An example of propagation of error associated with an iterated least squares solution (Q582030)
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scientific article; zbMATH DE number 4129952
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An example of propagation of error associated with an iterated least squares solution |
scientific article; zbMATH DE number 4129952 |
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An example of propagation of error associated with an iterated least squares solution (English)
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1989
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The author considers the iterative least squares solution of the covariance matrix related to the nonlinear problem: \(f(x)=b\), linearized into: \(A(x)[x-x(0)]=b-b(0),\) \(A\underline\triangle \partial f/\partial x.\) It is shown that the covariance matrix is: \(\sigma_ x'=\sigma_ x+C\), where \(\sigma_ x\) is the pseudo inverse of the covariance of the measurements b, and C a matrix depending from the dependence of A on b. Examples are provided.
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iterative least squares estimation
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error correction
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covariance errors
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error propagation
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covariance matrix
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pseudo inverse
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0.7319867014884949
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0.7316178679466248
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0.7190173864364624
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