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4 lines
223 B
TeX
4 lines
223 B
TeX
\subsection{Error Propagation}
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For functions $\vec{f}(\vec{x}) = \mat{A}\vec{x}$, the \bi{linear error propagation}
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is given by $\Sigma^f = A \Sigma^x \A^\top$, with $\Sigma^x$ the uncertanty of $\vec{x}$ (covariance mat.)
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