2

(34)

La3 = X 3a

(45)

La4 = X 1a + X 2a

(46)

La5 = X 2a + X 3a

(47)

La6 = X 1a + X 2a + X 3a

(48)

PV

i

i =1

therefore,

is minimum;

a

1

a

2

a

3

( X 1a + X 2a 24.684) 2 + ( X 2a + X 3a 25.539) 2 +

a

1

a

2

a

3

( X + X + X 36.711) is minimum

equations formed must be equal to the number of field

observations. Therefore six observations will be formed,

since six field observations were made. The observation

equations were given in equations 43-48.

(35)

Recall that

X = ( AT PA) 1 AT PLb

www.ijsr.net

1990

ISSN (Online): 2319-7064

Impact Factor (2012): 3.358

X 1a

X = X 2a ,

X 3a

(49)

Recall

(56)

from

equation

1 T

1 T 1

that V = P B ( BP B ) W . Also

a

b

equation 4 that L = L + V , therefore,

1

`0

0

A=

1

0

0 0

1 0

0 1

,

1 0

1 1

1 1

1

0

0

P=

0

0

0 0 0 0 0

1 0 0 0 0

0 1 0 0 0

and

0 0 1 0 0

0 0 0 1 0

0 0 0 0 1

(50)

(51)

(52)

1

0

Recall that

0

P=

0

0

X 1a 11.165m

a

X 2 = 13.504m

X a 12.043m

(53)

Recall from section 2 that the number of condition equations

must equal the difference between the number of

observations and the number of unknown parameters.

Therefore three condition equations will be formed. The

condition equations were given in equations 54-56. Equations

54-56 were formed using the information in Table 1 and

Figure 1,

from

0

0

0

0

0

V yielded,

0.013

0.005

0.009

V =

0.015

0.008

0.001

Recalling

therefore,

recall

1 1 0 1 0 0

B = 0 1 1 0 1 0 and

(57)

1 1 1 0 0 1

11.152+13.499 24.684 0.033

W = 13.499+12.052 25.539 = 0.012 (58)

11.152+13.499+12.052 36.711 0.008

11.152

13.499

12

.

052

Lb =

24.684

25.539

36.711

28

(59)

11.165m

13.504m

m

12

.

043

La = Lb + V =

24.670m

25.547m

36.712m

(60)

same as

For LSC, the basic of LSC is such that,

(54)

Y = AX + Z

(61)

(55)

Where Z = R + S

(62)

www.ijsr.net

1991

ISSN (Online): 2319-7064

Impact Factor (2012): 3.358

R and S are

parameters and Y is the observation. The solution of X is

random.

given as,

1

1

X = ( AT Y A) 1 AT Y Y [5, 10]

(63)

system from a series of incomplete and /or noisy

measurements. Suppose we have a noisy linear system that is

defined by the following equations:

X k = AX k 1 + wk 1

(64)

Z k = HX k + v k

(65)

Where X k is estimated state at time k , A is the state

transition matrix, X k 1 is estimated state for preceding time

k 1 , w is process noise at time k 1 , Z k is the

measurement, H is the measurement design matrix and v k

is the measurement noise [3].

Figure 2: Residuals

The computed residuals for each observation were given in

Figure 2. From Figure 2, similar residual values were yielded

all the four models. When the sum of the absolute values of

the residuals was computed for the four models (Figure 3), it

was found that KF yield the least value, while the remaining

three models yielded relatively the same values.

For TLS, it assumes that all the elements of the data are

erroneous. This situation can be stated mathematically as,

b + b = ( A + A) x , rank ( A) = m < n

(66)

where, b is error vector of observations and A is error

matrix of data matrix A . Both errors are assumed

independently and identically distributed with zero mean and

with same variance [9].

Table 2: Adjusted distances

a

1

X 2a

X

a

3

LS

11.165

2

13.504

2

12.042

8

LSC

11.165

2

13.504

2

12.042

8

KF

11.165

0

13.504

2

12.042

5

TLS

11.165

3

13.504

3

12.042

8

KF and TLS. From Table 2 all the results for

X 1a , X 2a and

apart from very slight difference in the results from KF and

TLS.

4. Conclusion

The solutions from the first principles, observation equations

and condition equations for

of the absolute values of the residuals, and therefore yielded

relatively the most accurate result. In summary, recalling

from section 2, some of the primary conditions for LS

adjustment among others are that: (i) the number of field

observations must exceed the number of parameters to be

determined (ii) the number of observation equations formed

must be equal to the number of field observations (iii) the

number of condition equations formed must equal the

difference between the number of observations and the

number of unknown parameters to be determined.

www.ijsr.net

1992

ISSN (Online): 2319-7064

Impact Factor (2012): 3.358

References

[1] O. Okwuashi, Adjustment computation and statistical

methods in surveying, A Manual, in the Department of

Geoinformatics & Surveying, Faculty of Environmental

Studies, University of Uyo, Nigeria, 2014.

[2] C. F. Gauss, Theoria combinationis obsevationum

erroribus minimis obnoxiae, Werke, Vol. 4. Gttingen,

Germany, 1823.

[3] J. Bezrucka, The use of a Kalman filter in geodesy and

navigation, Slovak Journal of Civil Engineering, Vol.

2, pp. 8-15, 2011.

[4] R. E. Kalman, A New Approach to Linear Filtering

and Prediction Problems, Transactions of the ASMEJournal of Basic Engineering, (Series D), Vol. 82, pp.

35-45, 1960.

[5] H. Moritz, Least squares collocation, Reviews of

Geophysics and Space Physics, vol. 16, No. 3, pp 421430, 1978.

[6] G. H. Golub, C. F. V. Loan, An analysis of the total

least squares problem, SIAM Journal of Numerical

Analysis, Vol. 17, p. 883, 1980.

[7] S. V. Huffel, J. Vandewalle, The Total Least Squares

Problem: Computational Aspects and Analysis, 1st Ed.,

SIAM, Philadelphia, 1991.

[8] O. Akyilmaz, Total least squares solution of coordinate

transformation, Survey Review, Vol. 39, p. 68, 2007.

[9] S. Dogan, M. O. Altan, Total least squares registration

of images for change detection, ISPRS Archive Vol.

XXXVIII, Part 4-8-2-W9, Core Spatial Databases

Updating, Maintenance and Services from Theory to

Practice, Haifa, Israel, 2010.

[10] O. O. Ayeni, Statistical adjustment and analysis of

data, A Manual, in the Department of Surveying &

Geoinformatics, Faculty of Engineering, University of

Lagos, Nigeria, 2001.

www.ijsr.net

1993

- Latex Over GraphicUploaded byvinhdizzo6130
- EstimationUploaded byJester Rubite
- Ejemplos del libro Métodos cuantitativos para negociosUploaded byKaren Marian García Ramírez
- Section 3Uploaded byCesily
- LATIHAN 1.rtfUploaded byYosef Harnando
- Regression.pdfUploaded bywolfretonmaths
- probUploaded byAbhijit Sen
- l 0177681Uploaded byInternational Journal of Engineering Inventions (IJEI)
- Servant Leadership (Paper).docxUploaded byMoghees Ali
- accounting-ii final project presentationUploaded byapi-240174031
- An Analytical Study to Determine the Impact of CAD REPO WPI on the Benchmark G Sec of IndiaUploaded byIjbemrJournal
- Werner.nordheim.raffa.(2004)Comparison Sampling ThysanopteraUploaded byLumi Hayden
- V3I403.pdfUploaded byIJCERT PUBLICATIONS
- 07a4 AnsUploaded byPETER
- spssUploaded byRanvier Singh
- Book1 (Autosaved).xlsxUploaded byKenneth Gaitán
- Data2Uploaded byRachmadio Nayub Lazuardi
- Regression ExcelUploaded byPriyal Baid
- Forecasting ProblemUploaded bySamdeesh Singh
- Chap5Uploaded bymadhu2ms
- 21. Hasil Olah Data Lampiran Tekanan DarahUploaded byAprilio Feldie
- Airline Data Prediction With Ln Feb 25Uploaded byKalana Kariyawasam
- SPSS OUTPUTUploaded bysaratkarvivek
- histogram kepemimpinanUploaded bySekar Kinasih
- olah data.docxUploaded bydewa juliana
- DSS- Fuzzy (literature)Uploaded byMeliana Aesy
- 45Uploaded bycasey rim
- sopanUploaded bySophan Hadie
- warm3RUploaded byBrandon Martins
- clinaUploaded byDani Keke

- Leveling TheoryUploaded byKen Lim
- General Knowledge QuizUploaded byKen Lim
- gpsUploaded bycodernemesis
- land use regulationUploaded byKen Lim
- Advanced Surveying SolutionsUploaded byKen Lim
- PhilippinesUploaded byAhimbisibwe Baker
- pidsdps0020Uploaded byChristian Delos Reyes Tagulao
- Photogrammetry Mathematics 080116Uploaded byKen Lim
- Random Error PropagationUploaded byKen Lim
- error propagation LOPOV methodUploaded byasafwan_5
- Surveying BEC102 8 - RouteUploaded byjfejfe
- fasfsafsadffasfasfsafsadfUploaded byKen Lim
- Din 18723Din 18723Din 18723Uploaded byKen Lim
- Math of PhotogrammetryUploaded byKen Lim
- Earth Curvature and Atmospheric Refraction Effects on Radar Signal PropagationUploaded byKen Lim
- GPSUploaded byRene Hz
- find a position using GPSUploaded byKen Lim
- Quantifying Potential Measurement Errors and Uncertainties Associated with Bathymetric Change AnalysisUploaded byKen Lim
- STAR NETSunday - Greenfeld (60)Uploaded byAu Ming Kong
- Basic MeasurementsUploaded bykateborghi
- SurveyingagaergagUploaded byKen Lim
- GPS500 General GuideUploaded byKen Lim
- collimationUploaded byKen Lim
- Lab2 Lecture2 LevelingUploaded byKen Lim
- gis ins integrationUploaded byKen Lim
- Geo Do Sy and Geo Matics Engineering ProgramUploaded byKen Lim
- FM002Uploaded byVikas Nagare
- Basics of Least SquaresUploaded byKen Lim

- Seminar Piled Raft FoundationUploaded bystranger786
- Marketing ResearchUploaded byGoran Djokic
- Creativity in EducationUploaded byElena Paslaru Hubati
- Johnson v Johnson [2000]HCA 48; 201 CLR 488; 174 ALR 655; 74 ALJR 1380 (7 September 2000)Uploaded byJames Johnson
- Bucky Fuller Everything I know Transcript Session 1Uploaded bySolomanTrismosin
- Minior Changes in a ProjectUploaded bytheanuuradha1993gmai
- perks of being a wallflowerUploaded byapi-259692329
- vs1Uploaded byKaushik Sreenivas
- Chapter 7 GravitationUploaded byWendy Tang
- Chapter 11Uploaded bynnrree
- lesson plan curriculumUploaded byapi-313982837
- The Color PurpleUploaded bylaletrada
- DLL_ENGLISH 2_Q1_W2Uploaded byChris Loidz Ganado
- Replacement in Anticipation of Failure.Uploaded bymbapriti
- procrastinationUploaded byapi-327726527
- Great Rewards for Easy actions in islamUploaded byhttp://AbdurRahman.org
- Unlocking HeavenUploaded bybethelmedia
- 38- Cooperative LearningUploaded bySarah Gomez
- chapter4.pdfUploaded byErwin Anshari
- Ingles 4m ProfUploaded byAngela Contreras Jeldres
- [Chris_Horrocks,_Zoran_Jevtic]_Introducing_Foucaul(BookSee.org).pdfUploaded byJeronimo Amaral de Carvalho
- 1477350312 2015 Studies of Religion NotesUploaded byOpal
- EDUCATIONAL TECHNOLOGY I.docxUploaded byLhippzz Bermudez
- ects +fb I curs 3Uploaded byraluca
- Speaking skillUploaded bySahreza Efenda
- Two Quad ChopperUploaded byRumana Ali
- Norgaard R. (Coevolutionary Development Potential)Uploaded byNathalie Ortega
- Cardinal Wyszynski: A PortraitUploaded byrajeevz
- Supplementary Vol II- Research StudiesUploaded byAbhishek Sharma
- 1 MGMT 2110 Kapadia - IntroductionUploaded byYanis Chan