Error Ellipse_ (cont):

• For any station, the value of t that orients the ellipse to provide the
maximum and minimum values can be determined after the
adjustment from the elements of the covariance matrix.
y
U
V
Sx

Sy
t

Standard error ellipse

x

Sv

Standard error rectangle

The method of calculation :

• The orientation of the angle t that gives maximum and minimum semi
axes involves a two dimensional axes.

• t angle is defined as a clockwise angle from the y axis to the u axis.

• To propagate the error in a point l from the (x, y) system into an

orthogonal (u,v) system, law of propagation of variance is used.

Step 1.

Any point l in the (u,v) system represented w.r.t. x, y coordinates

1
 u i = x i sin(t) + y i cos(t)

v i = - x i cos(t) + y i sin (t)

or in matrix form

ui = sin(t) cos(t) xi

vi -cos(t) sin (t) yi

or Z = R X

Assumed that this is Q xx matrix in (x,y) system and the problem is to develop a
new covariance matrix Q zz for (u,v) system from Q xx matrix

Covariance matrix ∑ zz = S o 2 R Q xx RT

Where

R = Sin (t) Cos (t)

-Cos(t) Sin (t)

S o is a scalar

Q zz = R Q xx RT = q uu q uv

q vu q vv

where

Qxx = q xx q xy
q yx q yy
2
Qzz =
[ sin2(t)q xx + cos(t) sin(t) q xy + [-sin(t)cos(t)q xx –cos2(t)q xy + sin2(t)q xy +
sin(t)cos(t)q xy + cos2 (t)q yy ] cos(t) sin (t) q yy ]

[ -cos(t) sin (t) q xx + sin2(t)q xy – cos2(t)q xy [cos2(t)q xx – sin(t) cos(t)q xy –

+sin(t) cos (t) q yy ] cos(t)sin(t)q xy + sin2(t)q yy ]

q uu q uv

= q vu q vv

The q uu element above can be rewritten as

q uu =sin2(t)q xx + 2 cos(t) sin(t) q xy + cos2(t) q yy
Trigonometric identities
Sin(2t) = 2 sin(t) cos (t) ------------(a
Cos(2t) =cos2(t) – sin2(t) ----------(b
Cos2(t) + sin 2(t) = 1 --------------(c
Substitute (a) in above:-
q uu =sin2(t)q xx + 2 Sin (2t) q xy + cos2(t) q yy
2
q uu =sin2(t)q xx +cos2(t) q yy + 2 Sin (2t) q xy

Regrouping:-
3
q uu =

q xx +q yy [sin2(t)+cos2(t)] + q xx Sin2(t) +q yy cos2(t) –q yy sin2(t)- q xx cos2(t) +sin(2t)q xy

2 2 2 2 2

Input trigonometry ( c) then; q uu =

q xx +q yy + q yy [ cos2(t) –sin2(t)] - q xx [ cos2(t) –sin2(t)] + q xy sin(2t)

2 2 2

Input trigonometry (b)

q uu =

q xx +q yy + q yy - q xx cos(2t) + q xy sin(2t)

2 2

To find the value of t that maximizes quu, differentiate quu w.r.t. t and set the
results to zero.

dq uu = q yy – q xx 2[-sin(2t)] + q xy 2 cos (2t) =0

dt 2

( q yy – q xx ) sin (2t)= 2 q xy cos(2t)

4
Divide by cos (2t)

Sin(2t) = 2q xy = tan(2t)

Cos(2t) q yy – q xx

tan(2t) = 2q xy

q yy – q xx

Example:
The VCV matrix of coordinates of a point extracted from the whole VCV to give

σ2 E σ EN σ2 E pσ E σ N
VCV = =

σ EN σ2 N pσ E σ N σ2 N
Which can be obtained from the inverse of the normal equation in the least square analysis.
P is the coefficient of correlation p = σ EN
σEσN
We are usually interested in the size and orientation of the major and minor axes of the error
ellipse. 2σ EN
The bearing α(t) for σ α is maximized is tan 2α = σ2 N - σ2 E
2

The rule for finding the correct quadrant for α is that sin 2α and σ2 EN must have the same sign.
An alternative equation for deriving the bearing of the major axis is derived from the
eigenvector corresponding to the largest eigenvalue.

It is σ EN
tan α = σ max - σ2 E
5
The formula for the half-length of the major and minor axes are

Semi major axis σx = √ ½ {σ2 E + σ2 N +√ (σ2 E - σ2 N )2 + 4(σ EN )2 }

Semi minor axis σy = √ ½ {σ2 E + σ2 N -√ (σ2 E - σ2 N )2 + 4(σ EN )2 }

The square of these lengths are equal to the eigenvalues of VCV EN . The general form for error
ellipse in 2D can be extended to any dimension using eigenvalue decomposition of the
variance-covariance matrix.

• The error ellipse gives the confidence region of the coordinate of a single point estimate
independent of any other point.

• Ellipses are often plotted about the estimated coordinates which is not strictly correct.

• The error ellipse varies with the choice of origin and orientation of a network.

Example: σ2 E σ EN +21.118 +13.805

VCV EN = =
σ EN σ2 N +13.805 +13.583

Find the error ellipse of this VCV.

Conventional method

Tan 2α = 2σ EN = 2 x 13.805 = -3.66423

σ2 N - σ2 E 13.583 -21.118

then 2α = 105o 16’

since sin 2α (numerator) is positive and cos 2α (denominator) is negative ,

therefore α= 52o 38’

6
σ2 x = ½ (21.118 + 13.583 + √ 7.5352 + 4(13.805)2 = 31.660

σ2 y = ½ (34.701 – 28.620 = 3.041

The semi major axis of the ellipse has the bearing of 52o 38’ and
the length of √ 31.660 = 5.6 cm and semi minor axis of √3.041 = 1.7 cm

Eigenvalue method

The eigenvalue of VCV are 31.6605 and 3.0405 So the semi axes will be 5.6 cm and 1.7cm.
The orientation of the major axis is given by

13.805
tan α = 31.6605 -21.118 = 1.309 and α =52o 38’