非线性函数的协方差传播公式

Variance-Covariance Propagation for a Nonlinear Function

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。
- 非线性 /
- 方差协方差传播 /
- 应用
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.
- nonlinear /
- variance-covariance propagation /
- application