mirror of
https://github.com/janishutz/eth-summaries.git
synced 2026-09-10 19:15:25 +02:00
[AMR] Notes in various sections
This commit is contained in:
@@ -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
|
||||
|
||||
Reference in New Issue
Block a user