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On the sensitivity of the results of least-squares adjustments concerning the stochastic model

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Abstract.

A proper perturbation theory of a mathematical model and the quantities derived by means of least-squares adjustments is indispensable if the results have to be interpreted in a wider context. The sensitivity of some characteristic results of least-squares adjustments such as the estimated values of the parameters and their variance–covariance matrix due to imminent uncertainties of the stochastic model is discussed in detail. Linearizations are used with rigorous error measures and interval mathematics. Numerical examples conclude the investigations.

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Authors and Affiliations

  1. Geodetic Institute, University of Karlsruhe, Englerstraße 7, D-76128 Karlsruhe, Germany e-mail: kutterer@gik.uni-karlsruhe.de; Tel.: +49 721 608 2309; Fax: +49 721 694552, , , , , , DE

    H. Kutterer

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  1. H. Kutterer
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Received: 27 December 1997 / Accepted: 19 April 1999

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Kutterer, H. On the sensitivity of the results of least-squares adjustments concerning the stochastic model. Journal of Geodesy 73, 350–361 (1999). https://doi.org/10.1007/s001900050253

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  • DOI: https://doi.org/10.1007/s001900050253

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