Precision and covariance matrix (cont’d)
Course subject(s)
1. Introduction to Observation Theory
In this video we will have a closer look at the covariance matrix and the meaning of its elements (the variances and covariances) and their relation with the ‘correlation coefficient’. In addition, we will briefly discuss the multivariate normal distribution of a vector of random errors.
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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.