Cheg 258 - Lecture Notes - Feb. 23, 2000
Announcements
There is no homework assigned today. Good luck on the exam next Wednesday!
Class notes
Scanned Notes
The main points of the lecture were
- The covariance matrix and multidimensional error propagation
Goals:
After this lecture you should be able to:
- Calculate the matrix of covariance, and understand its meaning
- Determine the covariance matrix of a vector function, given a vector of variables and its matrix of covariance.
Reading
Questions of the Day
- In the Taylor series of a linear function Z, why can we ignore higher order terms regardless of the size of error in the variables?
Matlab Example Codes
example 15
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David.T.Leighton.1@nd.edu