6
The usual and most convenient condition is that the sum of the squares of
the residuals shall be as small as possible. This is the principle of the method
of least squares, which is recommended in the resolutions of Commission II
as quoted above. A priori weighted observations can be introduced according
to circumstances, see for instance Helmert 1907.
The minimized sum of squares of residuals is an indication of how well the
assumed number of regular errors, used in the computations, compensate the
observed discrepancies. The square root of the sum of squares after division
by the number of redundant observations (the degrees of freedom) is the
statistical expression for the basic quality of the individual observations after
elimination of the regular sources of error.
This expression is denoted the standard error of unit weight and indicates
the basic geometrical quality of the instrument in which the measurements
were made, and after elimination of the actual regular errors. The reliability
of the determination of the standard error of unit weight is of great importance.
The fundamental factor for this reliability is the number of redundant observa
tions (discrepancies) in the adjustment operation. The more observations, the
higher reliability. An expression for the reliability is the standard error of the
standard error of unit weight, see Helmert 1907.
The instrument tolerances to be derived will also, among other things, be
dependent upon the degrees of freedom in the determination of the standard
error of unit weight of the basic observations. In general, it is desirable to use
many, at least ten, degrees of freedom in the instrument tests.
As part of the adjustment procedure, the covariance matrix 1 (the matrix
of the weight coefficients) of the parameters should always be determined.
This matrix contains in the principal diagonal the weight numbers which can be
used for the determination of the standard errors of the parameters i.e. of
each regular error which has been determined through the adjustment opera
tion. Such standard errors are determined as the product of the standard
error of unit weight and the square root of the corresponding weight numbers.
The standard error of any function of the parameters is finally found with the
aid of the general law of error propagation, in which the correlation numbers
(located outside the principal diagonal of the matrix of the weight coefficients)
also must be used. In this way the standard error of the individual residuals
after the adjustment can be computed because they are functions of the
adjusted parameters.
A rather complete and detailed example of the procedure described above
has been given in Hallert 1963 a for the test of a comparator with the aid of
measurements of grid points, the coordinates of which are given with high and
known geometrical quality.
*) The covariance matrix usually includes the square of the standard error of unit weight
(the unit variance).