[AMR] Notes in various sections

This commit is contained in:
2026-08-04 10:47:06 +02:00
parent fd27c22de9
commit 19f29b655f
11 changed files with 17 additions and 9 deletions
@@ -20,3 +20,5 @@ e.g. $\sum_{X} \P(X) = 1$ becomes $\int \P(x) \dx = 1$
PDF: $f(\vec{x}) = \frac{1}{\sqrt{(2\pi)^k \det(\mat{\Sigma})}} \text{exp}\left( -\frac{1}{2}(\vec{x} - \vec{\mu})^\top \mat{\Sigma}^{-1} (\vec{x} - \vec{\mu}) \right)$
$\Sigma^{-1}$ for $\Sigma$ diagonal, inverse of diag els (e.g. $\sigma^{-1}$)
\hl{Always Normalize (i.e. sum of all probabilities is 1)}
@@ -1,4 +1,5 @@
\subsection{Error Propagation}
\label{sec:error-propagation}
For functions $\vec{f}(\vec{x}) = \mat{A}\vec{x}$, the \bi{linear error propagation}
is given by $\Sigma^f = A \Sigma^x A^\top$, with $\Sigma^x$ the uncertanty of $\vec{x}$ (covariance mat.)
is given by $\Sigma^f = A \Sigma^x A^\top$, with $\Sigma^x$ the uncertanty of $\vec{x}$ (covariance mat.), typically $\texttt{diag}(\sigma^2)$,
with $\sigma^2$ the variance of all variables involved