FACULTAD DE INGENIERIA INSTITUTO DE AGRIMENSURA

DEPARTAMENTO DE GEODESIA MATERIA: TEORÍA DE ERRORES

ASIGNATURA: TEORÍA DE ERRORES 2

PROPAGACIÓN DE COFACTORES

σ 12 σ 12 L σ 1n 
 
Σ XX = σ 12 σ 22 M M 
Matriz Covarianza
 M M O M 
 
σ 1n L L σ n2 

σ 12 0 L 0 
 
 0 σ2 M
2
M 
Σ XX = Matriz Varianza
 M M O M 
 2
 0 L L σ n 

 σ 12  1 
 2 L L L ω L L L
σ 0   1 
 σ 22   M 1
1 M M  M 
QXX = W −1
= ⋅∑ =  σ 02 
=  ω2  →
{ σ 02
XX
Matriz  M O M   M O M 
Cofactor  2  1 
σn  M
 M L L  L L
 σ 02   ω n 

→ Σ XX = σ 02 . Q XX

De Teoría de errores 1: Propagación de la matriz varianza y covarianza.

Para funciones lineales y=ax+b ⇒ Σ YY = A ⋅ Σ XX ⋅ AT
Para funciones linealizadas y=f(x) ⇒ Σ YY = J YX ⋅ Σ XX ⋅ J YX
T

Sabemos que:
Σ XX = σ 02 ⋅ Q XX para variables X
Σ YY = σ ⋅ QYY
2
0 para variables Y

Sustituyendo:
Σ YY = A ⋅ σ 02 ⋅ Q XX ⋅ AT ÷ σ 02 ⇒ QYY = A ⋅ Q XX ⋅ AT LEY DE APLICACIÓN

Σ YY = J YX ⋅ σ 02 ⋅ Q XX ⋅ J YX
T
÷ σ 02 ⇒ QYY = A ⋅ Q XX ⋅ AT DE COFACTORES

DOCENTES: DANILO BLANCO, ROCÍO LÓPEZ

FACULTAD DE INGENIERIA INSTITUTO DE AGRIMENSURA
DEPARTAMENTO DE GEODESIA MATERIA: TEORÍA DE ERRORES
ASIGNATURA: TEORÍA DE ERRORES 2

APLICACIÓN:

Demostración de que el peso de la ponderada igual a la suma de los pesos.

ω1 x1 + ω 2 x2 + L + ω n xn
X= Media ponderada
ω1 + ω 2 + L + ω n

En notación matricial:
 X1 
 
ω ω ω  X
X =  1 , 2 ,L, n  ⋅  2 
 Σω Σω Σω   M 
 
Xn 

Y = A . X ( lineal )

Entonces:
 1 
ω 0 L 0 
 1 
 0 1
QYY = A ⋅ QXX ⋅ A T −1 M 
Q XX = W = ω2 
 M O 0 
 
 0 1 
L 0
 ω n 

1 
ω 0 L 0   ω1   1 
 Σω   Σω 
 1     
M   ω 2   ω1 ω 2
1
ω ω ω  0 ωn   1 
=  1 , 2 ,L, n  ⋅  ω2  ⋅  Σω  =  ,L, ⋅
Σω   Σω 
QYY ,
 Σω Σω Σω  
M O 0   M  
Σ ω Σω
 M 
 
0 1   ωn   1 
L 0  Σω   Σω 
 ω n 

ω1 + ω 2 + L + ω n 1
QYY = =
(Σω ) 2
Σω

QYY = WYY−1 ⇒ W = Σω

DOCENTES: DANILO BLANCO, ROCÍO LÓPEZ

FACULTAD DE INGENIERIA INSTITUTO DE AGRIMENSURA
DEPARTAMENTO DE GEODESIA MATERIA: TEORÍA DE ERRORES
ASIGNATURA: TEORÍA DE ERRORES 2

PROPAGACIÓN DE COFACTORES PARA AMC + M

Ecuaciones de condición → υ + B∆ = f
con f = d − l donde d = datos numéricos
l = observaciones.

Matriz cofactor asociada a las observaciones → Qll = Q = W −1

Algoritmo:
N = BT ⋅ W ⋅ B
t = BT ⋅ W ⋅ f
∆ = N −1 ⋅ t
υ = f − B⋅∆
l = l +υ

f = (− I ) ⋅ l + d → Q ff = (− I ) ⋅ Qll ⋅ (− I ) = Q → Q ff = Q
T

( ) (
Qtt = B T ⋅ W ⋅ Q ff B T ⋅ W )
T
= B T ⋅W ⋅ Q ⋅W T ⋅ B T ( ) T
= B T ⋅W ⋅ Q ⋅W ⋅ B = B T ⋅W ⋅ B = N
123
=
I

→ Qtt = N
N
=
}
( )
Q∆∆ = N −1 ⋅ Qtt ⋅ N( ) −1 T −1
= N ⋅ Qtt ⋅ {
−1
N −2
NT = 1 1
( )
N ⋅ N −1 = N −1 → Q∆∆ = N −1
⋅3 ⇒ Σ ∆∆ = σ 02 ⋅ Q∆∆
=
I

(
N T = BT ⋅ W ⋅ B ) = (W ⋅ B ) .(B )
T T T T
= BT .W .B = N

υ = f − B ⋅ W −1 ⋅ t = f − B ⋅ N −1 ⋅ B T ⋅ W ⋅ f → υ = (I − B ⋅ N −1 ⋅ B T ⋅ W )⋅ f

( ) (
Qυυ = I − B ⋅ N −1 ⋅ B T ⋅ W ⋅ Q ff ⋅ I − B ⋅ N −1 ⋅ B T ⋅ W
{
)T
=
=
Q
( ) (
= I ⋅ Q − B ⋅ N −1 ⋅ B T ⋅ W ⋅ Q ⋅  I T − B ⋅ N −1 ⋅ B T ⋅ W

)T



(B T
⋅W ) ⋅ (B ⋅ N )
T −1 T
( )
= W ⋅ B ⋅ N −1
T
⋅ B T = W ⋅ B ⋅ N −1 ⋅ B T

DOCENTES: DANILO BLANCO, ROCÍO LÓPEZ

FACULTAD DE INGENIERIA INSTITUTO DE AGRIMENSURA
DEPARTAMENTO DE GEODESIA MATERIA: TEORÍA DE ERRORES
ASIGNATURA: TEORÍA DE ERRORES 2

( )(
Qυυ = I ⋅ Q − B ⋅ N −1 ⋅ B T ⋅ W ⋅ Q ⋅ I − W ⋅ B ⋅ N −1 ⋅ B T = )
= I ⋅ Q ⋅ I − B ⋅ N −1 ⋅ B T ⋅ W ⋅ Q ⋅ I − I ⋅ Q ⋅ W ⋅ B ⋅ N −1 ⋅ B T + B ⋅ N −1 ⋅ B T ⋅ W ⋅ Q ⋅ W ⋅ B ⋅ N −1 ⋅ B T
123 123 123 123
= = = =
Q 1444244 I 43 14I4424443 144I2443
= = =
B ⋅ N −1 ⋅ B T B ⋅ N −1 ⋅ B T 144N 424443
=
I
14444442444444 3
=
B⋅N −1⋅BT

= Q − B ⋅ N −1 ⋅ B T − B ⋅ N −1 ⋅ B T + B ⋅ N −1 ⋅ B T → Qυυ = Q − B ⋅ N −1 ⋅ B T ⇒ Συυ = σ 02 ⋅ Qυυ

1
Si trabajamos con l ajustadas ⇒ B ⋅ ∆ = d − l ⇒ l = d − B ⋅ ∆

Ql l = (− B ) ⋅ Q∆∆ ⋅ (− B ) = B ⋅ N −1 ⋅ B T ⇒ Ql l = B ⋅ N ⋅ B ⇒ Σ l l = σ 0 ⋅ Ql l
T −1 T 2
{
N −1
2
Por 1 y 2 ⇒ Ql l = Q − Qυυ las varianzas de las observaciones ajustadas son menores que las

de las observaciones realizadas.

Con la propagación de cofactores del MMC de las magnitudes, podemos calcular las σ 2 o σ de
las magnitudes ajustadas, de las obse4rvaciones ajustadas y de los residuales de cada
observación.

ALGORITMO MMC + M

N = BT ⋅ W ⋅ B Q = W −1
t = BT ⋅ W ⋅ f Q∆∆ = N −1 ⇒ Σ ∆∆ = σ 02 ⋅ Q∆∆
∆ = N −1 ⋅ t Qυυ = Q − B ⋅ N −1 ⋅ B T ⇒ Συυ = σ 02 ⋅ Qυυ
υ = f − B⋅∆ Ql l = B ⋅ N −1 ⋅ B T ⇒ Σ l l = σ 02 ⋅ Ql l
l = l +υ

DOCENTES: DANILO BLANCO, ROCÍO LÓPEZ

FACULTAD DE INGENIERIA INSTITUTO DE AGRIMENSURA
DEPARTAMENTO DE GEODESIA MATERIA: TEORÍA DE ERRORES
ASIGNATURA: TEORÍA DE ERRORES 2

Ejemplos:
1- Recordamos el ej. de la recta: se desea determinar y = ax + b. Se realizan 3 observaciones de
la coordenada y. La x se conoce sin error.

Punto X Y
σ 12 = 0.10, σ 22 = 0.08, σ 32 = 0.08
1 2 3.2
2 4 4.0
3 6 5.0 σ 02 = 0.10

1 0 0  − 2 − 1
 69 14.5 0.452
W =0 1.25 0 
 N =  ∆=  B = − 4 − 1
0 0 1.25 14.5 3.5  2.256  − 6 − 1

1 0 0
 0.112 − 0.464
Q =W −1
= 0 0.8 0  ⇒ Q∆∆ = 
 ⇒
 − 0.464 2.208 
0 0 0.8

 0.0112 − 0.0464
Σ ∆∆ = 0.10 ⋅ Q∆∆ =  ⇒ σ a2 = 0.0112 ⇒ σ a = 0.106
 − 0.0464 0.2208 
⇒ σ b2 = 0.2208 ⇒ σ b = 0.470

 0.8 0.32 − 0.16  0.08 0.032 − 0.016

Ql l = B ⋅ N ⋅ B =  0.32 0.288 0.256  ⇒ Σ l l =  0.032 0.0288 0.0256 
−1 T  
− 0.16 0.256 0.672  − 0.016 0.0256 0.0672 

 0.2 − 0.32 0.16   0.02 − 0.032 0.016 

Qυυ = − 0.32 0.512 − 0.256 ⇒ Συυ = − 0.032 0.0512 − 0.0256
  
 0.16 − 0.256 0.128   0.016 − 0.0256 0.0218 

σ Y2 = 0.08 1
σ Y = 0. 3 1

⇒ σ Y = 0.0288 → σ Y = 0.2
2
2 2

σ Y2 = 0.0672
3
σ Y = 0.3 3

σ υ2 = −0.02
1
σ υ = 0.11 1

⇒ σ υ = 0.0512 → σ υ = 0.23
2
2 2

σ υ2 = 0.0128
3
σ υ = 0.11 3

DOCENTES: DANILO BLANCO, ROCÍO LÓPEZ

FACULTAD DE INGENIERIA INSTITUTO DE AGRIMENSURA
DEPARTAMENTO DE GEODESIA MATERIA: TEORÍA DE ERRORES
ASIGNATURA: TEORÍA DE ERRORES 2

2- Recordamos el ej. de la red de nivelación: A l1 B

l3 l2
B = τ1 , C = τ 2 , D = τ 3 l6 D
l5 l4

C
1 0 0
− 1 0 1 
τ 1     3 − 1 − 1
   0 0 1   
W = I ∆ = τ 2  B =   N = − 1 3 − 1
 1 − 1 0 
τ 3  − 1 − 1 3 
 0 −1 1 
 
 0 − 1 0 
A los efectos de poder calcular las varianzas de las cotas ajustadas aseguramos σ 02 = 0.0016m 2 .

1 1 1 
0.0008 0.0004 0.0004
 2 4 4
Q∆∆ = N −1 = 1 1 1  ⇒ Σ ∆∆ = 0.0016 ⋅ N = 0.0004 0.0008 0.0004
−1
 
 14 1
2 4
1  0.0004 0.0004 0.0008
 4 4 2 

σ B = 0.028m
⇒ σ = 0.0008 → σ C = 0.028m
2
l1

σ D = 0.028m

DOCENTES: DANILO BLANCO, ROCÍO LÓPEZ

FACULTAD DE INGENIERIA INSTITUTO DE AGRIMENSURA
DEPARTAMENTO DE GEODESIA MATERIA: TEORÍA DE ERRORES
ASIGNATURA: TEORÍA DE ERRORES 2

PROPAGACIÓN DE COFACTORES PARA AMC + C

Ecuaciones de condición → A ⋅ υ = f
con f = d − l donde d = datos numéricos
l = observaciones.

Algoritmo:
Qe = A ⋅ Q ⋅ A T
We = Qe−1
k = We ⋅ f
υ = Q ⋅ AT ⋅ k
l = l +υ

Qe ya es una matriz cofactor ⇒ We es la matriz peso correspondiente.

f = − A ⋅ l + d ⇒ Q ff = (− A) ⋅ Qll ⋅ (− A) = A ⋅ Q ⋅ AT → Q ff = Qe
T

Qkk = (We ) ⋅ Q ff ⋅ (We )

−T
= We ⇒ Qkk = We
{ {
Qe−1 Qe
( )
Qυυ = Q ⋅ AT ⋅ Qkk ⋅ Q ⋅ AT
{ 1424 3
( )
T
= Q ⋅ AT ⋅ We ⋅ A ⋅ Q ⇒ Qυυ = Q ⋅ AT ⋅ We ⋅ A ⋅ Q
We  T  T

A  ⋅ QT
Συυ =σ 02 ⋅ Qυυ

Demostración que (We ) = We

T

(
We = Qe−1 ⇒ QeT = A ⋅ Q ⋅ AT ) = (1A23) ⋅ (14
T T T
A ⋅ Q) = A ⋅ Q ⋅ A
24 3
T T
= Qe ⇒ QeT = Qe
A QT ⋅ AT
T −1
   
   
(
We =  A ⋅ Q ⋅ A
T
14243 
T −1
) 14243
T T
=  A⋅Q ⋅ A  ( ) = Qe−1 = We ⇒ (We ) = We
T

 Qe   Qe 
   

l = l + υ = l + Q ⋅ AT ⋅ k

l = l + Q ⋅ AT ⋅ We ⋅ f = l + Q ⋅ AT ⋅ We ⋅ (d − A ⋅ l ) = l + Q ⋅ AT ⋅ We ⋅ d − Q ⋅ AT ⋅ We ⋅ A ⋅ l

l = (I − Q ⋅ AT ⋅ We ⋅ A) ⋅ l + Q ⋅ AT ⋅ We ⋅ d

DOCENTES: DANILO BLANCO, ROCÍO LÓPEZ

FACULTAD DE INGENIERIA INSTITUTO DE AGRIMENSURA
DEPARTAMENTO DE GEODESIA MATERIA: TEORÍA DE ERRORES
ASIGNATURA: TEORÍA DE ERRORES 2

 
 
( ) (
Ql l = I − Q ⋅ AT ⋅ We ⋅ A ⋅ Q ⋅ I − Q ⋅ AT ⋅ We ⋅ A ) (
T T
) 

T
(
= I ⋅ Q − Q ⋅ A .We ⋅ A ⋅ Q ⋅ I − Q ⋅ A ⋅ We ⋅ A 
T
1442443 
T
)

 (
(We ⋅ A)T ⋅ Q ⋅ AT T )
( )(
Ql l = I ⋅ Q − Q ⋅ A T ⋅ W e ⋅ A ⋅ Q ⋅ I − Q ⋅ A T ⋅ W e ⋅ A )
T
=

= I ⋅ Q ⋅ I − Q ⋅ AT ⋅ We ⋅ A ⋅ Q ⋅ I − I ⋅ Q ⋅ AT .We . A ⋅ Q + Q ⋅ AT ⋅ We ⋅ A ⋅ Q ⋅ AT ⋅ We ⋅ A ⋅ Q
123 1424 3
Q Qe
144 42444 3
I
Ql l = Q − Q ⋅ A T ⋅ We ⋅ A ⋅ Q − Q ⋅ A T ⋅ We ⋅ A ⋅ Q + Q ⋅ A T ⋅ W e ⋅ A ⋅ Q

Ql l = Q − Q ⋅ AT ⋅ We ⋅ A ⋅ Q ⇒ Ql l = Q − Qυυ ⇒ Σ l l = σ 02 ⋅ Ql l

ALGORITMO MMC + C

Q υυ = Q ⋅ AT ⋅ We ⋅ A ⋅ Q → Συυ

Ql l = Q − Qυυ → Σ l l

DOCENTES: DANILO BLANCO, ROCÍO LÓPEZ