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Home Courses Observation Theory: Estimating the Unknown Course materials Lectures Precision and covariance matrix

Precision and covariance matrix

Course subject(s) 1. Introduction to Observation Theory

Now that you learnt about the statistical properties of random errors, in this unit we will show how the standard deviation is a measure for the variability in the outcomes of the random errors. As such, it describes the precision of measurements. Furthermore, we will define the ‘covariance matrix’, which describes the precision of multiple observations.

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Observation Theory: Estimating the Unknown by TU Delft OpenCourseWare is licensed under a Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International License.
Based on a work at https://ocw.tudelft.nl/courses/observation-theory-estimating-unknown.
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