Ellipse Combining with Unknown Cross Ellipse Correlations
Statistics Theory
2021-01-29 v1 Statistics Theory
Abstract
We discuss the combining of measurements where single measurement covariances are given but the joint measurement covariance is unknown. For this paper we assume the mapping of a single measurement to the solution space is the identity matrix. We examine the solution when it is assumed all measurements are uncorrelated. We then present a way to parameter joint measurement covariance based on pairwise correlation coefficients. Finally, we discuss how to use this parameterization to combine the measurements.
Cite
@article{arxiv.2101.12034,
title = {Ellipse Combining with Unknown Cross Ellipse Correlations},
author = {Adam Hall},
journal= {arXiv preprint arXiv:2101.12034},
year = {2021}
}
Comments
22 pages, 6 figures