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Faculty of Natural Resources and Spatial Sciences
Geomatics Theory of Errors (GTE710S)
Michael Mutale
Office: 105 Poly Heights
Telephone: 061 207 2677
Date: Thursday, 09 August 2018
Geomatics Theory of Errors (GTE710S)
Lecture Outline
• Propagation of Errors
• Error Propagation Derivation
• General Form of Error Propagation
• Error Propagation for Inter‐dependent Observations
• Error Propagation for Independent Observations
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Geomatics Theory of Errors (GTE710S)
Propagation of Errors
• Errors in direct observations have been looked at thus far
• Often times other quantities can be determined based on
other direct measurements (e.g. angles and distances to
compute coordinates)
• By error propagation, the impact of observations on
computed quantities can be investigated
• Error Propagation is the evaluation of errors in computed
quantities
• It involves identification of errors in the final quantities
which result from errors in the original observations
Geomatics Theory of Errors (GTE710S)
Propagation of Errors – Example
Area of 100x40 rectangle is 4000
A one unit error gives an area of 101x41=4141
Error in area is 141, which is approximately 100x1 + 40x1
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Geomatics Theory of Errors (GTE710S)
Error Propagation ‐ General Form
For a given function y of inter‐dependent measurements x1, x2, x3
… xm, such that y = ax1 + bx2 + x3 … + cxn
The Generalized Law of the Propagation of Variances (GLOPOV) is
given as:
δy δy δy δy
σ σ σ σ ⋯ σ
δx δx δx δx
δy δy δy δy
2 σ ⋯ All Combinations … 2 σ
δx δx δx δx
Where:
σ , σ , σ , etc. are the variances of each variable
Geomatics Theory of Errors (GTE710S)
Error Propagation – Example 1
For the following equation and the given statistical data calculate
the following :
Y = 3x1 + 2x2
(a) Variance of y: y2
(b) Standard deviation of y: y
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Geomatics Theory of Errors (GTE710S)
Error Propagation – Example 1
Solution: Equation: Y = 3x1 + 2x2
δy δy
3, 2 σ 0.02, σ 0.04, σ 0.0003
δx δx
δy δy δy δy
σ σ 𝜎 σ ⋯ σ
δx δx δx δx
δy δy δy δy
2 σ ⋯ All Combinations … 2 σ
δx δx δx δx
Geomatics Theory of Errors (GTE710S)
Error Propagation – Example 2
The following equation and statistical data are given:
Y = 2x1 ‐ 5x2 ‐ 7x3 and
Calculate the following:
a) Variance σy2 and
b) b) Standard error σy
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Geomatics Theory of Errors (GTE710S)
Error Propagation – Example 2
Solution: Equation: Y = 2x1 ‐ 5x2 ‐ 7x3
σ 0.01, σ 0.03, σ 0.02, σ 0.002, σ σ 0
δy δy δy
2, 5, 7
δx δx δx
δy δy δy δy
σ σ 𝜎 σ ⋯ σ
δx δx δx δx
δy δy δy δy
2 σ ⋯ All Combinations … 2 σ
δx δx δx δx
Note: With σx1x2 and σx2x3 = 0, it is unnecessary to calculate all combinations (as prescribed by
the formula) as these terms would also be = 0
Geomatics Theory of Errors (GTE710S)
Error Propagation ‐ Independent Variables
Variables are said to be independent when the variables in an
equation or calculation have no covariance or relationship
between them
Given y a function of independent measurements x1, x2, x3 … xn,
such that y = ax1 + bx2 + x3 …+cxn
If the n unknown variables are independent, then their
covariance elements are 0 by definition and hence the
Simplified Law of Propagation of Variances (SLOPOV) is given as:
δy δy δy δy
σ σ 𝜎 σ ⋯ σ
δx δx δx δx
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Geomatics Theory of Errors (GTE710S)
Error Propagation ‐ Sum of Observations
If we assume a function such that:
δy δy δy δy
σ σ 𝜎 σ ⋯ σ
δB δB δB δB
And since = = = = 1, we get:
σ σ 𝜎 σ ⋯ σ
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Geomatics Theory of Errors (GTE710S)
Error Propagation ‐ Mean of Observations
If we assume a function such that:
…
A
Then, applying SLOPOV, the variance in computed value A will be:
1 δy 1 δy 1 δy 1 δy
σ σ 𝜎 σ ⋯ σ
𝑛 δB 𝑛 δB 𝑛 δB 𝑛 δB
And since = = = = 1, we get:
1 1 1 1
σ σ 𝜎 σ ⋯ σ
𝑛 𝑛 𝑛 𝑛
1
σ σ 𝜎 σ ⋯ σ
𝑛
And if σ σ σ σ σ , then
Which is the
n 1 1 σ standard deviation
σ σ σ Implying that σ σ
n n n n of the mean‼! 12
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Geomatics Theory of Errors (GTE710S)
Error Propagation – Example 3
Given that d1 and d2 are measured distances and given that σd1 =
±0.30m and σd2 = ±0.25m, calculate the standard deviation of the
sum & difference of these measurements, and comment on the
results
Solution: Standard deviation of Sum:
Equation: D = d1 + d2
δD δD
σ σ σ
δd δd
δD δD
1, 1
δd δd
σ 0.1525 0.391m
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Geomatics Theory of Errors (GTE710S)
Error Propagation – Example 3
Solution: Standard deviation of Difference:
Equation: D = d1 ‐ d2
δD δD
σ σ σ
δd δd
δD δD
1, 1
δd δd
σ 0.1525 0.391m
Comment: standard deviation of sum and difference of independent variables is the same
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Geomatics Theory of Errors (GTE710S)
Error Propagation – Example 4
A theodolite is set up at point A. In order to determine the height of a
remote point (B), the slope distance as well as vertical angle from point
A is measured Given that:
HI : Height of Instrument
HS : Height of Target
HD : Horizontal distance
SD : Slope distance
HB : Height of Point B above datum
HA : Height of Point A above datum
Alpha : Vertical angle from Point A to Point B
The following data is available:
σAlpha = ± 30”, Alpha = 20°, σSD = ± 0.015m,
σHI = σHS = σHA = ±0.01m
Calculate the standard deviation in
calculated height at point B (σHB), if the
slope distance of 100m was measured 15
Geomatics Theory of Errors (GTE710S)
Error Propagation – Example 4
Solution : Formulate the equation to calculate the height of point B
(HB), using the relative independent variables, i.e.:
HB = HA + HI – HS + SD[Sin(Alpha)]
Given: σHA = ±0.01m, σHI = ±0.01m, σHS = ±0.01m, σSD = ± 0.015m,
σAlpha = ± 30”, Alpha = 20° and SD = 100m
δHB δHB δHB δHB δHB
σ σ σ σ σ σ
δHA δHI δHS δSD δAlpha
σ 0.000513 0.023m
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Geomatics Theory of Errors (GTE710S)
Error Propagation – Example 5
An angle between points B and C is measured from Point A using a 01”
theodolite and the following parameters are given:
c = ± 03”
p = ± 05”
Given that:
σc : instrument centering standard deviation
σp : target pointing standard deviation
For two and four arcs of observations respectively, calculate:
(a) Standard deviation in directions d1 and d2
(b) Standard deviation in Angle alpha and comment on results 17
Geomatics Theory of Errors (GTE710S)
Error Propagation – Example 5
Solution :
c2 p2 c2 p2
2
d1
2
d2
2
alpha
2n n
Where n = The number of arcs of observations
For two (n=2) arcs of observations:
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Direction Variance = d21 d22 8.5"
4
Direction Standard Deviation = d1 d2 8.5" 2.9"
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Angle Variance = alpha
2
17 "
2
Angle Standard Deviation = alpha 17" 4.1" 18
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Geomatics Theory of Errors (GTE710S)
Error Propagation – Example 5
For four (n=4) arcs of observations:
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Direction Variance = d21 d22 4.3"
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Angle Variance = alpha
2
8.5"
4
Angle Standard Deviation = alpha 8.5" 2.9"
Comment: Better results are obtained by taking more arcs of
observations, reducing both σd and σalpha
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Geomatics Theory of Errors (GTE710S)
Error Propagation – Example 6
What is the standard deviation in the horizontal distance (HD) between
A and B if the slope distance (SD) is 1345.67m and the vertical angle α is
4° 13′ 56″ ± 16.8″?
Particulars for the instrument setup:
Assume an instrument with setup error of ±0.005m, target setup error
of ±0.01m and EDM precision of 5mm + 5ppm
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Geomatics Theory of Errors (GTE710S)
Error Propagation – Example 6
Solution: First compute the error in Slope Distance:
2
HD x ppm
SD = 2
Inst + Target + EDM +
2 2
1000000
2
1345.67x5
SD = 0.005 + 0.01 + 0.005 +
2 2 2
= ±0.014m
1000000
Horizontal Distance is given by formular:
HD = SCos
HD = 1345.67Cos 4° 13' 56" = 1342.00m
Then compute the error in Horizontal Distance (Non‐linear)
2 2
δHD δHD
H = σS + σα
δS δα 21
Geomatics Theory of Errors (GTE710S)
Error Propagation – Example 6
Error in the Horizontal Distance:
δHD
σS = σSCosα = 0.014Cos 4° 13' 56" = 0.014m
δS
δHD σ 16.8"
σ α = -S α Sinα = -1345.67 Sin 4° 13' 56" = -0.008m
δα ρ 206265
2 2
δHD δHD
HD = σS + σα
δS δα
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Geomatics Theory of Errors (GTE710S)
Derivatives of Trigonometric Functions
d
(cos x) sin x
dx
d
(sin x) cos x
dx
d
(tan x) sec 2 x
dx
1
[ Note : sec x ]
cos x
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Geomatics Theory of Errors (GTE710S)
Derivative Rules
Derivatives of Sums and Scalar Multiples:
Sums: The derivative of a sum of two functions is equal to the sum of
d df dg
the individual derivatives f g
dx dx dx
Scalars: the derivative of a scalar multiple of a function is equal to the
derivative of the function multiplied by the scalar multiple
d df
af a
dx dx dy dv du
Product Rule of Differentiation: u v
dx dx dx
The product rule states that for two functions, u and v If y = uv, then:
dy dy du
Chain Rule of Differentiation: x
dx du dx
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Geomatics Theory of Errors (GTE710S)
Product Rule of Differentiation
Given that y = 2x(x2 − 1)5
Let u = 2x and v = (x2 − 1)5
Then by the product rule of differentiation:
dy dv du
=u +v
dx dx dx
dv du
= 2x 10x x 2 1 = 20x 2 x 2 1 and v = 2 x 2 1
4 4 5
u
dx dx
dy
= 20 x 2 ( x 2 1) 4 2 x 2 1
5
Therefore
dx
Expanding and factorising we get:
dy
= 20 x 2 ( x 2 1) 4 2 x 2 1 x 2 1
4
dx
dy
= 20x 2 +2x 2 2 x 2 -1 = 2 11x 2 1 x 2 1
4 4
dx 25
Geomatics Theory of Errors (GTE710S)
Chain Rule of Differentiation
Given that y = (3x − 2)4
Then let u = 3x − 2 giving y = u4
dy dy du dy du
= x = 4u 3 and =3
dx du dx du dx
dy
Therefore = 4u 3 x 3 = 12u 3
dx
dy
= 4 3 x 2 x 3 = 12 3 x 2
3 3
But u = 3x 2
dx
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Geomatics Theory of Errors (GTE710S)
Next Topics – Unit 6
Introduction to Matrices
Types of Matrices
Matrix Methodology
Simultaneous Equation Solving
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Geomatics Theory of Errors (GTE710S)
The End!!!!
QUESTIONS/DISCUSSION
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