Weighted residuals and last estimations of batch least square estimator

Dear all,

after reading this post Re-computed estimated measurements of some time ago, I would ask you some clarifications regarding the results generated by the two following methods which are available when using the BLSEstimator:

  1. batchLSEstimator.getOptimum().getResiduals(): this method from what I understand should compute the “weighted residuals” of the penultimate iteration of the BLSEstimator, which are equivalent to the “physical residuals” multiplied by the square root of the weight matrix W (considering it is a diagonal matrix this corresponds in practice to multiplying by 1/sigma of the measurements).

  2. batchLSEstimator.getLastEstimations(): this method should provide a map with the ObservedMeasurements and the EstimatedMeasurements for each epoch of the penultimate iteration of the BLSEstimator.

Therefore, if I understand correctly, the “weighted residuals” computed with the first method multiplied by the corresponding measurement sigma (which, after this operation, are the “physical residuals” at the penultimate iteration) should be equivalent to the difference between ObservedMeasurements and EstimatedMeasurements obtained from the second method, since these too represent the “physical residuals” at the penultimate iteration.

However, during a test to verify this, I obtained different results between the two set of “physical residuals” generated as explained above, therefore I would ask you confirmation on this matter.

Are the weighted residuals (of the first method) obtainable by performing the difference between ObservedMeasurements and EstimatedMeasurements (of the second method) multiplied by the corresponding 1/sigma of the measurements?

Many thanks.

Best Regards

Dear all, do you have any clarification for this topic? Thanks a lot!