DATA SNOOPING USING OBSERVATIONS AND
PARAMETERS WITH CONSTRAINTS
Dr. K. Jeyapalan, Professor of Civil Engineering
Iowa State University
Ames, Iowa 50011
U.S.A
Commission III
Introduction
Least squares methods are widely used in photogrammetric
and geodetic computations. One problem in least squares methods
is assigning a priori weights to different observations and
parameters. Another is the detection of noises that are the
size of the random errors. The author has developed a method
of detecting noises and compensating for them in a recursive
adjustment method. This method was successfully used in the
detection of movement in an Electronic Distance Measurement
Instrument (EDMI) calibration. This method has both photo-
grammetric and geodetic applications. The objective of this
paper is to present the theoretical account of this method.
Theoretical Background
The optimum estimate X of some value x will be defined
as the value of x estimated if it minimizes the function
E{(x - 237 Q(x - )9iz!i where x - X is a column matrix,
sil. > ; ; :
(x - x) is the transpose of x - X, Q is a symmetric, posi-
; Ld ; T ai
tive definitive matrix, and E{|z E denotes the conditional
mean operator given the available data vector ze defined
: th . ;
at time t or at the t iteration.
The optimal estimator, which is the conditional mean, is
given by
€ fx p(x/Z,)dx (1)
Q t
where
Q
space of all x
p(x/Z,) - conditional probability density function of
x given the data vector Z,
Extending the function to include a functions in terms of
a joint probability we will have
x= [=p (x,a/Z, )dadx
QA
where À = space of all a.
Now p(x,a/z,) = p(x/a,Z,) . p(a/24). Then