À
last dps position
Figure 1: A Strip of Stereo-pairs Formed by Sequential
Triangulation to Bridge Over Areas Without
Satellite Signals.
This solution is normally obtained by first
factorizing the normals(ATA) into the product of a
lower triangular(L) and upper triangular matrix(U)
resulting in the system
LU. =b. (3)
By letting d - L^" b, the system becomes
UR=d (4)
and can be solved by a simple back substitution.
If, however, the decomposition
À = OR (5)
is available, where Q is am x n matrix whose columns
are orthonormal and R is a n x n upper triangular
matrix, the normal equations can be written as
RTQTQR£-RTQTI. (6)
Since Q is orthogonal, Q"Q - I and additionally,
since R is nonsingular if A"A is nonsingular, we get
R2-97]1. (7)
One can see that (4) and (7) are equivalent where
U = R and d = Q'1l. The solution to this system can
be obtained without forming the normal equation
matrix(A"A), thus avoiding the instabilities
associated with its formation.
As only d is needed for the solution, Q is not
explicitly required [Gentleman,1973]. Obtaining R
and d is a matter of applying a series of Givens
Transformations to A and 1.
If the design matrix A is associated with a weight
matrix P, the solution is given by
2e (ATPA ATP]. (8)
For uncorrelated observations P is a diagonal matrix
and the design matrix A can be premultiplied by P*.
The OR decomposition is then applied to this modified
design matrix. If the observations are correlated, P
is fully populated and positive definite, and can be
factorized by the Cholesky method into the product of
a lower and upper triangular matrix,
P=LLT=UTU. (9)
In this case matrix A is premultiplied by U before
the QR decomposition is performed.
Sequential Estimation
In many photogrammetric applications, new
measurements must be added to a system once a
solution is computed. In such a case it is of
advantage to directly update the reduced normal
equation matrix R and avoid a full solution of the
new system. Therefore, operations are needed to add,
delete, or replace observations or to impose
constraints. All of these operations can be based on
Givens transformations, as explained below. The
development below was proposed by [Gruen, 1985].
At stage k-1 the reduced system takes the form of
(4). The addition of one observation equation
including a set of new unknown parameters leads to
the following form(stage k)
R x d
iz --- (10)
T
a‘wl LY lu
where a",, is the new coefficient vector, y is the
new parameter vector of length p, and l,, is the
right hand side of the new observation equations.
Applying a series of n (number of total system
parameters) Givens Transformations
Qs On Oi e Qi (11)
to (10) gives
R Oln-p |R; in
gl-9-—1p- — (12)
a’ 11 0 11
dlin-p d | }n
ol 0 |lp = . (13)
The updated solution vector is found by
backsubstituting into