非线性函数的协方差传播公式
Variance-Covariance Propagation for a Nonlinear Function
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摘要: 本文首先导出非线性函数的协方差传播的一般公式,将此公式简化,可得到一次的和含有二次项的协方差传播公式。然后证明了H.Wolf的含有二次项的传播公式是该公式的一个近似。Abstract: The general expression of variance-covariance propagation for a nonlinear function is derived. By simplifying it, the corresponding formulas with Order Ⅰ and Order Ⅱ are obtained. The formula with Order Ⅱ presented by H. Wolf is proved to be an approximation of the above formula.