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3. The Weight Matrix
Equation E-4 is the general matrix algorithm for observation equations with weight matrix, [W], included; Equation E-5 is the matrix solution for the unknowns.
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Equation E-4 |
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Equation E-5 |
Because each observation has a weight, [W] is a diagonal m x m matrix, Figure E-5.
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| Figure E-5 Weight Matrix |
The iwi element is the weight for the ith observation. Off-diagonal elements are zero.
Since the weight matrix appears on both sides of Equation E-4, it cancels when computing the residuals, Equation E-6.
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Equation E-6 |
Weights are used in the standard deviation of the unit weight computation, Equation E-7.
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Equation E-7 |