ROBUST PROCEDURES FOR DATA PREPROCESSING,
TESTING AND ARCHIVING
Tamara Bellone*
Bruno Crippa**
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Luigi Mussio
* DIGET - Politecnico di Torino (Italy)
Corso Duca degli Abruzzi, 24 - 10129 Torino, Italy
** DIIAR - Politecnico di Milano (Italy)
Piazza Leonardo da Vinci, 32 - 20133 Milano, Italy
bruno@ipmtf4.topo.polimi.it
Commission I, Working Group 6
Keywords: Accuracy, reliability, robustness.
Abstract
Robust estimation techniques are essentially downweighting methods and, among them, redescending estimators are the
most promising ones, because their breakdown point is often very high. A method, recently proposed by Rousseeuw and
Leroy, is here presented and applications to outlier identification in photogrammetry are discussed.
1. The problem
Outlier identification and solution methods insensitive to
outliers are a main topic in the photogrammetric and gen-
erally survey and mapping community and many significant
results have been established. The fundamental concepts
of internal and external reliability introduced by Baarda
(Baarda '67 et ’68) received a widespread acknowledgment
and provide guidelines in network design as well as in out-
lier identification. Many testing strategies have been sug-
gested to improve the efficiency of data snooping and reduce
masking effects: some are based on still unidimensional test
statistics and look for a satisfactory backward and/or for-
ward elimination procedure. In the last decade also ro-
bust estimation procedures became part of the mathemat-
ical background of photogrammetric and generally survey
and mapping community; further achievements are com-
ing out in robust testing. This might lead in the future
to a decline of the fortune of the least squares principle;
at present, nevertheless, robust estimation methods heavy
rely on least squares since, as outlined above, their compu-
tational scheme is based on iterative least squares adjust-
ments.
“Robustness is insensitivity against small deviations from
assumptions” (Huber ’81): it is looked for an estimator
being perhaps less efficient when all model hypothesis are
satisfied, but which is still capable, to the contrary, of
identifying the kernel of consistent observation. Among
144
model assumption violations, the more understood is per-
haps the shape of the true underlying distribution deviating
slightly from the assumed (usually the gaussian distribu-
tion). According to (Hampel et al. ’86), “robust statis-
tics are the statistics of the approximate parametric mod-
els”; this means robust estimators are derived under a dis-
tributional model more flexible than the maximum likeli-
hood estimators: more precisely they provide an infinite di-
mensional neighbourhood of a specified parametric model.
Contaminations of the basic distribution are explicitly ac-
counted for. The estimation procedure is designed to pro-
vide a screening among the observations, taking a priori
into account that not all of them should be given the same
role in determining the solution. This does not happen
to least squares estimates, where all observations equally
contribute, on the basis of their a priori variance, to the
solution.
Most robust estimation techniques are basically down-
weighting methods where in an iterative least squares
scheme suspicious observations undergo to a decrease of
their role in determining the solution, through the modifi-
cation of their weights according to some specified criterion.
The amount of the weight change is generally determined on
the basis of the (standardized) residual of the observation
and may involve from a theoretical point of view all obser-
vations. Following a more pratical approach (Bucciarelli et
al. ’92), changes to the weights will be assumed to be signif-
International Archives of Photogrammetry and Remote Sensing. Vol. XXXI, Part B1. Vienna 1996
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