Covariance — where it appears
Named by 23 essays across 5 fields — each of them below, with the objects they name alongside it.
An error ellipse is an indicatrix
A positional covariance pushed through a projection is the same matrix sandwich that produces Tissot's indicatrix, so the error ellipse drawn on a map and the distortion ellipse drawn beside it are the same ellipse. A five-metre circular accuracy is drawn at an axis ratio of 3.04 on one common projection — and the same projection draws a genuinely lopsided 304 by 100 metre error as a perfect circle.
The average of noisy positions moves
Average sixty thousand scattered observations of one place on a Mercator map and the answer is 404 metres too far north — at every sample size, because it is a bias and not noise. The same average on the Lambert cylindrical equal-area is 404 metres too far south, the two being ½ (σ²/R) tan φ and its exact negative, and on the plate carrée it is not displaced at all.
A coordinate is the output of a solve
Six essays measure a tape, close a traverse, spread a misclosure and reduce a chain. The coordinate that comes out of the far end is the solution of a least-squares problem, and the problem has a decision in it that is not a measurement: what to hold fixed. Change it and every coordinate moves by centimetres while not one residual moves at all.
The difference of two coordinates
Three essays give a single coordinate a width. Every practical use of one is a difference of two — a distance, a bearing, a movement, an area — and the width of a difference is not the two widths combined, because the errors are not independent. Far from its datum a one-leg baseline is six times more certain than the positions it joins.
The network's answer is decided before it is measured
An adjustment is usually judged by what it does with observations. Every quantity a specification is written about — the error ellipses, the redundancy numbers, the smallest detectable blunder — is a function of the geometry and the weights alone, and does not contain an observed value anywhere. Four layouts of five stations with the same ten distances differ by a factor of 20.9 in their worst coordinate.
The seven parameters have their own uncertainty
Nine essays on this ladder print a datum transformation as seven exact numbers. Every published set is the output of a least-squares fit and arrives with standard errors as much a part of the result as the parameters — and pushing those widths through to the ground gives an ellipse, not a number, that is 68 mm across at the equator and 43 mm at 70°.
What the extra unknown costs where nothing can see it
Four lines of position can estimate a common error in every sight as well as the position. The estimate is honest — three kilometres put in comes back as 2.8 — and where the residual is blind, its scatter is plus or minus thirty-one, and the fix that carries it is scattered fourteen kilometres from the ship against the biased fix's two and a half. Letting the residual choose between the two is worse than either, because a test with no power is a one-in-twenty lottery on the worse answer.
A confidence ellipse is honest only where the sheet keeps angles
The cocked hat covers seven square kilometres and holds the ship a quarter of the time; the confidence ellipse from the same three sights covers fifty and holds it ninety-five per cent, which is what it was built to do. On a plotting sheet whose longitude is not corrected for latitude that ellipse fails in two unrelated ways — its centre is displaced, which costs coverage and depends on the navigator's own assumed position, and its shape is misread, which costs nothing but meaning and depends only on the latitude.
The control carries the error of every network above it
A local survey is adjusted with its control stations held fixed, and the error ellipses it reports come from its own observations alone. On a stated three-order network a local station reports 11 millimetres and sits 59 from where the national origin puts it: 52 of them from the national order and 26 from the regional. Its own residuals can see almost none of that. What it does own outright is its lengths, and nothing of those is inherited.
A second pin is a measurement of the places
Counted exactly, a picture of places is a direct sum: the distances and bearings spend its shape and two pins spend where it sits on the sheet. Given tolerances, the sum survives in one form and fails in another. Pins at one place put none of their error into the shape at any tolerance, and wherever the pins are, their average takes none of the distances' error. But every place pinned after the first is a statement about the geography, and held exact it makes the shape worse once its error passes about two thirds of the shape's own.
The correlation is not the same in every direction
Every number in the measurement before this one came out of Σ cₙ Pₙ(cos ψ) — a covariance that depends on the angular distance and nothing else. Ground has grain: at a modest anisotropy the same 20 km baseline omits 165 millimetres along it and 241 across, and the isotropic answer understates the worse direction by 18.4 per cent.
A low sight is worth keeping only if it is weighted
A body five degrees above the horizon is seen through so much air that its refraction correction is ten times a high body's, and a tenth of that correction uncertain doubles the sight's error. Given the same weight as the others, a sight below seven degrees makes the fix worse than throwing it away; weighted by its variance it never does. The ellipse drawn without weights is turned twenty degrees from the right one, and a navigator who must guess the weights loses far less by guessing high.
Three numbers are all a local survey can check of its control
Adjust a local network on its own lines, then fit it onto its three control stations, and the misfit at the control is the only place the control's error can show. It is exactly the excess the held adjustment's variance factor already carried, counted on three degrees of freedom instead of fifteen, and it catches a disturbed monument 79 times in a hundred where the held report catches it 49. Give the fit a scale and it hides 98 per cent of that excess, and lends the control's error to every length.
Weighted by what it disagrees with, the fix trusts the sight it leans on
With six sights and two unknowns, the residuals seem to offer a way to find the bad sight without knowing the weather: weight each line by how little it disagrees, and solve again. One step of that gives a low body almost exactly the weight its altitude would, 4.5 per cent against 4.0. Every further step walks it away. Iterated until the weights settle, the fit is worse than weighting nothing in all four arrangements tried. Where the low body stands alone in its direction it ends with six times the weight it earns, because the fix leans on its line and its residual shows only 46 per cent of its error.
Naming the control station that moved takes a fifth
A local survey tied to distant control can tell that a monument has moved, and with three control stations it cannot say which. Each station gives the local lines one number they know well — its distance — and a shift of the whole control uses up two of them, so three stations leave one and four leave two. Five evenly spaced name a station moved five centimetres 83 times in a hundred; three name it 20. Better lines cannot stand in for the missing stations, and every station added also exposes more of the control's own published error.
The error ellipse is not an ellipse
A positional covariance pushed through a projection is the same matrix sandwich that draws an indicatrix. That is a first-order operation on a map with a second derivative, so the propagated distribution is not the ellipse the sandwich draws — and a nominal 95 per cent ellipse holds 93.06 per cent on one projection and 95.63 on another, in opposite directions, from the same input.
A week of twilights learns what a sight is worth
One fix cannot tell how good its low sight was, but every residual of every fix is a point on one straight line whose slope is the square of the refraction share, once each is corrected exactly for its own fix's geometry. After one twilight the estimate is zero four times in ten; after a week it is within half again of the truth nearly four times in five. And the lesson is worth little: a guess within a factor of two already costs under 4 per cent of the fix, a week's estimate 1.3, and a share that changes from night to night by half again costs more than the learning buys.
Honest about its control, the test needs eight centimetres where it needed five
A test that holds the control exact reads the control's published error as movement, and at five stations flags a good survey sixteen times in a hundred. Carry the published covariance into the adjustment and the false alarms fall to half a per cent — and the smallest move the test can find grows from 48 millimetres to 77. A five-centimetre move is then named 29 times in a hundred instead of 63, the naming rate of perfect control takes twenty-four stations, and above ten centimetres the two tests agree. What the honest test buys is a flag that means what it says.
One survey cannot tell an optimistic report from a moved mark
A local survey that carries its control's published covariance can estimate, from its own residuals, how far that covariance understates the truth. With five control stations the estimate has a standard deviation of 3.8 times the published scale, and a single monument moved five centimetres adds about as much again — four times what a report twice too optimistic would add. Run at the scale it estimated for itself, the honest test stops flooding good surveys with alarms, and names a moved mark seven times in a hundred instead of twenty-five: the move inflates the estimate and the estimate absorbs the move. The report can be checked only across surveys, and telling one twice too optimistic from an honest one takes about two hundred of them with five stations each, or fifty with twelve.
The parameters are not independent
Rung seven gives the seven parameters their own uncertainty and stops at seven numbers. There are twenty-eight, and the twenty-one nobody publishes are not small: a translation and the rotation that mimics it correlate at 0.94, the normal matrix has a condition number of 4 × 10¹⁶, and propagating from the diagonal alone overstates the transformation's uncertainty by up to a factor of thirty-six.
An agency can map where its published covariance is optimistic
The local surveys tied to a regional network each estimate, badly, how far the network's published covariance understates the truth, and the agency that receives them can pool what they say. When the understatement is confined to one part of the region, pooling it into one number dilutes it: a patch covering 15 per cent of the region with errors four times their published size reads as 1.30 for the whole. Counted place by place, the same surveys find the patch — two agencies in three find it with 400 surveys and nearly every one with 800, flagging almost nothing outside it. Fed back as one number the scale removes little of the false alarms inside the patch and costs nearly a third of the test's power outside; fed back as a map it cuts the false alarms inside from 20 per cent to 3 and costs little outside.
A choropleth is read by area
Every cartography course states the rule — use an equal-area projection for a thematic map — and states it as advice. It is a theorem, and it has a residual: the error a page puts into a reading is exactly the covariance of the value with the areal factor, which is 24.85 per cent for a northern concentration read off Mercator and 0.00 per cent for the same field read off a map that spreads area by 7.7 to one.
The sample was drawn on the page
Every mean in this collection integrates over the sphere, because that is where the ground is. A raster, a pixel loop and any figure that walks its own canvas integrate over the page instead, and the difference is exactly the covariance between the quantity being measured and the map's own area distortion — 7.2° of mean angular deformation on Miller becoming 18.0°.
Named alongside it
The objects these essays reach for when they reach for this one.
Least-squaresVerificationError ellipseAdjustmentPrecisionRedundancyControl pointsDegrees of freedomEstimatorNetworkWeightingDatum