Parameter estimation in 3D affine and similarity transformation:

implementation of variance component estimation

A. R. Amiri-Simkooei

Department of Geomatics Engineering, Faculty of Civil Engineering and Transportation, University of Isfahan,
Hezar-Jarib Avenue, 81746-73441, Isfahan, Iran

Abstract. Three dimensional (3D) coordinate transformations, generally consisting of origin shifts, axes
rotations, scales changes and skew parameters, are widely used in many Geomatics applications. Although in
some geodetic applications simplified transformation models are used based on the assumption of small
transformation parameters, in other fields of applications such parameters are indeed large. The algorithms of
two recent papers on the weighted total least squares (WTLS) problem are used for the 3D coordinate
transformation. The methodology can be applied to the case when the transformation parameters are generally
large of which no approximate values of the parameters are required. Direct linearization of the rotation and
scale parameters is thus not required. The WTLS formulation is employed to take into consideration errors in
both the start and target systems on the estimation of the transformation parameters. Two of the well-known 3D
transformation methods, namely affine (12, 9, and 8 parameters) and similarity (7 and 6 parameters)
transformations, can be handled using the WTLS theory subject to hard constraints. Because the method can be
formulated by the standard least squares theory with constraints, the covariance matrix of the transformation
parameters can directly be provided. The above characteristics of the 3D coordinate transformation are
implemented in the presence of different variance components, which are estimated using the least squares
variance component estimation (LS-VCE). In particular, the estimability of the variance components is
investigated. The efficacy of the proposed formulation is verified on two real data sets.

Keywords. 3D affine and similarity transformation; Weighted total least squares; Functional hard constraints;
Least squares variance component estimation

1. Introduction
Three-dimensional (3D) coordinate transformations are widely used in many geomatics professions including
geodesy, (close-range) photogrammetry, remote sensing, surveying, geospatial information systems (GIS), and
laser scanning applications. A 3D coordinate transformation generally consists of three origin shifts, three axes
rotations, three scales changes and three shear parameters. It is referred to as a 12-parameter affine
transformation. Other affine transformations include only nine and eight parameters. The former is a special
case of the 12-parameter transformation in which the shearing parameters are absent. The latter, in addition,
assumes the same scale factor for the horizontal plane (x and y axes).
One of the frequently used 3D transformations in many geodetic applications is the conformal
transformation in which the scale factor is the same in all directions, known also as the similarity
transformation, Helmert transformation, or 7-parameter transformation. The 3D similarity transformation
preserves the shape because the angles do not change, but the distances within the shape along with the positions
of the points do change on the transformation. It is composed of seven parameters: three translations, three
rotations, and one scale. An orthogonal (or rigid) transformation is a special case of the similarity transformation
in which the scale factor is unity. In this case both the angles and the distances within the network will not
change, but the positions of the points will do change.
A few geodetic and computer applications of the 3D coordinates transformations are itemized as follows:
 In geodesy, 3D similarity transformations are widely used to convert coordinates from a reference frame to
another coordinate system (Bomford, 1971; Teunissen, 1985a, 1985b; Vanicek and Krakiwsky, 1986;
Leick, 2004).
 In photogrammetry, 3D transformations are used in the interior and exterior orientation of aerial
photographs (Mikhail et al., 2001). The rotation angles are generally large requiring a nonlinear system of
equations to be solved.
 In geodetic surveying applications, 3D similarity transformation is used in the deformation analysis (Acar,
2006). Also, 3D coordinates transformation between national GPS networks and the conventional terrestrial
networks has been an important issue for the last two decades (see Kutoglu et al., 2006; Fayad, 1996;
Andrei, 2006).

1
 In GIS, 3D coordinate transformation and calibration are used for various sensors such as LiDAR,
photogrammetry, GPS and IMU (De Agostino et al., 2012). Also, the relative orientation parameters are
used in the georeferencing process for the transformation of the 2D image coordinates into the 3D object
coordinates (El-Sheimy, 1996).
 In remote sensing and image processing, a kind of affine transformation is used to transform 3D object
space to 2D image space for sensor orientation of high-resolution satellite imagery (Fraser and Yamakawa,
2003).
 In laser scanning applications, 3D transformation is used to externally calibrate a 3D laser scanner with an
omni-directional camera system (Pandey et al. 2010; Park and Chung 2013).
 In computer vision and robotic navigation, 3D transformations have been widely applied to 3D analysis of
hierarchical motion models in different fields of applications—stereo vision and range finders for example
(Kanatani and Matsunaga, 2013),
There is research ongoing dealing with 3D coordinate transformation. When the transformation parameters
are large, the preceding references may deal with a nonlinear system of observation equations. A drawback is
then to solve a severely nonlinear system of which appropriate initial values of unknowns are required. This
however can be overcome if the system of equations is reformulated in a linear form, but instead, some
constraints are introduced into the observation equations. The idea of using these constraints to the
transformation problem has already been proposed by Deakin (1998); Felus and Burtch (2009); Grafarend and
Awange (2003); Kanatani and Matsunaga (2013). They treat to use these constraints in an implicit form for a
simplified transformation formulation.
The total least squares (TLS) problem originates from the work of Golub and van Loan (1980) in which
they introduced the errors-in-variables (EIV) models. Since then, various algorithms for WTLS have been
proposed in the literature on mathematical statistics. In geodetic literature, Teunissen (1988a) derived a closed-
form solution for the 2D similarity transformation parameters in an EIV model. Later, many other researchers
contributed to the formulation of the WTLS in general and 2D and 3D transformation problems in particular.
We may at least refer to Grafarend and Awange (2003); Acar (2006); Akyilmaz (2007); Schaffrin and Felus
(2008); Felus and Burtch (2009); Tong et al. (2011, 2015); Xu et al. (2012); Zhang et al. (2016); Amiri-
Simkooei and Jazaeri (2012); Amiri-Simkooei et al. (2016); Zhou et al. (2016); Xu and Liu (2014); Fang (2011,
2013, 2014a, 2014b, 2015); Fang and Wu (2016); Fang et al. (2017).
In case the rotation angles are small and the scale parameters are close to unity for the two 3D coordinate
systems, the functional model has a linear form. The transformation parameters can then easily be solved. In
cases where the transformation parameters are large—3D laser scanning applications for instance—the
transformation model is nonlinear. Such a model is to be solved through an iterative procedure for which
appropriate initial values are required. This contribution presents an algorithm of which the initial values of the
transformation parameters are not required. The algorithm considers the 3D affine and similarity transformation
problem as a linear problem. Three issues need to be considered for this problem. 1) There are a few hard
constraints required to be imposed to the transformation problem. 2) We may take into account the uncertainties
in both the start and target coordinate systems. 3) Further, possible variance components of the start and target
systems are to be estimated. All these require the problem to be solved by the weighted total least squares
(WTLS) theory subject to hard constraints (Amiri-Simkooei, 2017), and its application to least squares variance
component estimation (Amiri-Simkooei, 2013).
This paper is organized as follows. Section 2 reviews a general solution to the WTLS problem subject to
linear(ized) constraints. Section 3 presents different 3D coordinate transformations models, and the ways they
are formulated in an EIV model with hard constraints. In Sect. 4, we present an algorithm to estimate different
variance components in the 3D coordinate transformations models. Particular attention is paid to the estimability
analysis of the variance components. Applications of the above algorithms are presented in Sect. 5. Two data
sets are used to verify the efficacy of the proposed method. We draw a few conclusions in Sect. 6.

2. Weighted total least squares with constraints

Consider the linear model in which, in addition to the observation vector, the elements of the coefficient matrix
are also perturbed by random errors. In this case, the usual Gauss-Markov model is replaced by the following
EIV model:
(1)
with its stochastic properties characterized by

(2)

2
where is the -vector of the error of observations, is the coefficient matrix, is the random
error of the coefficient matrix , is the -vector of unknown parameters, and
are the corresponding symmetric and non-negative dispersion matrices of size and for the
vector of observation and coefficient matrix, respectively. The symbol ' ' denotes the operator that converts a
matrix to a column vector by stacking the columns, one column underneath the other. In both expressions, is
the (un)known variance factor of the unit weight. For the sake of brevity, without loss of the generality, the
variance factor is assumed to be .
Equations (1) and (2) are the standard formulation of an EIV model. For the weighted total least
squares (WTLS) problem with constraints, (1) is, in addition, subject to a few linear(ized) hard constraints as
(3)
where c is a known constant vector, is a known matrix and is the number of constraints. The WTLS
problem with constraints seeks to solve the following optimization problem:
(4)
subject to: and (5)
where is an arbitrary reflexive generalized inverses of (see Teunissen 1985b). We thus assume that the
covariance matrix is generally rank deficient. In an EIV model, this is often the case because of the constant
and/or duplicated entries in the design matrix and hence in the . This however is not usually the case
for , for which a regular inverse is used. If one uses a reflexive generalized inverse, of which the pseudo-
inverse is a special case (see Teunissen 1985b), one can show that the solution of (4) is invariant for the
arbitrary choice of the reflexive generalized inverse used. For further information we may refer to Amiri-
Simkooei (2017).
The least squares estimate of the above problem is sought through the minimization of the following
objective function for which we present a brief derivation

(6)

where and are respectively m-vector and k-vector of unknown Lagrange multipliers and is an identity
matrix of size m. The first partial derivatives of (6) with respect to the vectors follow,
respectively
(7)

(8)
(9)
(10)
(11)
The above equations can be used to obtain the unknown vectors. After a few simple mathematical operations, it
follows that and , which is reformulated to
(12)
where
(13)
is the total residuals of the EIV model and the operator ivec reconstructs an mn-vector to an matrix.
Having substituted and of the above equations into (9) yield the Lagrange multiplier as
(14)
where
(15)
The last two equations of the partial derivatives gives and . Substitution of , from (14) into (11), gives
, which can be worked out as , where
and with and . This will then give
(16)
Substitution of the preceding equation into (10) yields , or
(17)
which, with (16), provides
(18)

3
Because the EIV model was formulated by the standard least squares theory, the covariance matrix of the
constrained WTLS solution is approximated as
(19)
where
(20)
is an orthogonal projector (see Teunissen, 2004). This approximation is due to the intrinsic nonlinearity of the
WTLS problem in general and due to the (linearized) constraints in particular. The above formulations in (18)
and (19) indicate that the standard least squares theory with hard constraints, proposed by Teunissen (2004), can
also be applied to the EIV model with constraints.
In a similar manner, the variance factor of unit weight is estimated as

where is the total least squares residuals.

In order to implement the above formulae, one can start with an initial guess for the unknown parameters as
—a usual least squares solution without the constraints. Based on the approximate ,
and can be computed using (15) and (12), respectively. We then update and ,
where and . Equation (18) is then used to obtain a new update for the unknown vector
. The new is used to perform a new iteration. The procedure stops when the estimated does not change by
further iterations.

3. 3D affine and similarity transformations

A three dimensional (3D) coordinate transformation generally consists of three origin shifts, three axes
rotations, three scales changes and three shear parameters. It is referred to as a 12-parameter affine
transformation. Its general formulation is of the form
(22)
where is the 3D Cartesian coordinates in the start system, is its corresponding components in the target
system, denotes the three translations parameters between the two systems (origin shifts)

, (23)

Also is the product of three matrices in which the matrix denotes the total rotation matrix
, (24)
which is the product of three individual rotation matrices as

(25)

and

(26)

and

(27)

with , , and , the rotation angles around the x, y, and z axes, respectively. Equation (24) simplifies to

(28)

with the constraints and it thus has three independent unknown

parameters , , and . Matrix is of the form

, (29)

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denoting three scale parameters along the x, y, and z axes. Matrix S is of the form

(30)

denoting three skew (affinity or non-perpendicularity) parameters of the 3D coordinate system. The nine
parameters of the product of the three matrices, i.e. , can be reparameterized, as an equivalent linear
formulation, into

(31)

Equation (22) for the ith point is written as

(32)

with . The preceding equations can be reformulated in a matrix notation as

(33)

with and
(34)
is the vector of unknown parameters. Because both of the coordinates and can be contaminated by random
errors, one may rewrite (33) as an EIV model
(35)
When the covariance matrices and are known, (18) without the constraints, i.e. , can be used in an
iterative form to solve for the unknown parameters . This is in fact the usual solution for the problem when all
elements of the vector are unknown (12-parameter affine transformation). But, if some of the elements of
are known a-priori, one may correspondingly reduce the number of unknowns. Alternatively, one may also
introduce a few hard constraints to the problem. We thus introduce the following constraints and explain how
they are related to the solution of different 3D transformation problems.

(36)

The above constraints are basically referred to the case where a 6-parameter transformation problem, i.e. 3
rotations and 3 translations parameters, called also rigid or orthogonal transformation, is involved. In this case
is a rotation matrix, which satisfies and . The above six constraints
in (36) are in fact an identical formulation (but with different appearance) of this formula. To obtain a proper
rotation matrix one has also to take into account the constraint to the formulation. It is because a
general orthogonal matrix can also have a determinant of −1 (instead of +1). This situation in fact combines
rotations and reflections (which invert orientation). Therefore to take the constraint into
consideration, one may check the determinant of , and if , just invert the sign of (i.e.
).
The idea of using the above constraints to the transformation problem has already been proposed by
different authors (see, e.g. Deakin, 1998; Felus and Burtch, 2009; Grafarend and Awange, (2003); Kanatani and
Matsunaga, 2013). They treat to use these constraints in an implicit form for some simplified transformation
formulations. For more general cases, however, one requires to use the constraints in their explicit form (a
procedure we follow). It includes cases where there exist errors in both the start and target systems, possibly
when the covariance matrices are not identity, or when one requires to estimate variance components in the
stochastic model. Using the constraints in an explicit form can also be very convenient, for example, when
developing a software program. Because it allows one to simply formulate the two well-known 3D
transformation methods, namely affine (12, 9, and 8 parameters) and similarity (7 and 6 parameters), by using a
few number of appropriate constraints (see later on).

5
 We propose to use five cases regarding the constraints introduced in (36). The cases are summarized in
Table 1. Further explanation goes as follows.
Case 1: For the 12-parameter affine transformation no constraint is required. Therefore, (18) is to be used
without the constraints, i.e. .
Case 2: When the skew parameters are zeros, i.e. , it follows that the number of
parameters reduces to 9 (9-parameter affine transformation). This corresponds to the original 12 parameters with
three hard constraints. To see these constraints, it follows from (22), with , that

(37)

Due to the orthonormality of the columns (rows) of R, the columns (and not rows) of U should be orthogonal.
This corresponds to the constraints [1-2-3] in (36).
Case 3: If we further assume that the scales along the x and y axes are equal (e.g. one scale parameter for the
horizontal axes and one for the vertical axis), it follows that . This is referred to as the 8-parameter
affine transformation. The norms of the first and second columns are to be equal in this case. This will introduce
an extra constraint, namely the fourth constraint in (36). Therefore the total number of constraints is four, i.e. [1-
2-3-4].
Case 4: Consider that the three scales are equal, i.e. . This is referred to as the 7-parameter
similarity transformation, also called Helmert transformation. This will further introduce the fifth constraint of
(36) to the formulation. The corresponding constraints are then [1-2-3-4-5] in this case.
Case 5: When the three scales are equal to the unity, i.e. , we may refer to as the 6-parameter
similarity transformation, which is also known as orthogonal or rigid transformation. This will further introduce
the sixth constraint of (36) to the formulation. All of the six constraints in (36) are then to be used.
A first step in the formulation of the problem is the linearization of the constraints. To incorporate the
constraints of (36) to the final solution of the affine/similarity transformation, one has to linearize the
constraints. The constraints are in fact of quadratic and bilinear forms and hence they are considered to be well-
behaved constraints. The constraints in (36) can be linearized using the Taylor series expansion to ,
where

(38)

and

(39)

where denotes the initial value for the unknown parameter . Depending on the type of the transformation
used (see Table 1), some of the rows of and in (38) and (39) can be used in (18) and (19).
Fang (2015) studied the constrained WTLS in general and the coordinate transformation in particular.
He also treated the constraints in an explicit form for the coordinate transformation. Although he fails to
highlight, his method can also be used when the transformation parameters are generally large for which no
approximate values of the transformation parameters are needed. This contribution differs from the Fang’s paper
in the following two aspects: 1) Fang (2015) formulates the WTLS problem with arbitrary constraints using the
Newton method. The methodology requires the Hessian matrices (second order derivatives) of the objective
function and of the constraints. Our methodology is however based on the well-known Gauss-Newton method
for which only the first order derivatives of the objective function and constraints are required. In fact, we have
formulated the WTLS problem with constraints using the available standard least squares theory with
constraints. For further information, we may refer to Teunissen (1990, 2004). 2) Fang (2015) considered known

6
covariance matrices. We aim at estimating possible variance components in 3D coordinate transformation. In
particular, the estimability analysis of the variance components is also highlighted (see the next section).

4. Least-squares variance component estimation (LS-VCE)

In many geodetic data processing applications, knowledge on an appropriate covariance matrix of observables is
a prerequisite for optimal estimation of unknown parameters and hypothesis testing. In many practical
applications, the unknown variance components are to be estimated to properly weigh the contribution of
different observation types to the final estimates. This also holds for the 3D coordinate transformation. The least
squares variance component (LS-VCE), originally developed by Teunissen (1988b), is adopted to estimate
variance components in an EIV model in general and in a 3D coordinate transformation in particular.

4.1 Application of LS-VCE to an EIV model with constraints

We now consider the problem of variance component estimation in the 3D affine/similarity transformation. The
most recent work on 3D coordinate transformation is presented by Fang (2015). This work, although is the state-
of-the-art on the issue of transformation, does not consider estimation of variance components. For the
application of LS-VCE to an EIV model, the methodology proposed by Amiri-Simkooei (2013) is closely
followed. This method is generalized to an EIV model in the presence of hard constraints.
Consider the model of observation equations in an EIV model of (1) and subject to the hard linear(ized)
constraints of (3). We may rewrite in the form of , which
follows that the cofactor matrices are indeed of the form
(40)
The least squares estimates for the p-vector of unknown variance components are obtained as (Teunissen and
Amiri-Simkooei, 2008)
(41)
where the entries of the matrix and the -vector are
(42)
and
(43)
where and is the total least squares residuals. In the preceding equations, the
matrix is an orthogonal projector given as (Teunissen, 2004)
(44)
which, with , can be reformulated as
(45)
The term in the preceding equation is an orthogonal projector for which an
equivalent expression is of the form (see Teunissen, 2004)
(46)
which with (45) gives
(47)
The above formulation is thus a variant of LS-VCE when there exist hard constraints on the parameters in the
functional model.
We note that the inverse of the normal matrix automatically approximates the covariance matrix of
the variance components, i.e., .
4.2 Implementation of LS-VCE to 3D coordinate transformation
Having available all of the matrices involved, we may now apply LS-VCE to the 3D coordinate transformation.
An iterative algorithm is used for applying LS-VCE to the EIV model with hard constraints (Fig. 1). Two
iterative loops are required to apply this algorithm; an internal loop for the WTLS adjustment with constraints
and an external loop for the variance component estimation. We note that (some of) the cofactor matrices
are to be modified through the iterations.

4.3 Estimability of variance components

7
Estimability of variance components is a crucial issue in a Gauss-Markov model in general and in an EIV model
in particular. In a general Gauss-Markov model, Xu et al.(2007) and Amiri-Simkooei (2007) show that the
maximum number of estimable variance components is , where is the redundancy of the
functional model. In real applications, however, the total number of estimable variances is rather limited. For
example, Amiri-Simkooei et al. (2009) and Li (2016) show the stochastic model of the variance components can
be rank deficient or ill-posed for a GPS geometry-free observation model.
The singularity and ill-posedness problems of the stochastic model can also occur in an EIV model when
estimating different variance components. This issue has been elaborated by Xu and Liu (2014). They showed
that, when dealing with identity cofactor matrices for the columns of the design matrix, the variance component
model is strictly rank deficient. They also show that for the diagonal cofactor matrices, the stochastic model
becomes severely ill-posed. Our observations also verify these findings.
The structure of the stochastic model has an important impact on the estimability of the variance
components. We thus should take good care of the problem when estimating variance components in an EIV
model. This could be achieved by a proper selection of the cofactor matrices . As also verified by
Xu and Liu (2014), we may not introduce too many unknown variances in an EIV stochastic model. For our
application of the 3D coordinate transformation, we use a simple stochastic model of which only two or three
variance components are assumed to be unknown. For the two variances case, we take one variance component
for the start and one component for the target system. When assuming three variances, we may assume an
individual variance component for each of the coordinate components. Further explanation goes in the following
two cases:
Case 1. When , (i.e. ), and , (i.e. ), we may estimate two
variance components; one for the observable vector and one for the observables in the design matrix . This
corresponds to the estimation of two variance components, i.e. in the target system and in the
start system. The first example uses this strategy to estimate the two variance components (see Sect. 5.2, the first
application).
A necessary condition for the variance components to be estimable is that the be
sufficiently linearly independent. When estimating two variance components, one for the observable vector
and one for the observables in the design matrix , we may assume that the cofactor matrix in the target system
is (when ). Also it is not difficult to show that
(when ), where is the cofactor matrix of the functionally independent observables in the start system.
Let us assume that , which follows and . When the skew
parameters are close to zeros and the scale parameters are nearly identical, it follows that . This
indicates that the two cofactor matrices are in fact nearly linearly dependent, which makes the variance
components to be poorly estimable. Therefore a necessary condition for the unknown variance components to be
precisely estimable is that the matrices and be sufficiently linearly independent. Similar conclusions were
also drawn by Xu and Liu (2014) when diagonal cofactor matrices were used in their formulation.
There are a number of remedies that can be used to handle the ill-posedness and singularity of the stochastic
model:
1. One may further simplify the stochastic model. This can be achieved by using less number of variance
components or by introducing some prior information to the stochastic model—by means of a few
constraints for instance. For further information, we may refer to Amiri-Simkooei et al. (2009).
2. We may use some regularization techniques such as Tikhonov regularization to the stochastic model.
Research is ongoing to handle an ill-posed problem using a regularized normal matrix. We may refer to
Koch and Kusche (2002) and Xu et al. (2006).
3. When the stochastic model is ill-posed, we may also encounter the problem of negative variances. One thus
may use a non-negative variant of LS-VCE to handle such a problem (see Amiri-Simkooei, 2016).

Case 2. In this case, we may estimate one variance component for each of the three coordinate components. For
this purpose, one just needs to introduce the corresponding three cofactor matrices as:
, , and and
estimate the three variance components , and of the three coordinates components.
For further information on the structure of the cofactor matrices, we refer to Sect. 5.3 on the second application
of the 3D coordinate transformation. Our observations show that Case 2 provides more stable results than those
of the Case 1. It is because the above cofactor matrices , and are sufficiently linear independent; a
necessary condition for the stochastic model to be regular. This however does not hold for Case 1 because the
cofactor matrices and are nearly linearly dependent.

8
5. Numerical results and discussions
The results of two 3D coordinate transformations using two real data sets are presented in this section. The first
subsection provides the structure of in the 3D coordinate transformation, while the subsequent subsections
provide the results of the two applications.
5.1 Structure of in 3D transformation
Having available the structure introduced in (33) follows that the , for k points observed in the start and
target systems, is of the form

(48)

where , , , ,
, , , , , and ,
with an identity matrix of size k, is a 3-vector of zeros and a canonical unit
vector having a one at the ith position and zeros elsewhere. Application of the error propagation law to (48) gives

(49)

Therefore, a proper application of the error propagation law constructs regardless of whether the original
variables are fully correlated or not, i.e. whether is fully populated or it is a diagonal matrix.

5.2 Application to data set with non-diagonal matrices

We now consider an application of which the matrix is not diagonal. The data set comes from Acar (2006) on
the 3D transformation. One may intuitively expect, by visual inspection and comparing the coordinates of the
points in both systems, that the shift parameters to be small. This is not however the case based on the results of
Acar et al. (2006). We aim in the present contribution at estimating two variance components, one in the start
system and one in the target system.
Table 2 presents the five data points observed in the start and target 3D coordinate systems. The
cofactor matrices of individual points in the start and target systems are given in Table 3. Therefore, one has
and , where
blkdiag is the block diagonal operator. The cofactor matrices are: and
, where is expressed in (49). If and are the two unknown variance factors in the target and start
systems, respectively, one has . The 7-parameter similarity transformation with 5 constraints
in Table 1 is applied to this data set.
The algorithm in Fig. 1 with the thresholds and is used to estimate the two
variance factors iteratively. The initial values of the variance factors are and . The condition
number of the normal matrix in (41) is . This indicates that the system of equations of the
variance component model is well-conditioned and hence the two variance components can likely be stably

9
estimated. Figure 2 shows the two variance factors and at each iteration steps. The external loop of the
algorithm converges after 15 iterations. The estimated variance factors of the last iteration are
and . These with the given cofactor matrices and indicate that the estimated
precision of the GPS coordinate components are at the centimeter level. The result for the simplest case of the
variance factor of the unit weight is also considered to be as , which seems to
be a kind of average value of the estimated individual variance factors and .
The estimated transformation parameters using the algorithm of this contribution are presented in Table
4. It includes the results for the simplest case of the only variance factor of the unit weight and those for the two
variance factors and .
5.3 Application to global and local datum
One of the applications of the 3D coordinate transformation is the transformation between a global reference
coordinate frame and some national or local datum. We use a data set from Andrei (2006) where the coordinates
of 20 points were available in a geocentric coordinate system SWEREF 93, the Swedish realization of
EUREF89, and a local reference coordinate system, which is a mixture of the Swedish triangulation network
RT90 and the 2nd Swedish precise leveling network RH70. The data are presented in Table 5. The 7-parameter
similarity transformation with 5 constraints in Table 1 is applied to this data set.
Similar to the previous application, we first aim at estimating the two variance components and
in the target and start systems, respectively. For this purpose, the cofactor matrices are considered to be identity
matrices as and . The initial values of the variances were set to and . The condition
number of the normal matrix in (41) is , indicating that the normal matrix is nearly rank
deficient. This also indicates that the variance component model is ill-conditioned and hence the results of the
two variance components are likely unstable. This is indeed the case because the estimated variances are highly
correlated and hence a negative variance component is obtained: and .
There could be different methods to handle a (nearly) rank defect system. We may use the non-negative LS-
VCE (Amiri-Simkooei, 2016) to estimate non-negative variances as and .
An alternative is to estimate only the variance of the unit weight using (21), which gives
, yielding indeed . We may also note, for the previous case, that and
, which also makes sense. These results are closely related to the theories of generalized inverses and S-
transformation for which we may refer to Teunissen (1985b) and Baarda (1968).
For this application, we now define three cofactor matrices ,
, and and estimate the three variance
components , and of the three coordinates components. In the preceding equations
is obtained from (49) where is replaced by . This holds also for and
where is replaced by and , respectively. The
variance components , , and of individual coordinate components are to be estimated using the
algorithm in Fig. 1, with the thresholds and . The initial values of the three variance
components are set to unity. The condition number of the normal matrix in (41) is . This
indicates that the system of equations of the variance component model is well-conditioned and hence the three
variance components can likely be regularly estimated.
Figure 3 shows the estimated three variance components at each iteration steps. The external loop of
the algorithm converges after 9 iterations. The estimated variance components of the last iteration are
, and . The result for the simplest case of
the variance factor of the unit weight is also considered to be as . For the above two
cases, the estimated transformation parameters using the algorithm in Fig. 1 are also presented in Table 6.
6 Conclusions
In this contribution we presented the formulation of the three dimensional (3D) coordinate transformations.
Such parameters are generally characterized as 3 origin shifts, 3 axes rotations, 3 scales changes and 3 skew
parameters. We investigated the estimation of the 3D coordinate transformation parameters, when these
parameters are generally large for which no approximate values of the parameters are required. Using the
available WTLS theory with constraints we may take into consideration possible errors in both the start and
target systems when estimating the transformation parameters. In addition, the formulation allows one to
estimate different variance components in the 3D coordinate transformation. Two of the well-known 3D
transformation methods, namely affine (12, 9, and 8 parameters) and similarity (7 and 6 parameters)
transformations can simply be handled using the WTLS theory subject to hard constraints. Because the method
is based on the WTLS problem with constraints, the covariance matrix of the transformation parameters can
directly be provided. The efficacy of the proposed formulation was verified on two real data sets.

11
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 Table 1 Parameters for affine (cases 1-3) and similarity (cases 4 and 5) transformations along with number of
affinity and constraints of each case
Parameters
Total Total CASE
Translation Rotation Scales Skew No. of Constraints
Pars. Affinity
Type
12 3 3 3 3 5 0 =[] 1
Affine 9 3 3 3 0 2 3 = [1, 2, 3] 2
8 3 3 2 0 1 4 = [1, 2, 3, 4] 3
7 3 3 1 0 0 5 = [1, 2, 3, 4, 5] 4
Similarity
6 3 3 0 0 0 6 = [1, 2, 3, 4, 5, 6] 5

Table 2 Three dimensional coordinates of five points in start and target systems near Istanbul in October 1997
and March 1998 (Acar et al. 2006)
Point ID
3 185 2796 2996 5005
System
x 4233187.8344 4233190.6059 4233429.1004 4233259.8205 4233770.4580
Start y 2308228.6785 2308518.3249 2307875.2240 2307712.3025 2308340.5240
z 4161469.1229 4161336.2582 4161292.4034 4161553.4880 4160740.3286
x 4233187.8612 4233190.6124 4233429.1008 4233259.8309 4233770.4534
Target y 2308228.7042 2308518.3166 2307875.2239 2307712.2990 2308340.5219
z 4161469.1383 4161336.2682 4161292.4029 4161553.5007 4160740.3181

Table 3 Covariance matrices of three dimensional coordinates of five points in start and target systems near
Istanbul in October 1997 and March 1998 (Acar et al. 2006)
Point ID
3 185 2796 2996 5005
System

Start

Target

Table 4 Transformation parameters for data sets given in Tables 2 and 3. Using two estimated variances
(column 2), using variance factor of unit weight (column 3).
Parameter Value Value
(m) -275.3413 -274.6708
(m) 100.8541 100.2332
(m) 141.1191 140.7879
(arcsec) -0.070 -0.089
(arcsec) 8.565 8.539
(arcsec) -5.940 -5.929
(ppm) 8.523 8.522

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Table 5 Geocentric rectangular coordinates of twenty common points in system 1 (SWEREF No. 93) and
system 2 (RT90/RH70) as reported by Andrei (2006).

System 1 System 2
Point
No X Y Z X Y Z
1 2441775.419 799268.100 5818729.162 2441276.712 799286.666 5818162.025
2 3464655.838 845749.989 5270271.528 3464161.275 845805.461 5269712.429
3 3309991.828 828932.118 5370882.280 3309496.800 828981.942 5370322.060
4 3160763.338 759160.187 5469345.504 3160269.913 759204.574 5468784.081
5 2248123.493 865686.595 5886425.596 2247621.426 865698.413 5885856.498
6 3022573.157 802945.690 5540683.951 3022077.340 802985.055 5540121.276
7 3104219.427 998384.028 5463290.505 3103716.966 998426.412 5462727.814
8 2998189.685 931451.634 5533398.462 2997689.029 931490.201 5532835.154
9 3199093.294 932231.327 5420322.483 3198593.776 932277.179 5419760.966
10 3370658.823 711876.990 5349786.786 3370168.626 711928.884 5349227.574
11 3341340.173 957912.343 5330003.236 3340840.578 957963.383 5329442.724
12 2534031.166 975174.455 5752078.309 2533526.497 975196.347 5751510.935
13 2838909.903 903822.098 5620660.184 2838409.359 903854.897 5620095.593
14 2902495.079 761455.843 5609859.672 2902000.172 761490.908 5609296.343
15 2682407.890 950395.934 5688993.082 2681904.794 950423.098 5688426.909
16 2620258.868 779138.041 5743799.267 2619761.810 779162.964 5743233.630
17 3246470.535 1077900.355 5365277.896 3245966.134 1077947.976 5364716.214
18 3249408.275 692757.965 5426396.948 3248918.041 692805.543 5425836.841
19 2763885.496 733247.387 5682653.347 2763390.878 733277.458 5682089.111
20 2368885.005 994492.233 5818478.154 2368378.937 994508.273 5817909.286

Table 6 Transformation parameters for data set given in Tables 5. Using three estimated variances (column 2),
using variance factor of unit weight (column 3).
Parameter Value Value
(m) 419.559 419.577
(m) 99.409 99.227
(m) 591.425 591.452
(arcsec) 0.855 0.850
(arcsec) 1.814 1.814
(arcsec) -7.857 -7.854
(ppm) 1.0226 1.0236

14
Fig. 1 Schematic algorithm for LS-VCE applied to an EIV model in 3D coordinate transformation

Fig. 2 Estimates of two variance components and of 3D coordinate transformation over different
iteration steps applied to data sets in Tables 2 and 3

15
Fig. 3 Estimates of three variance components , and of 3D coordinate transformation over different
iteration steps applied to data set in Table 5

16