Special Study Groups 4.190:

“Non‑probabilistic assessment in geodetic data analysis”

 

H. Kutterer, kutterer@dgfi.badw.de

 

 

Motivation

 

Geometrical and physical models can only be approximations of the reality. Hence, the difference between the selected model and the data is uncertain. In Geodesy, these differences either remain unclassified or are considered as exclusively random. The first case leads to estimation theory including robust techniques. In the second case stochastics based on probability theory supplies a variety of methods for modelling as well as for data analysis and assessment. Contrary to this, stochastics is not always the adequate theoretical basis to handle problem‑immanent uncertainties. Two examples may give an idea. In applications like, e.g., Real-Time Kinematic Differential GPS, imprecision due to unknown systematic effects is the most relevant type of uncertainty. Besides, in GIS modelling there are often fuzzy or vague transitions between spatial objects regarding the respective semantics.

 

The probabilistic point of view is normative. It does not allow to handle different types of uncertainty in a distinct way. In order to establish a general methodology for the comprehensive assessment of uncertainty in data analysis it is necessary to identify and to classify the occuring uncertainties in typical geodetic applications. Within the work of the IAG SSG 4.190 (SSG) several mathematical theories were considered which are not based on probability theory such as interval mathematics and fuzzy theory. One prominent topic was the joint treatment of random-type uncertainty (stochasticity) and imprecision of the data. Three fields of application were studied: GPS data processing, deformation analysis, GIS.

 

Membership structure

 

Chairman:                                          H. Kutterer (Germany)

 

Members:                                         

O. Akyilmaz (Turkey)                          M. Brovelli (Italy)

A. Brunn (Germany)                            A. Carosio (Switzerland)

B. Crippa (Italy)                                  G. Joos (Germany)

K. Heine (Germany)                            S. Leinen (Germany)

B. Merminod (Switzerland)                   F. Neitzel (Germany)

W. Niemeier (Germany)                       J. Ou (China)

D. Rossikopoulos (Greece)                  B. Schaffrin (U.S.A.)

E. A. Shyllon (Nigeria)                         A. Stein (The Netherlands)

J. Wang (Australia)                             Y. Yang (China)

J. Zavoti (Hungary)

 

Corresponding Members:                    

R. Fletling (Germany)                          J. B. Miima (Germany)

M. Molenaar (The Netherlands)            S. Schön (Germany)

W.-D. Schuh (Germany)                      R. Viertl (Austria)

A. Wieser (Austria)

 

Organizational notes


 

During the period from 1999 to 2003 one scientific symposium and three working meetings were held within the frame of the SSG. The `First Symposium on Robust Statistics and Fuzzy Techniques in Geodesy and GISA took place in Zurich, Switzerland, from March 12 to March 16, 2001. It was organized by A. Carosio and H. Kutterer who also edited the proceedings volume (Carosio and Kutterer, 2001). A first working meeting took place on April 7, 2000 in Karlsruhe, Germany. The participation of E. A. Shyllon was funded by the IAG what is gratefully acknowledged. A second SSG working meeting was held during the Zurich symposium. The third and last meeting was organized on the occasion of the IAG Scientific Assembly 2001 in Budapest, Hungary.

 

SSG website and mailing list

 

The SSG maintains the website www.dgfi.badw.de/ssg4.190. The site contains formal details (terms of reference, objectives, list of members), information on the work of the SSG (notes, minutes of the working meetings, Zurich symposium report, bibliography) and a mailing list. It is planned to keep the site beyond the IUGG General Assembly 2003 in Sapporo, Japan, and to update it when required.

 

Results

 

Qualification and quantification of uncertainty

Uncertainties of the data are due to the random selection of the data, the random variability of the data (central limit theorems), imprecision of the observation procedure and instruments (round‑off errors, recording of correction data), lacking reliability of the data, reduced credibility of the data (data are recorded reliably, but their adequacy for the modelled situation is questionable), data gaps, or lacking consistency of data coming from different sources. Uncertainties of the estimation or inference procedures result from simplifications for (convenient) mathematical treatment (e.g., linearized models), (ambiguous) choice of the optimum principle of parameter estimation, or decisions based on discrete alternatives and on threshold values.

 

The uncertainty of models or concepts is not considered in classical Geodesy. Nevertheless, there are uncertainties of the model because of the incomplete (human) knowledge (modelling of the 'state of the art'), necessary simplifications due to the complexity of the real world (naming of and restriction to the relevant characteristics), modelling of a substitute ('proxy') situation (discretization of continuous objects and processes), fuzziness or imprecision of linguistic expressions or descriptions ('gross error', 'high temperature'), imprecision or inaccuracy of some 'known' model parameters, ambiguity (non‑uniqueness in a crisp sense), or vagueness (non‑uniqueness in a fuzzy sense, non‑specificity).

 

Aiming at the assessment and management of uncertainty in typical geodetic data analysis it is indispensable to register, to characterize, and to categorize the essential contributors and effects. The set‑up of a corresponding questionnaire is the key to the assessment of uncertainty. It can serve as a basis for the improvement of particular procedures in use and for the comparison of procedures. A proposed questionnaire can be found on the SSG webpages. Such a questionnaire is particularly recommended as a basis for the assessment of routine data analysis like in the IAG data services. This could help to get a deeper understanding of the data products to be used or interpreted.

 

Mathematical theories for the assessment of uncertainty

Mathematical theories which are adequate for (at least) some parts of uncertainty modelling and handling can be divided into theories which are more or less based on the theory of probability and into theories which are not. The approximation theory is the most fundamental approach since uncertainty is considered in terms of approximation errors which are minimized by minimizing a suitable measure for the distance between model and data. Probabilistic theories are the theory of stochastics with uncertainty modelled by means of random variables, the Bayes theory allowing the use of stochastic (sometimes subjective) prior knowledge (Koch, 1990) and the evidence theory (Shafer, 1976). The last theory can be understood as a generalization of the Bayes theory; uncertain prior knowledge is modelled and assessed using credibility and plausibility measures. Finally, robust statistics has to be settled between pure approximation theory and stochastics.

 


Non-probabilistic theories are interval mathematics (Alefeld and Herzberger, 1983), fuzzy theory (Dubois and Prade, 1980), possibility theory (Dubois and Prade, 1988), the theory of rough sets and the artificial neural networks (ANN). Interval mathematics allows to consider imprecise data whereas fuzzy theory comprises both fuzziness (or imprecision) of the model and of the data. The main branches of fuzzy theory are fuzzy logic and fuzzy data analysis. The latter can be understood as a generalization of interval mathematics. There are approaches to combine probabilistic and non-probabilistic theories like, e.g., by Viertl (1996) who develops a statistics for imprecise data with extensions to Bayesian statistics.

 

There is a need in geodetic data analysis for the selection of the adequate kind of mathematics, for the definition of particular measures of uncertainty, and for the combination of the most suitable mathematical theories if several types of uncertainty occur in the applications. For further information and for a extended list of references see the SSG website. Within the SSG the main focus was on robust statistics and on geodetic applications of both fuzzy logic and fuzzy data analysis to handle classical model-data deviations in general and to consider (non-random) data and model imprecision.

 

Interval mathematics and fuzzy data analysis

Imprecision of the data can be taken into account either by intervals or fuzzy numbers. An interval is defined by its lower and its upper bound or, equivalently, by its meanpoint and its radius. The radius of the interval is a proper measure of imprecision. A fuzzy number is typically defined by its membership function which is controlled by a meanpoint parameter and a spread parameter. Fuzzy numbers can be understood as generalized intervals. Imprecision measures based on fuzzy numbers are proportional to the spreads (Kutterer, 2002a). The definition of vectors is unique in case of intervals. In fuzzy theory there are several ways like, e.g., the use of the minimum rule or of quadratic forms (Kutterer, 2001c, 2002a).

 

Least-squares (LS) adjustment is a typical technique in geodetic data analysis. The case of observation intervals and their impact on the LS estimator (LSE) was discussed by Schön and Kutterer (2001a, b, 2002) in order to solve two problems. First, in geodetic practice imprecision needs to be quantified. Second, the impact of observation imprecision on the estimated parameters can be reduced using mathematical optimization techniques. Both aspects are studied in detail by Schön (2003). Kutterer (2001c) discusses two fuzzy-theoretical ways to introduce imprecision to the LSE in a Gauss-Markov model. The first one is the fuzzy-extended LSE where the imprecise observations vector is inserted into a consistent extension of the LSE. The meanpoint of the fuzzy-extended LSE is equivalent to the classical LSE. Its spreads quantify the imprecision in addition to the variance-covariance matrix which represents stochastic dispersion. The second one is based on the maximum similarity principle and leads to the fuzzy LSE in the strict sense and to the hybrid fuzzy LS approximation.

 

As in geodetic practice neither the stochastic nor the interval or fuzzy approach are adequate to jointly handle stochasticity and imprecision, fuzzy extensions of confidence regions and hypothesis tests for stochastic and imprecise data have been developed. The main idea is to apply the extension principle of fuzzy theory to the respective mathematical relations. The derivation of fuzzy-extended confidence regions to the resolution of GPS phase ambiguity parameters was studied in Kutterer (2001b, 2002b). Statistical hypothesis tests for imprecise data are derived in Kutterer (2003).

 

Fuzzy systems and artificial neural networks

In many applications of control theory and of decision theory it is either expensive or just impossible to acquire complete and precise information on all relevant parameters and relations. Hence, the need for moderate complex but adequate models leads to the development of fuzzy systems which are based on fuzzy logic. Fuzzy systems consist of four components: an input component, an inference component, an output component and a feedback connection from the output to the input. The input component comprises an interface which allows to fuzzify real input data by means of linguistic variables such as @length@ with the fuzzy states @short@, @medium@, @long@. The inference component consists of a fuzzy rule base and a method for the aggregation of the resulting fuzzy set. The output component yields real parameters which are derived from the fuzzy result by a defuzzification method.

 


Fuzzy models were used successfully by Heine (1999, 2001) for the modelling of deformation processes. Leinen (2001) studied the On-The-Fly resolution of GPS phase ambiguities as a multi-attribute decision making process in order to assess the importance of some evidence pro or contra a particular candidate solution. Aliosmanoglu and Akyilmaz (2002) considered outlier detection in geodetic networks based on fuzzy logic. Joos (2001) presented the @egg-yolk@ approach which allows to model fuzzy transition zones between spatial objects in GIS such as meadows and forests. Graeff (2002) compared probabilistic and fuzzy approaches in case of template matching for GIS data acquisition. An adaptive network fuzzy inference system (ANFIS) was studied by Akyilmaz and Kutterer (2003) for the short-term prediction of Earth orientation parameters. Wieser (2001a, b) and Wieser and Brunner (2002a, b) show the benefit of fuzzy logic for the determination of a realistic variance model for GPS data and correspondingly for improved robust estimates for kinematic processing of short baselines.

 

The artificial neural networks (ANN) represent an independent methodology to handle various types of uncertainty. They have been developed in order to imitate human thinking. They are composed of a large number of simple processors (neurons) that are massively connected and operate simultaneously. ANN are trained based on examples what is called machine learning. During the training process individual weights are assigned to the neurons. Some work has been done on the application of ANN to geodetic problems. Heine (1999) and Niemeier and Miima (2001) considered the modelling of deformation processes. Note that both fuzzy systems and ANN are solely mathematical representations of the underlying physical processes. They offer easy-to-handle best-fit solutions but they are - at least at first glance - inadequate for physical interpretation.

 

Estimation theory including robust techniques

The use of robust techniques for the reliable estimation of parameters and derived quantities is important in case of insufficient knowledge of the statistical properties of the data. Within the frame of the SSG several progress has been achieved. Wicki (2001) describes the BIBER estimator which is used by the Swiss Federal Office of Topography for geodetic networks. Kanani and Carosio (2001) use the BIBER estimator for the automatic vectorization of areal objects from digital topographic maps. Yang studies - together with varying co-authors - robust estimators in applications such as satellite laser ranging in order to handle systematic errors (Yang et al., 1999a), kinematic GPS positioning (Yang et al., 2001b), and dynamical sea surface models (Yang et al, 1999a).

 

Maximum correlation adjustment (MCA) is based on the quantitative comparison of data and model by means of their correlation coefficient (Neitzel, 2001). A set of solutions is obtained by maximizing the correlation coefficient. In geometric deformation analysis the Helmert transformation is one of the MCA solutions. Finally, some extensions of classical estimation theory are mentioned which are relevant in the scope of the SSG. Schaffrin and Iz (2001) study an extended estimator which is adequate to handle partial inconsistencies when integrating heterogeneous data sets. The Best Linear Minimum Partial Unbiased Estimator (BLIMBPE) is described in Schaffrin and Iz (2002).

 

Perspectives

 

Two main outcomes of the SSG>s work should be emphasized. First, there is a clear need for a distinct modelling and handling of the different types of problem-immanent uncertainties. Second, there are different mathematical theories which allow a dedicated treatment. There is certainly a competition of methodologies in some fields but in most parts they are complementing each other. One example is represented by the soft computing techniques which comprise fuzzy techniques, ANN and genetic algorithms. A second example in data analysis is a joint modelling and inference strategy in a combined stochastic, fuzzy and Bayesian framework. Once established, this allows to integrate stochasticity and imprecision of the data as well as model and prior information uncertainty. Both given examples reflect essential and de manding challenges in geodetic data analysis for the near future.


General references

 

Alefeld, G.; Herzberger, J. (1983): Introduction to Interval Computations. Academic Press, New York.

 

Dubois, D.; Prade, H. (1980): Fuzzy Sets and Systems. Academic Press, New York.

 

Dubois, D.; Prade, H. (1988): Possibility Theory, Plenum Press, New York.

 

Koch, K. R. (1990): Bayesian Inference with Geodetic Applications. Springer, Berlin Heidelberg.

 

Shafer, G. (1976): A Mathematical Theory of Evidence. Princeton University Press, Princeton.

 

Viertl, R. (1996): Statistical Methods for Non-Precise Data. CRC Press, Boca Raton New York London.

 

Publications by SSG members in the frame of the SSG

 

Akylimaz, O; Ayan, T.: Optimization of deformation networks by using fuzzy approach. In: CD-ROM Proceeding of the IAG 2001 Scientific Assembly, Budapest, 02.09.-07.09.01, 2001.

 

Akyilmaz, O.; Kutterer, H.: Prediction of Earth orientation parameters by fuzzy inference systems. Report No. 75, DGFI, München, 2003.

 

Aliosmanoglu, S.; Akyilmaz, O.: A comparison between statistical&fuzzy techniques in outlier detection. In: Ádám, J.; Schwarz, K.-P. (Eds.): Vistas for Geodesy in the New Millenium. IAG Symposia, Vol. 125, Springer, 382-387, 2001.

 

Brovelli, M.A.; Sansò, F.; Venuti, G.: A discussion on the Wiener‑Kolmogorov prediction principle with easy to compute and robust variants. In: Carosio, A.; Kutterer, H. (Eds.), 25‑38, 2001.

 

Carosio, A.; Kutterer, H. (Eds.): Proceedings of the First International Symposium on Robust Statistics and Fuzzy Techniques in Geodesy and GIS. Swiss Federal Institute of Technology Zurich, Institute of Geodesy and Photogrammetry - Report No. 295, 2001.

 

Graeff, B.: Querying raster data structures ‑ probabilistic and non‑probabilistic approaches on knowledge based template matching methods. In: Ádám, J.; Schwarz, K.-P. (Eds.): Vistas for Geodesy in the New Millenium. IAG Symposia, Vol. 125, Springer, 371-376, 2002.

 

Heine, K.: Beschreibung von Deformationsprozessen durch Volterra- und Fuzzy-Modelle sowie Neuronale Netze. Deutsche Geodätische Kommission, Series C, Nr. 516, München, 1999.

 

Heine, K.: Potential applications of fuzzy methods in geodetic fields. In: Carosio, A.; Kutterer, H. (Eds.), 87-94, 2001.

 

Joos, G.: Modeling Uncertainty in GIS. In: Carosio, A.; Kutterer, H. (Eds.), 133-138, 2001.

 

Kanani, E.; Carosio, A.: Automatic vectorisation of areal objects by robust estimation techniques. In: Carosio, A.; Kutterer, H. (Eds.), 159‑168, 2001.

 

Kutterer, H.: Uncertainty assessment in geodetic data analysis. In: Carosio, A.; Kutterer, H. (Eds.), 7-12, 2001a.

 

Kutterer, H.: An imprecise search space for GPS phase ambiguity parameters. In: Carosio, A.; Kutterer, H. (Eds.), 215-220, 2001b.

 

Kutterer, H.: Some considerations on Fuzzy Least-Squares. In: Sideris, M. (Eds.): Gravity, Geoid and Geodynamics 2000. Springer, Berlin Heidelberg, 73-78, 2001c.

 

Kutterer, H.: Zum Umgang mit Ungewissheit in der Geodäsie ‑ Bausteine für eine neue Fehlertheorie. DGK, Reihe C, Nr. 553, München, 2002a.

 

Kutterer, H.: Joint treatment of random variability and imprecision in GPS data analysis. Journal of Global Positioning Systems, Vol. 1, No. 2:96-105, 2002b.

 

Kutterer, H.: Statistical hypothesis tests in case of imprecise data. Proceedings of the 5th Hotine-Marussi Symposium, Springer, Berlin, 2003 (accepted for publication).

 

Leinen, S.: Fuzzy-Logic Based GPS On-The-Fly Ambiguity Search. In: Carosio, A.; Kutterer, H. (Eds.), 209-214, 2001.

 

Neitzel, F.: Maximum Correlation Adjustment in Geometrical Deformation Analysis.In: Carosio, A.; Kutterer, H. (Eds.), 123-132, 2001.

 

Niemeier, W., Miima, J.B.: A Neural Network Approach for Modelling Geodetic Deformations. In: Carosio, A.; Kutterer, H. (Eds.), 111-116, 2001.

 

Ou, J.: Selection of Quasi‑Accurate Observations and "Hive‑Off" Phenomena about the Estimators of Real Errors. In: Carosio, A.; Kutterer, H. (Eds.), 73‑78, 2001.

 

Rossikopoulos, D.: Modeling Alternatives in Deformation Measurements. In: Carosio, A.; Kutterer, H. (Eds.), 117‑122, 2001.

 


Schaffrin, B.; Iz, H.B.: Integrating heterogeneous data sets with partial inconsistencies. In: Sideris, M. (Eds.): Gravity, Geoid and Geodynamics 2000. Springer, Berlin Heidelberg, 49-54, 2001.

 

Schaffrin, B.; Iz, H.B.: BLIMPBE and its geodetic applications. In: Ádám, J.; Schwarz, K.-P. (Eds.): Vistas for Geodesy in the New Millenium. IAG Symposia, Vol. 125, Springer, 377-381, 2002.

 

Schön, S.: Analyse und Optimierung geodätischer Messanordnungen unter besonderer Berücksichtigung des Intervallansatzes. Ph.D. Thesis, University of Karlsruhe, Germany, Summer 2003.

 

Schön, S.; Kutterer, H.: Interval-based description of measurement uncertainties and network optimization. In: Carosio, A.; Kutterer, H. (Eds.), 41-46, 2001a.

 

Schön, S.; Kutterer, H.: Optimal design of geodetic monitoring networks by means of interval mathematics. In: Whitacker C. (Eds.): Proceedings of the 10th FIG International Symposium on Deformation Measurements, 19.03.-22.03.2001, Orange, California, U.S.A., 362-371, 2001b.

 

Schön, S.; Kutterer, H.: Network optimization with respect to systematic errors. In: Ádám, J.; Schwarz, K.-P. (Eds.): Vistas for Geodesy in the New Millenium. IAG Symposia, Vol. 125, Springer, 329-334, 2002.

 

Shyllon, E.A.: Techniques for modeling uncertainties inherent in Geomatics Data: Fuzzy System Approach. In: Carosio, A.; Kutterer, H. (Eds.), 139-144, 2001.

 

Viertl, R.: Description and Analysis of Fuzzy Data. In: Carosio, A.; Kutterer, H. (Eds.), 19‑24, 2001.

 

Wicki, F.: Robust estimator for the adjustment of geodetic networks. In: Carosio, A.; Kutterer, H. (Eds.), 53-60, 2001.

 

Wieser, A: A Fuzzy System for Robust Estimation and Quality Assessment of GPS Data for Real-Time Applications. In: Proc ION GPS 2001, Salt Lake City, pp 2998-3008, 2001a.

 

Wieser, A: Robust and fuzzy techniques for parameter estimation and quality assessment in GPS, Ph.D. Thesis, TU Graz, Ingenieurgeodäsie - TU Graz, Shaker Verlag Aachen, 253 p, 2001b.

 

Wieser, A: Fuzzy Logic and GPS: Benefitting from uncertainty. GPS World, March: 38-47 (in print), 2003.

 

Wieser, A.; Brunner, F.K.: Robust estimation applied to correlated GPS phase observations.In: Carosio, A.; Kutterer, H. (Eds.), 193‑198, 2001.

 

Wieser, A.; Brunner, F.K.: Variances of GPS observations determined by a fuzzy system. In: Ádám, J.;

 

Schwarz, K.-P. (Eds.): Vistas for Geodesy in the New Millenium. IAG Symposia, Vol. 125, Springer, 365-370, 2002a.

 

Wieser, A; Brunner, F.K.: Short static GPS sessions: robust estimation results. GPS Solutions 5/3: 70-79, 2002b.

 

Yang,Y.: Robust estimation of geodetic datum transformation, Journal of Geodesy 73: 268-274, 1999.

 

Yang, Y.; Cheng, M.K.; Shum, C. K.; Tapley, B. D.: Robust estimation of systematic errors of satellite laser range, Journal of Geodesy 73 : 345-349, 1999a.

 

Yang, Y.; Wen, Y.; Xiong, J.; Yang, J.: Robust estimation for a dynamical model of sea surface. Survey Review, 35: 2-10, 1999b.

 

Yang, Y.; He, H.; Xu, G.: Adaptively robust filtering for kinematic geodetic positioning, Journal of Geodesy 75(2/3): 109-116, 2001a.

 

Yang, Y.; Song, L.; Xu, T.: New Robust Estimator for the Adjustment of Correlated GPS Networks. In: Carosio, A.; Kutterer, H. (Eds.), 199‑207, 2001b.

 

Yang, Y.; Song, L.; Xu, T.: Robust estimator for correlated observations based on bifactor equivalent weights, Journal of Geodesy, Vol 76(6-7): 353-358, 2002.