Wiki Display
Covariance matrix (measurement)
Definition
symmetric positive semi-definite matrix of dimension N × N associated with an estimate of a real vector quantity of dimension N × 1, containing on its diagonal the squares of the standard uncertainties associated with the respective components of the estimate of the quantity, and, in its off-diagonal positions, the covariances associated with pairs of components of that estimate
Source
GUM S2 [RD6]
Suggestions
149 Views
