LEAST SQUARES ADJUSTMENT

 Introduction
 The goal of the least squares adjustment is the estimation of unknown parameters, given a
set of observations or measurements, satisfying the minimization of squared errors
 In addition, the observational errors, frequently called residuals, are also estimated to assess
the quality of adjustment results
 Least Squares (LS) adjustment problem therefore includes/involves the following values
 Observations/ measurements/ measured quantities (actual/computed values)
 Residuals/ Observation/ measurement errors (actual/computed values)
 unknown parameters (approximate/ computed values) 1

 Known parameters
 LEAST SQUARES ADJUSTMENT

 Introduction
 The relation between observations, observation errors, known and unknown parameters
form the functional adjustment model, expressed by either linear or non-linear
equations.
 The concept of observation is the same with that of measurement, so they are
interchangeably used throughout the course
 When the functional adjustment model includes the measurement/ observation errors, we
talk of a stochastic model
 And if the measurement/ observation errors are not considered in the functional
2
adjustment model , we talk of a non-stochastic model
 LEAST SQUARES ADJUSTMENT

 Introduction

Known
parameters computed parameters

Design
Non-Stochastic Unknown parameters Adjusted/computed
model (approximate values) observations
Optimization/
minimization
Observations/ computed standard
Measurements deviations

3
 LEAST SQUARES ADJUSTMENT

 Introduction

Known parameters
(constraints)
computed parameters
Design
Unknown parameters
(approximate values) Adjusted/computed
Stochastic
observations
model Optimization/
Observations/ minimization
Measurements computed standard
deviations
Observation/
Measurement errors
(Weights/weight 4

matrix)
 LEAST SQUARES ADJUSTMENT

 The concept of weights

 The stochastic least-squares adjustment model can be applied either in a simple form,
where all errors equally effect the solution or in an extended form when the contribution of
each error is counted regarding its importance, something that is called weight.
 Weight can be defined as the index that denotes the worth or reliability of one
measurement relative to a standard or another measurement.
 Weights are assigned to pre-determine the impact of the measurements on the
computed parameters i.e. the parameters computed from the measurements.
 Large weights are assigned to measurements with smaller errors and smaller weights to
measurement with larger errors to maximize/minimize their effects on the results 5
 LEAST SQUARES ADJUSTMENT
 The concept of weights
 The concept of a weight is therefore proportionally related to the precision of the corresponding measurement or inversely
proportional to its uncertainty/errors; , the weight of an observation controls the amount of correction it receives during the
adjustment process
 There are various way used to assign weights to measurements:
 Taking the inverse of the standard deviation or variance
1
𝑤 = 𝑤ℎ𝑒𝑟𝑒 𝜎 𝑖𝑠 𝑡ℎ𝑒 𝑠𝑡𝑎𝑛𝑑𝑎𝑟𝑑 𝑑𝑒𝑣𝑖𝑎𝑡𝑖𝑜𝑛
𝜎
 Assumption: the smaller an observation/measurement error is, the more precise/accurate or reliable the
observation/measurement is assumed to be and consequently the bigger weight the observation/measurement should
have
 Taking the inverse distances between points of measurements i.e.
1
𝑤𝑖 =
σ𝑑 6

 Assumption: the measurement errors accumulate with distance or intervals of measures for example weight assigned can
be also assumed to be inversely proportional to the number of set-ups or the length of the level line
 LEAST SQUARES ADJUSTMENT

 The concept of weights

 Other ways used to assign weights to measurements:
 Taking weights as directly proportional to the number of measurements taken
1
𝑤𝑖 =
𝑛𝑖
 Assumption: the more the number of measurement repeated, the better the quality of measures hence weights assumed to be
proportional to the number of repetitions.
 So far, the LS Adjustment model (functional + stochastic) has been built, allowing for unbiased estimations, i.e., those having mean
values equal to their real ones for the infinite sample. Hence it is normally referred to as Best Linear Unbiased Estimations (BLUE)
 The final step of the adjustment is the assessment of the results where computed errors and other estimates taken through a
statistical evaluation or reliability control. In this step, the Normal/Gauss distribution has been accepted for it is both a realistic
and mathematically simple hypothesis.
 The reliability of the results is examined by hypothesis testing, verifying the validity of the a priori stated model hypotheses 7(null
hypotheses).
 LEAST SQUARES ADJUSTMENT

 The concept of weights

 The stochastic least-squares adjustment model can be applied either in a simple form,
where all errors equally effect the solution or in an extended form when the contribution of
each error is counted regarding its importance, something that is called weight.
 Weight can be defined as the index that denotes the worth or reliability of one
measurement relative to a standard or another measurement.
 Weights are assigned to pre-determine the impact of the measurements on the
computed parameters i.e. the parameters computed from the measurements.
 Large weights are assigned to measurements with smaller errors and smaller weights to
measurement with larger errors to maximize/minimize their effects on the results 8
 LEAST SQUARES ADJUSTMENT

 The concept of weights

 The concept of a weight is therefore proportionally related to the precision of the
corresponding measurement or inversely proportional to its uncertainty/errors; , the
weight of an observation controls the amount of correction it receives during the
adjustment process
 There are various way used to assign weights to measurements:
 Taking the inverse of the standard deviation or variance
1
𝑤 = 𝑤ℎ𝑒𝑟𝑒 𝜎 𝑖𝑠 𝑡ℎ𝑒 𝑠𝑡𝑎𝑛𝑑𝑎𝑟𝑑 𝑑𝑒𝑣𝑖𝑎𝑡𝑖𝑜𝑛
𝜎
 Assumption: the smaller an observation/measurement error is, the more 9
precise/accurate or reliable the observation/measurement is assumed to be and
consequently the bigger weight the observation/measurement should have
 LEAST SQUARES ADJUSTMENT

 The concept of weights

 Other ways used to assign weights to measurements:
 Taking the inverse distances between points of measurements i.e.
1
𝑤𝑖 =
σ𝑑
 Assumption: the measurement errors accumulate with distance or intervals of measures for example
weight assigned can be also assumed to be inversely proportional to the number of set-ups or the
length of the level line
 Taking weights as directly proportional to the number of measurements taken
1
𝑤𝑖 =
𝑛𝑖
10

 Assumption: the more the number of measurement repeated, the better the quality of measures hence
weights assumed to be proportional to the number of repetitions.
 LEAST SQUARES ADJUSTMENT
 The method of observation equation (without  The method of observation equation (with
weights) weights)
𝒚 = 𝑨𝒙 + 𝒆 𝒚 = 𝑨𝒙 + 𝒆
 Under the LS optimization normal equations system is  Under the LS optimization normal equations system is
formed as formed as
𝑨𝑻 𝑨𝒙 = 𝑨𝑻 𝒚 𝑨𝑻 𝑾𝑨𝒙 = 𝑨𝑻 𝑾𝒚
 And the L.S.A estimate of the unknown parameters 𝑥 is  And the L.S.A estimate of the unknown parameters 𝑥 is
given by: given by:
−𝟏 𝑻 −𝟏 𝑻
ෝ = 𝑨𝑻 𝑨
𝒙 𝑨 𝒚 ෝ = 𝑨𝑻 𝑾𝑨
𝒙 𝑨 𝑾𝒚
 Then the estimate 𝑦 termed 𝑦ො is given by  Then the estimate 𝑦 termed 𝑦ො is given by
−𝟏 𝑻 −𝟏 𝑻
𝒚 𝒙 = 𝑨 𝑨𝑻 𝑨
ෝ = 𝑨ෝ 𝑨 𝒚 𝒚 𝒙 = 𝑨 𝑨𝑻 𝑾𝑨
ෝ = 𝑨ෝ 𝑨 𝑾𝒚
 The estimate of the residuals (correction to the  The estimate of the residuals (correction to the
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observations) 𝑒 termed as 𝑒Ƹ is given as: observations) 𝑒 termed as 𝑒Ƹ is given as:
−𝟏 𝑻 −𝟏 𝑻
ෝ − 𝒚 = 𝑨 𝑨𝑻 𝑨
𝒆ො = 𝒚 𝑨 𝒚− 𝒚 ෝ − 𝒚 = 𝑨 𝑨𝑻 𝑾𝑨
𝒆ො = 𝒚 𝑨 𝑾𝒚 − 𝒚