Cheg 258 - Lecture Notes - Feb. 23, 2000

Announcements

There is no homework assigned today. Good luck on the exam next Wednesday!

Class notes

The main points of the lecture were

• The covariance matrix and multidimensional error propagation

Goals:

• 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

• The class notes.

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