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Least Squares is used extensively in the analysis and adjustment of survey network measurements.
In the majority of applications the measurements (say, directions, distances, height differences, etc)
are connected to the unknowns (say coordinates and heights of points) by properly posed models,
i.e., there are sufficient "fixed" points in the network to properly define the coordinate origin, the
orientation of the network and the datum for heights. In such cases it may be desirable for certain
unknowns to accord with geometric conditions, say for instance, the Reduced Levels (RL) of two
unknown points in a height network are to be held at a fixed height difference. We may call this a
constraint on the adjusted RL's. Or, in a traverse network, we may wish to hold a particular line of
the traverse to a fixed bearing. Here we may say that the adjustment has been constrained by the
fixed bearing. In these cases, the geometric conditions can be expressed as constraint equations
linking the adjusted quantities to certain values. These constrain equations can be added to the
normal equations and the combined system solved. The addition of constraint equations lends
flexibility to survey network adjustment.
In cases where the adjustment model is not properly posed, i.e., the coordinate datum is not fixed,
the network orientation is unknown or the height datum is not fixed, constraint equations can be
used to correct for these datum defects. In such cases a minimum number of constraints are
required to obtain a solution of the network problem. For example, in a 2-Dimensional survey
network of directions and distances the minimum number of constraints would be one fixed point
(two coordinates held fixed) and a fixed bearing of a line in the network, or a single fixed point and
one other coordinate in the network. Also, constraint equations can be used in "free net"
adjustments where every point in the network is regarded as floating and there are no fixed points.
In free net adjustments, the constraint equations must take a certain form that will be discussed in
subsequent notes.
These notes follow closely the techniques and notation in Observations and Least Squares by E.M.
Mikhail (Mikhail 1976).
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(1)
Also, suppose that the unknowns x must satisfy certain CONSTRAINTS expressed as equations
and written in matrix form as
Cx = g
(2)
= vT Wv 2k T ( Cx g ) minimum
(3)
v T = ( f Bx )
= f T ( Bx )
= f T x T BT
hence
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v T Wv = ( f T x T BT ) W ( f Bx )
= ( f T x T BT ) ( Wf WBx )
= f T Wf f T WBx x T BT Wf + xT BT WBx
and each term of this equation is a scalar quantity. Now, since ( xT BT Wf ) = f T WBx , noting that
T
(4)
N = BT WB
(5)
t = BT Wf
(6)
v T Wv = f T Wf 2t T x + x T Nx
(7)
= f T Wf 2t T x + x T Nx 2k T ( Cx g )
Minimizing by equating the derivative
(8)
to zero gives
x
= 2 t T + 2 x T N 2 k T C = 0
x
Dividing by 2, transposing and rearranging gives
Nx CT k t = 0
(9)
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N CT x t
=
0 k g
C
(10)
Ccu
CTuc
0cc
x u1
t u1
;
;
k c1
g c1 (u + c )1
( u + c )1
( u + c )( u + c )
x N CT t
k = C
0 g
(11)
Note that in the case where N is singular (usually because of "datum" problems leading to
rank ( N ) < u ), the coefficient matrix in equation (10) will be non-singular provided the constraint
An alternative solution for x can be obtained from equation (10), but only in the case where N is
non-singular (the usual case if there are no datum problems), using a reduction process given by
Cross (1992, pp. 22-23).
Consider the partitioned matrix equation P y = u given as
P11 P12 y1 u1
P P y = u
21 22 2 2
(12)
or
y1 = P111 ( u1 P12 y 2 )
(13)
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(u
P21P111u1 )
(14)
( t C k )
T
= N 1t + N 1CT k
k = 0 C ( N ) CT
1
(15)
) (g C ( N )
1
= ( CN 1CT )
( g CN t )
) g ( CN C )
1
= ( CN 1CT
( t ))
CN 1t
(16)
Note that these solutions for x and k are only possible when N is non-singular, i.e., N 0 and N 1
exists. Substituting equation (16) into equation (15) gives a solution for x as
x = N 1t + N 1CT ( CN 1CT ) g N 1CT ( CN 1CT ) CN 1t
1
and x = N 1t
(17)
gives
x = x + N 1CT M ( g Cx)
(18)
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z = Dw
(19)
Q zz = DQ wwDT
(20)
where
Q
x
z = and Q zz = xx
k
Qkx
1
Q xk
Qkk
(21)
N CT
D=
=
0
C
Qtt
t
w = and Q ww =
g
Q gt
(22)
Qtg N 0
=
Q gg 0 0
(23)
Note that the cofactor matrices Q gg = 0, Qtg = 0 and Q gt = 0 since g is a vector of constants. The
cofactor matrix Qtt = N can be obtained from propagation of variances understanding that
t = BT Wf and Qtt = ( BT W ) Q ff ( BT W ) = N since Q ff = Q = W 1 .
T
Q xk
=
Qkk
N 0
0 0
N N
=
N N
N CT
(24)
N CT
and we may write
0
C
I 0
=
0 I
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giving
N + CT = I
N = I + CT
C = 0
C = 0
(since is symmetric)
(25)
REFERENCES
Cross, P.A. 1992, Advanced Least Squares Applied to Position Fixing, Working Paper No. 6,
Department of Land Information, University of East London.
Mikhail, E.M., 1976, Observations and Least Squares, IEPA Dun-Donnelley Publisher, New
York.