Estimated covariance matrix

Sg covariance matrix of the error estimates covariance matrix of variable estimates X Lagrangian multipliers... 

The least squares regression results arc Q 20.7691 -. 840583. The estimated covariance matrix... 

The estimated covariance matrix for the least squares estimates is... 

Set X = 0 and compute the estimated covariance matrix C = a . This gives the standard errors in the fitted parameters a. 

CEM) filter. The output of the linear matched filter for a test input r, estimated covariance matrix is given by... 

Performs nonlinear regression using the Gauss-Newton estimation method. The jc-data is given as x, while the y-data is given as y. The function, FUN, that is to be fitted must be written as an m-file. It will take three arguments the coefficient values, x, and y (in this order). The function should be written to allow for matrix evaluatitni. The initial guess is specified in bataO. The vector beta contains the estimated values of the coefficients, the vector r contains the residuals, and covb is the estimated covariance matrix for the problem. J is the Jacobian matrix evaluated with the best estimate for the parameters. 

If the examination of the P shows reliability is not sufficient, geological uncertainty and model sensitivity are combined to determine where next data should be collected. The next location will be the data position that creates the greatest variance in the performance model. The estimated covariance matrix has been called the importancy matrix by several authors (37,47). 

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