Error Ellipse:

• After completing the least- square adjustment, the estimated standard

deviations in coordinates of an adjusted station can be calculated from
covariance matrix elements.
• These standard deviations provide error estimate in the reference axes
direction.
• The graphical representation, they are half the dimension of a standard
error rectangle centered at each point. The standard error rectangle has
dimensions of 2S x by 2S y .
• This is not true representation of the error present at the station

Y y
2S x

B
2S y

X x
 f(x,y)

f(x) h f(y)

y
µ
µx

x The bivariate normal distribution surface

The equation representing a family of ellipses, centered at (µ x , µ y ) where k2 is

related to the height h of the intersecting plane above the xy plane.

Put x=0 and y=0 in the equation shows that the ellipse cuts the translate y axis at
±kσ y (1-ρ2)1/2 and translate x axis at ±kσ x (1-ρ2)1/2

Differentiation the equation to find the gradient (dy/dx) gives the two particular
cases of tangents at y= ±kσ y and x= ±kσ x .

The semi axes a and b are given by

a2=(1/2)(σ2 x +σ2 y ) + [(1/4)( σ2 x -σ2 y )2 +σ2 xy ]1/2

and

b2=(1/2)(σ2 x +σ2 y ) - [(1/4)( σ2 x -σ2 y )2 +σ2 xy ]1/2

The bearing ψ of the semi major axis can be found from geometry of the ellipse
and is given by

tan2ψ= 2σ xy / ( σ2 y -σ2 x )

when ρ is zero (no correlation between x and y)the axes of the ellipse lie along
the x and y axes.

The random variable X and Y which are in general correlated can be transformed
to uncorrelated random variables by the rotation of x and y axes through the
angle ψ to coincide with the axes of the ellipse.

The transformation U = cosψ -sinψ X

V sinψ cosψ Y

If the covariance matrix for the random variable X and Y is

Cx = σ2 x σ xy

σ yx σ2 y

The covariance matrix C u for the uncorrelated random variable U and V is

Cu = cosψ -sinψ σ2 x σ xy cosψ sinψ

sinψ cosψ σ yx σ2 y -sinψ cosψ

= σ2 x cosψ + σ2 y sinψ -σ xy sin2ψ (1/2)( σ2 x -σ2 y )sin 2ψ + σ xy cos2ψ

(1/2)( σ2 x -σ2 y )sin 2ψ + σ xy cos2ψ σ2 x sin2ψ + σ2 y cos2ψ +σ xy sin2ψ

The two diagonal terms are both equal to σ uv and must be zero so

tan 2ψ =2σ xy / (σ2 y - σ2 x ).

σ xy >0 σ xy <0
 y
U
V
Sx

Sy
t

Standard error ellipse

x

Sv

Standard error rectangle

The usual case the position of a station is uncertain in both direction and distance.

• The estimated error of the adjusted station therefore involves the

errors of two jointly distribution variables (x and y coordinates).

• Thus it follows the Bivariate Normal Distribution(BND).

• The figure above shows a contour plot of the BND.

• To describe the estimated error of a station fully, it is necessary to

show the orientation and lengths of the semi axes of the error
ellipse.
• The orientation of the ellipse depends upon the t angle which fixes
the directions of the auxiliary, orthogonal (u,v) axes along which the
elipses axes lie.

• The u axis defines the weakest direction in which the station’s

adjusted position is known.

• It lies in the direction not maximum expected error in the station’s

coordinates.

• The v axis is orthogonal to u and defines the strongest direction in

which the station’s position is known or the direction of minimum
error.

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