11.lecture110208 GGE2012 Errors Byahn 2pages

GGE2012 Advanced Surveying (Course Note)
Errors of Measurement
© Yong-Won Ahn / University
of New Brunswick, Canada
y.ahn@unb.ca
1/00 © Yong-Won Ahn • Department of Geodesy and Geomatics Engineering • University of New Brunswick
Objectives (Today)
Random Errors
Gaussian Distribution
Reliability of Measurements
Measures of Precision
1
Surveying Errors
• No measurement is exact
• Every measurement contains errors
• the true value of a measurement is “never” known
• the exact error p
present is “always”
y unknown
¾ Sources of Errors: Instrument, environment, and

operators
e.g.)
-- instruments: imprecision and calibration
-- environment: refraction of the earth, wind, temperature, etc.
-- people: observation habit, judgement
¾ Types of Errors: Gross, Random, and Systematic

Errors
¾ Gross Errors (blunders)
-- “not” errors, rather call them as mistakes
-- eliminate by checking, re-measuring, and using right field
p
procedures
¾ Systematic Errors
-- consistent signs and magnitude, or obey certain rules
-- calibrate instruments, applying corrections
¾ Random
R d Errors
E
-- have random sign and small in nature
-- take more measurements, improve techniques
2
¾ Characteristics of Random Errors
-- small errors occur more often than larger ones
-- positive and negative errors happen with the same frequency
-- errors are normally within certain limit
¾ Some Statistics of Random Errors

-- most probable mean: Σn x
x = i =1 i
n
-- residuals: vi = x − xi
Σin=1 ( x − xi )
2
-- standard deviations:
s =σ =
n −1
-- standard error of the mean: s = s / n
¾ Understanding the Meaning of the Residual Errors
-- For given observations: L = ( l1 , l2 , l3 , l4 , , ln )
-- the arithmetic mean: x = Σin=1li / n
-- compute residuals: vi = x − li
: residuals represents the degree of closeness of the repeated
measurements of the same quantity to each other. Therefore, the
residual values itself can be used in expressing the precision of x
Ex1) Two observers A and B measured the same angle φ . Errors
on each measurements are in the table shown.
P A B
Q φ1 +2”
+2 +5”
+5
φ2 -1” -3”
φ3 +1” +2”
φ4 0 -3”
φ φ5 -2” -4”
O φ6 +3”
3
¾ Probability Distribution Histogram (PDH)
-- Assuming that all measurements are free of gross errors and

corrected for all systematic errors.
1) calculate the estimated RF
parameters: xˆ = x = Σi =1 xi
n
n
2) calculate the residuals for each
observations: vi = xˆ − xi
3) calculate the range of the
residuals: vmax − vmin fj
4) divide the range into k equal

intervals Δ j ( j = 1, 2,3, , k ) Δj
-v +v
5) calculate the relative nj
frequency for each interval f j = Range
n⋅Δ j
n j : the number of residuals that fall within the boundaries of Δ j
¾ Probability Distribution Function (PDF)
-- Commonly accepted model by Gauss (Gauss or Normal PDF)
h 2 2
G (ε ) = e− h ε , e ≈ 2.71828
2 71828
π
Johann Carl Friedrich Gauss (1777–1855),

painted by Christian Albrecht Jensen
: h is the only parameter that completely describes the shape of the Gauss PDF
4
h
-- when ε is zero: G (0) =
π
-- h is usually called “precision index”. So, precision is
proportional to h (amplitude)
-- since the area
∞
of the curve equals 1 (from the property of
Gauss PDF,
−∞ ∫
G (ε )d ε = 1 ), so the higher the PDF (larger the h), the
narrower the curve must become, i.e., less range (more precise)
-- more general sense in the theory of errors of observations and
least square adjustment, the distribution can be written like this
(same as before):
1
h= , ε = x−x
σx π
-- x = μ : mean of the distribution

-- σ x2 : variance of distribution
-- x : a continuous variable −∞ ≤ x ≤ ∞
( x − x )2
f ( x) =
1
e
−
2σ x2 or X ∼ N μ , σ x2( )
σ x 2π
5
¾ Bean Machine, Galton Box, ?????
(from Boston Science Museum)
Movie Clip
(from Boston Science Museum)
6
EX2) (Kavanagh, 2006)
EX3) (Kavanagh, 2006)
1. Mean (most probable value)

: 3994.612/15 = 266.3075m
2. Standard
d d error (SE)
( )
: Σv 2 /(n − 1) = 0.0003565 /14 = 0.0050m
3. Standard error of the mean

: SE/ n = 0.0050 / 15 = 0.0013m
4. Probable Error (50 percent error)

: 0.6745*SE = 0.0034m
5. 90% of Error
5
: 1.6449*SE = 0.0082m
6. 95% of Error
: 1.9599*SE = 0.0098m
7
¾ Reliability of Measurements
-- Recall that the true value (t) of certain unknown quantity can
“never” be obtained. However, the estimate x̂ can be determined.
However,, this x̂ will be affected by y the random errors. Therefore,,
we need a certain measure of the existing the random errors to
describe its “goodness”, “reliability”, and “repeatibility”.
-- This measure should help in “accepting” or “rejecting” certain

observations depending on the desired precision. Two terms are
commonly used to describe the reliability of measurements.
Precision
Accuracy
ENGO361, Lecture
¾ Precision Note in Calgary
-- the degree of closeness of repeated measurements of the

same quantity to each other. Precision is affected only by
random errors.
(A) (B)
-- We don’t know the truth value in this case.

8
¾ Accuracy
-- the degree of closeness of repeated measurements to the
true value. Accuracy is affected by both random errors and
systematic errors.
true
(?)
-- We know the truth value in this case.

ENGO361, Lecture
Ex) Precision and Accuracy Note in Calgary
-- Precision: Internal Reliability

-- Accuracy: External Reliability
(in the absence of the systematic errors, both precision and
accuracy are the same)
true
(A) (B) (C) (D)
-- How to quantify the precision?

9
¾ Measure of Precision
1) Average Error
2) Probable Error
3) Standard Deviation
9 Average Error
: Arithmetic mean of the absolute value of errors
9 Probable Error
: 50% of error (the limits under the curve is half of the
total area). Those limits are ±0.6745 ⋅ σ
9 Standard Deviation ( σ )
: defined as the square root of the arithmetic mean of the sum of
the square of the errors
: square of the standard deviation ( σ 2 ) is known as the
“variance” or “mean square error”. So, σ is sometimes
referred to as the root mean square error (RMSE)
Random Sample
t = unknown t = known (RMSE)

1 n 2 1 n 2
σ2 = Σi =1vi σ2 = Σi =1ε i
n −1 n
t= true value, vi = residuals, ε i = true errors, n-1 = degree of freedom, or redundancy
(redundancy=n-u, where n is number of observations, u is unknowns)
10
: Unlike the precious two measures of precision, σ has the more
distinguished properties.
(?)
: has geometric interpretation related to the PDF.

: also has a physical interpretation related to the PDF.
PDF
P ( −σ ≤ ε ≤ +σ ) = 0.683
P ( −2σ ≤ ε ≤ +2σ ) = 0.954 Confidence Interval
P ( −3σ ≤ ε ≤ +3σ ) = 0.997

11

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GGE2012 Advanced Surveying (Course Note)

¾ Sources of Errors: Instrument, environment, and

¾ Types of Errors: Gross, Random, and Systematic

¾ Some Statistics of Random Errors

-- standard error of the mean: s = s / n

-- Assuming that all measurements are free of gross errors and

4) divide the range into k equal

Johann Carl Friedrich Gauss (1777–1855),

-- x = μ : mean of the distribution

(from Boston Science Museum)

(from Boston Science Museum)

1. Mean (most probable value)

3. Standard error of the mean

4. Probable Error (50 percent error)

-- This measure should help in “accepting” or “rejecting” certain

-- the degree of closeness of repeated measurements of the

-- We don’t know the truth value in this case.

-- We know the truth value in this case.

-- Precision: Internal Reliability

(A) (B) (C) (D)

-- How to quantify the precision?

t = unknown t = known (RMSE)

: has geometric interpretation related to the PDF.

P ( −3σ ≤ ε ≤ +3σ ) = 0.997

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