Variance-Covariance Propagation for a Nonlinear Function

Xu Peilang. Variance-Covariance Propagation for a Nonlinear Function[J]. Geomatics and Information Science of Wuhan University, 1986, 11(2): 92-99.

Citation:

Xu Peilang. Variance-Covariance Propagation for a Nonlinear Function[J]. Geomatics and Information Science of Wuhan University, 1986, 11(2): 92-99.

Citation:

Xu Peilang. Variance-Covariance Propagation for a Nonlinear Function[J]. Geomatics and Information Science of Wuhan University, 1986, 11(2): 92-99.

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.

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