Precision matrix as a construction tool of line estimators

Details Precision matrix as a construction tool of line estimators Precision matrix as a construction tool of line estimators

Jan 2008

adsabs.harvard.edu/cgi-bin/nph-data_query?bibcode=2008spie.6937e.118k&link_type=abstract

Photonics Applications in Astronomy, Communications, Industry, and High-Energy Physics Experiments 2007. Edited by Romaniuk, Rys

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Scientific paper

In the work is presented the concept of a precision matrix being the reverse of a covariance matrix and presented modifications of Kalman filter equations enabling the use of measurements, for which the distribution of error is described by the singular precision matrix. Such a situation occurs, when the number of degrees of freedom of measuring result is less than dimensional space, in which the measurement is made. The precision matrix easily enables the description of this type of measurement, in addition estimators' formulae using the precision matrix are much more simple.

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