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Adjustment Computations
&
Theory of Errors
Introduction to
Adjustment Computations & Theory of Errors
Introduction
Theory of Errors: To understand, classify and minimize the Errors
Adjustment computations: To adjust the data for Parameter Estimation
Statistical Analysis & Testing: To analyze & validate the results
Importance of Theory of Errors & Statistics in Engg:
- Quantitative Modeling, Analysis & Evaluation
- Decisions based on Insufficient, Incomplete and Inaccurate data
Examples:
(i). Dam safety Analysis
(ii). Earth quake Hazard Analysis
(iii). Design of Traffic Intersection
Introduction to
Adjustment Computations & Theory of Errors
Fundamental Concepts
True value Parameters: Not known
Error = Observed Value True Value
Correction + Observation = True (corrected) Value
Ex: A length is measured 3 times, with True
(corrected) value: l, and errors e1, e2, e3:
l1 = l + e1
l2 = l + e2
l3 = l + e3
Introduction to
Adjustment Computations & Theory of Errors
Conceptual Model
A Priori Info
Observations
Data
Math Model
Adjustments
Linear
Non-Linear
Estimates
Linearise
Parameters
Estimator
Precision
Stat. Testing
Introduction to
Adjustment Computations & Theory of Errors
Theory of Errors & Applied Statistics
MODEL: Theoretical abstractions to which the measurements refer.
MATHAMATICAL MODEL: A theoretical system or an abstract concept, by which one
can mathematically describe a physical situation or a set of events.
(a) Functional model: Describes deterministic properties of events. It is a completely
fictitious construction, used to describe a set of physical events by an intelligible
system, suitable for Analysis:
(i) Geometric Model (ii) Dynamic Model (iii) Kinematic Model.
(b) Stochastic model: Model which designates and describes the non-deterministic or
probabilistic (stochastic) properties of variables involved.
ACCURACY: Measure of closeness of the observed value to the true value, in
absolute terms.
PRECISION: Measure of repeatability of observations, or internal consistency of
observations.
Introduction to
Adjustment Computations & Theory of Errors
RELATIVE ACCURACY: (Error / Measured quantity (true or observed)) - it has no units
ERRORS: (a) Blunders/Gross Errors/Mistakes:- Observational/ recording/ reading
errors, due to carelessness/oversight.
(b) Systematic Errors:- Errors which follow a systematic trend, and can be corrected
through mathematical modeling:
(i) Environmental Errors
(ii) Instrumental Errors
(iii) Personal Errors
(iv) Mathematical model Errors
(c) Random Errors:- Residual errors after removing blunders and systematic errors.
Inherent in most observations, they follow random behavior.
HISTOGRAM: A graphical /empirical description of the variability of experimental
information.
Introduction to
Adjustment Computations & Theory of Errors
MEASURES OF CENTRAL TENDENCY (SAMPLE STATISTICS FOR POSITION MEASURES)
(a) Mean (Average), (for population) or Xm (for sample) = (1/n) Xi
:a unique value.
x,y
= x, y / x y
Introduction to
Adjustment Computations & Theory of Errors
PROBABILITY: Numerical measure of the likelihood of the occurrence of an event
relative to a set of alternative events. It is a non-negative measure, associated
with every event.
-orThe limit of the frequency of occurrence of an event, when the event is repeated
a large no. of times. (n )
RANDOM VARIABLE: If a stat. event (outcome of a stat. expt.) has several
possible outcomes, we associate with that event a stochastic or random variable
X, which can take on several possible values, with a specific probability
associated with each.
Introduction to
Adjustment Computations & Theory of Errors
RANDOM EVENT: Event for which the relative frequency of occurrence
approaches a stable limit as the no. of observations or repetitions of an
experiment, n, is increased to infinity.
SAMPLE SPACE: The set of all possibilities in a probabilistic problem, where
each of the individual possibilities is a sample point. An event is a subset of
the sample space.
(a) Discrete Sample Spaces: Sample points are individually discrete entities,
and countable.
e.g.-throwing a dice.
(b) Continuous Sample Spaces: Sample points can take infinite no. of values.
e.g.-measuring a distance
Introduction to
Adjustment Computations & Theory of Errors
Covariance Matrix
For Vector
x1
x
2
X =
( n *1 )
x n
Covariance matrix
x 2
1
x2 , x1
X =
( n*n )
xn , x1
1, x 2
2
2 , x2
x1, xn
2
xn
X
p = Y
Z
X 2
p = X ,Y
X ,Z
YZ
,
Z 2
Introduction to
Adjustment Computations & Theory of Errors
Propagation of Covariance: To estimate variance of Y, knowing var. of X
For
Y=G*X+C
Y = G * X * G T
Ex. For
y1 = 2 * x1 + 2 * x2 + 2 * x3 + 3
y2 = 3 * x 1 - x 2 - 5
and
Compute
and
y1, y2
Fundamentals
of
Adjustment Computations
Linear Models
(i). Straight line : y = a * x + b
(ii). Triangulation : L * A + L * B + L * C = 1800 +
Non-Linear Models :
(i). Range :
R12 = ( X 2 X 1 ) 2 + (Y2 Y1 ) 2 + ( Z 2 Z1 ) 2
Sinc
AB = BC * ( Sina
)
(ii). Triangulation :
f ( x) = f (a) +
df ( x )
dx
( x a) +
x=a
Non-linear terms
Y = F (X 0) +
F
X
Thus,
F
X
+ Non-linear terms
X =X
f1
x1
f1
x2
fn
x1
= G
F
G =
X
X = X
f1
xn
fn
xn
Pi l i
Pi
02
Weight Matrix :
P = 0 1
2
V T PV
0 =
n 1
For residual : Vi = xi x
2
9 Number of observations = n
9 n 1 = Degrees of Freedom = No. of Obsns. No. of parameters
MX = 2 + 2
2
= ,
Where bias
Average Error :
eav = 0.7979 *
Corresponds to 75 percentile
X
X
1
2
l1
l
2
l 3
v
v
1
2
3
unique solutions
Indeterminate
Infinite solutions
Vi
= min
or
Vi
x1
Vi
=0
x2
= 0
x 2 =
i
or
Probability
(X
Ls
= X ) = max
min
(a) Linear: L = A * X
(b) Non Linear: L = F ( X )
Linear Models :
n = observations,
L( n * 1=)
A * ( Xn * 1 )
( n*u )
A = coefficient matrix of n * u.
DF = n u,
Residuals
V = L L
Where
P = 02 1.
Observation Equations :
Minimizing Function :
V = A X L
=V V
T
or
V PV
with
=1
2
= 0
We can derive :
Normal Equations :
A PA X A PL = 0 N X U = 0
T
Solution :
X = ( A T PA ) 1 A T PL
= N 1U
N is normal matrix : AT
U is
matrix : AT
P *A
P *L
= 02 ( AT PA) 1 = 02 N 1
X
A posteriori
2
0