Document datum02.doc, Ver. 2002-07-25.

 

 

Datum-shift, error-estimation and gross-error detection when using least-squares collocation for geoid determination.

By

C.C.Tscherning

Department of Geophysics,

University of Copenhagen

Juliane Maries Vej 30

DK-2100 Copenhagen Ø., Denmark

cct@gfy.ku.dk

 

Prepared for the International School on the

Determination and use of the Geoid.

Draft, July 2002.

 

Abstract. The use of Least-Squares Collocation for datum-shift determination as well as gross-error detection is described. Examples using GEOCOL with data from the New Mexico test area are included.

1. Introduction.

When using least-squares collocation (LSC) for gravity field modeling, an initial hypothesis is that the model (the approximation to the anomalous potential, ) is associated with a geocentric reference system, and that the zero and first order spherical harmonic coefficients are all zero. The data to be used to determine the model must then also refer to this system, or have to be transformed to the system. A well known example is height anomalies determined as the difference between ellipsoidal heights from GPS and normal heights determined from levelling.

All levelling datum have an inherent error, due to the fact that the zero levels have been fixed by a convention and not through a physical measurement. We will denote the error for a particular system by N0. In geodetic practice this does not cause problems, because height differences are the quantity of interest. (In oceanography, however, the absolute heights are important.)

The ellipsoidal heights may also suffer from errors due to the fact that most positions are determined differentially, i.e. with respect to a set of reference points. If these reference points are in a non-geocentric system such as NAD83 a conversion to a geocentric system must be done, see e.g. (Smith and Milbert, 1999). This conversion is generally given as a 7-parameter similarity transformation.

The parameters of this kind of transformation are easily estimated if we have two sets of 3-dimensional positions either the Cartesian coordinates or latitude, longitude and ellipsoidal height, using a least-squares adjustment.

When a purely gravimetric quasi-geoid is compared to a surface constructed from height anomalies derived from GPS and levelling one will often note that the surfaces disagree, see e.g. Jiang and Duquenne (1996). Frequently they are related through a bias or tilt. In this case the two surfaces may be brought to a close agreement by estimating and applying the bias and the tilt. But these 3 quantities (height bias, tilt in East and West) corresponds exactly to a 3-parameter datum shift using a translation of the center of the reference ellipsoid (D x, D y, D z), see e.g. Torge (2001, p. 319).

A simple adjustment used for the determination of the parameters will in general be sufficient to obtain an agreement between the gravimetric geoid and the height anomalies. One can say that the gravimetric geoid has been used as an interpolator to construct a height reference surface.

However, this procedure does not take into account that the two data types are physically correlated, so that both the gravimetric geoid and the height reference surface may be improved.

Furthermore, a simple 3-parameter adjustment does not take into account the spatially varying quality of the gravimetric geoid or the spatial distribution of GPS/leveling derived height anomalies. This is however possible using LSC and we will in the following section describe how LSC can be used to estimate a gravimetric geoid, a corresponding height reference surface and N0 or datum-shift parameters. The reference surface may be used to convert GPS ellipsoidal heights to normal heights in the used height system. (A further conversion to orthometric heights should then be made if necessary using standard procedures).

In LSC the errors in the data must (should) be taken into account. But in many cases are the errors not known, and the data may include gross-errors. The error estimates of leveled heights are generally only known as the error of the height differences relative to set of higher order bench marks. (See http://www.ngs.noaa.gov/GEOID/GPSonBM99/format99.txt ). Furthermore, the errors are correlated, and the variance-covariance matrix is in general not available. For ellipsoidal heights determined using GPS the error estimates available are also relative errors. These heights are frequently in error due to erroneous identification of the reference point or the antenna height.

LSC filters the data when used for the determination of . We may then as done in geodetic network adjustment inspect the residuals (see e.g. Pope, 1976), by using the model for the computation of the estimates of the data used to determine the model. (We are here taking advantage of the property of LSC, which for error-free data will give error-free estimates of these data). This requires that we have unbiased estimates, which we will not have due to the N0-problem and the possibly non-geocentric datum. Consequently we have to estimate N0 and the datum shift parameters simultaneously with the determination of the model. Another requirement is that we have a statistically homogeneous data distribution. Unfortunately this is often not true, but there are anyway (as described in section 4) possibilities for using the residuals for gross-error detection.

In the following section the theory will be briefly reviewed without proofs. (The reader will find proofs in (Moritz, 1980)). Then the theory is exemplified using the New Mexico test data also used in (Tscherning, 1994), plus GPS/levelling height anomalies from the area obtained from http://www.ngs.noaa.gov/GEOID/GPSonBM99/gpsbm99.html .

2. Parameter and error-estimation using LSC.

We will suppose that our observations yi may be expressed as

where Li is a linear functional, ei is the error, Ai a vector of partial derivatives and X the vector of parameters, see (Tscherning, 1994, section 2). If the unknown parameter is equal to N0 then Ai = 1 for all values of i which are associated with height anomalies and 0.3 mgal/m for gravity anomalies.

If no parameters are present we obtain a LSC approximation to T by requiring the square of the norm of the model plus the variance of the noise to be minimalized. When parameters are present we also require the square of the norm of the parameter vector to be minimalised.

The covariance between two quantities will be denoted COV( Li, Lj )= Cij. If one of the functionals are the evaluation of T in a point P, we write COV(P, Li )=CPi. The norm of a functional is denoted , the variance-covariance of the noise and , a n x n matrix, where n is the number of observations.

Then an estimate of T and of the parameters X are obtained as

where W is the a-priori weight matrix for the parameters (Generally the zero matrix). The associated error estimates are with

the mean square error of the parameter vector

and the mean square error of an estimated quantity

.

These quantities look as being very complicated to evaluate, but a simple modification of Choleskys algorithm where the matrices A and P are used as extensions

 

solves the problem. (If observations such as differences between coordinates in a local datum and in a geocentric datum are used, as slight modification of the equations are necessary).

3. Datum shift and height system bias (N0) estimation.

The program GEOCOL (Tscherning, 1974, 1976) may be used to estimate a gravity field model and one or more of the components of a 7-parameter similarity transformation datum-shift or of a datum shift given as the change in geoid height (or height anomaly) and deflections of the vertical in a datum origin. In case the parameters are (D x, D y, D z) we have (in spherical approximation)

where j is the latitude and l the longitude. Also a simple height system bias, N0 may be determined.

Here we should keep in mind, that the determination of a datum-shift requires data which covers a large area, see Fig. 1. However, if the area is not large, this will be reflected in large error estimates .

This will be illustrated using 2920 gravity data and 20 height anomalies from the New Mexico White Sands test area. The height anomalies were obtained from ellipsoidal heights, h, determined by GPS and orthometric heights, H, in the North Americal Vertical Datum 1988 (NAVD88) converted to normal heights, N*. Ellipsoidal heights were available both in the continental North American Datum 1983 (NAD83) and the global ITRF94 datum.

Initially the contribution from the EGM96 spherical harmonic model (Lemoine et al., 1998) complete to degree 360 were subtracted from both data-types. The RTM effect (Torge, 2001, p. 288) was also subtracted, see Table 1.

TABEL 1. Smooting obtained by subtracting EGM96 and the residual topographic effects.

Height anomalies, NAD83 (20 values)

Height anomalies ITRF94 (20 values)

Gravity anomalies

(2920 values)

 

Original

minusEGM96

minusEGM-TC

Original

minusEGM96

minusEGM-TC

Original

minusEGM96

minusEGM-TC

 

m

m

m

m

m

m

mgal

mgal

mgal

Mean

-23.22

1.09

1.24

-24.27

0.04

0.20

9.2

-2.9

0.3

S.dev.

1.08

0.16

0.13

1.08

0.16

0.13

30.4

21.3

13.2

Min

-23.99

0.72

1.00

-25.06

-0.33

-0.05

-58.7

-74.8

-41.0

Max

-19.88

1.36

1.49

-20.92

0.30

0.45

162.5

-78.0

45.7

 

 

(It is preferable to use residual data because the spatial statistical distribution of the data becomes more homogeneous. The physical correlation between the residual height anomalies and gravity anomalies will also increase.)

A model was estimated from the reduced gravity data and used for the estimation of the height anomalies. The model was used to predict the residual height anomalies, see Table 2.

TABLE 2. Results of predicting height anomalies in NAD83 and in ITRF94 without datum corrections.

Differences observed-predicted (m)

Height anomalies in ITRF94

Height anomalies in NAD83

mean

0.26

1.30

Standard deviation

0.06

0.06

Min

0.19

1.23

max

0.37

1.41

We can see that there is an excellent agreement between the height anomaly differences in all cases. This led us to adopt a mean error of 0.02 m for the height anomalies converted to an absolute zero origin. But there are considerable biases.

The 20 residual height anomalies were then added to the gravity anomalies and a new model was determined together with a 3-parameter translational datum-shift or a height bias shift, respectively, see Table 3.

TABLE 3. Result of determination of datum-shift and of height bias N0 from 2992 gravity anomalies and 20 height anomalies in NAD83 and in ITRF94.

Data

NAD83

 

ITRF94

 

From

Units: m

Value

Error estimate

Value

Error estimate

Smith, Milbert

N0 only

1.29

0.03

0.26

0.03

0.31

D x

-5.94

1.82

-4.84

1.82

-0.97

D y

1.08

0.91

-0.81

0.92

1.94

D z

-3.36

1.17

-3.76

1.18

0.55

 

It is comforting to see the large error-estimates. We can not expect better results using data from such a small area. Formally the error of the estimated quasi-geoid was improved from 0.07 m to 0.02 m when only N0 was determined, see Fig. 2 and 3, but it should be interpreted as the improvement of the height anomaly differences. The value of N0 for ITRF94 is in good agreement with the value found by Smith and Milbert(1999, Table 3) for the NAVD88 bias.

 

 

 

 

4. Verification of the error-estimates of the data and gross-error search.

The detection of possible gross-errors using the differences between observed values and values calculated using LSC has been sucesfully applied on a number of data types, see Tscherning, (1990, 1991), Albertella et al.(2000).

Using GEOCOL we may compute the estimates of the data used as input as well as the error-estimates. These a-posteriori error-estimates will generally be smaller than the a-priori ("input") error estimates. The estimate of the error of the difference will then be the Gaussian sum of the a-priori error and the a-posteriori error.

LSC will perform a filtering, so that if closely correlated data (typically data located close to the point with which the value is associated) differ from a value of a specific measurement, a residual larger than the error estimate of the difference will occur. If this is the case, we have found a "suspected gross error". A threshold may be defined, equal to e.g. 3 times the error of the difference. Now different factors may play a role: we may have under or over-estimated the a-priori error.

If the original data (supposed to be distributed in a regular manner in space) follow a normal distribution (may be verified from a histogram), then the ratio between the absolute value of the difference observed minus predicted and the a-posteriori error estimate should follow a t-distribution. If it does not do this, something is wrong. GEOCOL will as output bin the residuals divided by the a-posteriori error in 50 % intervals. The percentages of values in each bin may then be used as an indicator of the quality of the a-priori error-estimate.

Unfortunately the error-estimates does not take into regard that the error will be small in areas with a smooth gravity field and large where the gravity field varies much.

The inspection of residuals is therefore quite problematic, and should only be used with great caution. Only residuals 5 or more times larger than the error of the difference should be regarded as gross-errors. These values should not necessarily be deleted, but they should have assigned a much larger a-priori error, and the model should be determined again.

The procedure described above was used on the New Mexico residual free-air gravity anomalies. The result is summarized in Table 4.

TABLE 4. Number of suspected gross-errors as a function of a-priori data noise standard deviation and percentage of residuals divided by the a-posteriori error in 0.5 bins. Suspected gross errors are defined as measurements where the residual is 4.0 times larger than the a-posteriori error (mgal).

Interval of ratio of absolute value of residual divided by the a-posteriori error estimate.

Error

Numb.

0-0.5

0.5-1.0

1.0-1.5

1.5-2.0

2.0-2.5

2.5-3.0

3.0-3.5

3.5-

0.2

649

17

15

12

10

8

6

5

27

0.4

321

22

19

14

10

8

6

5

15

1.0

56

34

24

16

10

7

3

2

3

 

It seem like the residuals for a-priori-error 1.0 mgal is most close to a t-distribution. The error estimates of the height anomalies did also increase from 0.02 m to 0.05 m, which seems realistic. There are however too many (56) suspected gross-errors. One would normally expect below 1 %. The values of the differences observed minus predicted which are more than 6 mgal are found in Table 5.

 

Table 5. Suspected gross-errors with residuals larger than 6 mgal.

Number

Latitude

Longitude

Height

Reduced value

a-priori error

Obs-pred

Error of differences

 

deg.

deg.

m

mgal

mgal

mgal

mgal

16493 33.19160 -105.23660 1791.0 13.94 1.00 6.41 1.17

15448 32.96660 -106.55830 1316.0 38.24 1.00 6.59 1.15

15446 32.93830 -106.54830 1208.0 17.90 1.00 -7.90 1.22

15759 32.89330 -107.52490 1621.0 16.37 1.00 6.66 1.12

15584 32.81110 -107.27280 1294.0 -3.52 1.00 6.01 1.14

5153 32.78490 -105.62160 2328.0 22.31 1.00 7.51 1.12

15291 32.75660 -106.39660 1191.0 6.98 1.00 -12.96 1.23

15290 32.73990 -106.39490 1034.0 42.07 1.00 14.17 1.20

15275 32.69330 -106.45660 1201.0 22.66 1.00 -7.06 1.26

15274 32.68990 -106.39490 1025.0 41.06 1.00 9.87 1.23

15257 32.65490 -106.00160 1220.0 -25.18 1.00 -7.21 1.15

15699 32.62160 -107.71660 1662.0 -18.54 1.00 -10.29 1.20

5681 32.57660 -107.70160 1817.0 15.63 1.00 8.95 1.14

3777 32.37330 -106.60490 1522.0 16.22 1.00 7.77 1.14

3751 32.32330 -106.62990 1497.0 10.01 1.00 6.81 1.11

13616 32.01990 -106.60160 1165.0 5.63 1.00 -8.77 1.12

2395 31.94160 -106.52330 1480.0 15.93 1.00 -6.16 1.12

_________________________________________________________________________________

 

All the station numbers above 10000 (12 out of 15) correspond to stations which are located inside the masses when using the RTM method. It seems that the method to correct for this introduces an error, which is disturbingly large. This means that we have been able to identify gross-errors, and even find a likely explanation for their occurrence.

5. Conclusion.

LSC may be used for datum shift determination or height system bias estimation by combining gravity data and height anomalies. However, in order to determine reliable estimates of a datum-shift a large area is needed. This limits the applicability of the method.

It is furthermore required that we know the error standard deviations of the data and that gross-errors have been deleted or down-weighted. The validity of the a-priori error estimates as well as the occurrence of outliers may be investigated by comparing the a-posteriori determined differences between observed and predicted values with the error estimate of the difference obtained using LSC.

6. References.

Albertella A., F.Migliaccio, F.Sanso' and C.C.Tscherning: Scientific Data Production Quality Assessment Using Local Space-wise Preprocessing. H.Suenkel (ED.) Eoetvos to mGal, Final report, pp. 313-329, April 2000.

Jiang, Z. and H.Duquenne: On the combined adjustment of a gravimetrically determined geoid and GPS leveling stations., J. of Geodesy, Vol. 70, pp. 505-514, 1996.

Pope, A.J.: The statistics of residuals and the detection of outliers. NOAA TR NOS NGS 30, NOS/NOAA, Rockville, Md., 1976.

Lemoine, F.G., S.C. Kenyon, J.K. Factor, R.G. Trimmer, N.K. Pavlis, D.S. Chinn, C.M. Cox, S.M. Klosko, S.B. Luthcke, M.H. Torrence, Y.M. Wang, R.G. Williamson, E.C. Pavlis, R.H. Rapp, and T.R. Olson, The Development of the Joint NASA GSFC and the National Imagery and Mapping Agency (NIMA) Geopotential Model EGM96, NASA/TP-1998-206861, Goddard Space Flight Center, Greenbelt, MD, July, 1998.

Moritz, H.: Advanced Physical Geodesy. H.Wichmann Verlag, Karlsruhe, 1980.

Smith, D.A. and D.G.Milbert: The GEOID96 high resolution geoid height model for the United States. J. of Geodesy, Vol. 73, pp. 219 - 236, 1999.

Torge, W.: Geodesy, 3. Ed., 2001.

Tscherning, C.C.: A FORTRAN IV Program for the Determination of the Anomalous Potential Using Stepwise Least Squares Collocation. Reports of the Department of Geodetic Science No. 212, The Ohio State University, Columbus, Ohio, 1974.

Tscherning, C.C.: Determination of Datum-Shift Parameters using Least Squares Collocation. Bollettino di Geodesia e Scienze Affini, Vol. XXXV, No. 2, pp. 173-183, 1976.

Tscherning, C.C.: Local Approximation of the Gravity Potential by Least Squares Collocation. In: K.P.Schwarz (Ed.): Proceedings of the International Summer School on Local Gravity Field Approximation, Beijing, China, Aug. 21 - Sept. 4, 1984. Publ. 60003, Univ. of Calgary, Calgary, Canada, pp. 277-362, 1985.

Tscherning, C.C.: A strategy for gross-error detection in satellite altimeter data applied in the Baltic-Sea area for enhanced geoid and gravity determination. Proc. 11th General meeting Nordic Geodetic Commission, Copenhagen, May 1990, pp. 90-106, Kort-o

g Matrikelstyrelsen, Copenhagen, 1990.

Tscherning, C.C.: The use of optimal estimation for gross-error detection in databases of spatially correlated data. Bulletin d'Information, no. 68, pp.79-89, Bureau Gravimetrique International, 1991.

Tscherning, C.C.: Geoid determination by least-squares collocation using GRAVSOFT. Lecture Notes "Int. School of the Determination and Use of the Geoid", Milano, Oct., 1994, pp. 135 - 164, published by International Geoid Service, 1994.