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方差-协方差传播律
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方差-协方差传播律
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variance-covariance propagation law
方差-协方差传播律
描述观测量的方差以及观测量间的协方差与其函数或函数向量的方差或协方差阵关系的计算公式。是用来解决由观测向量的精度计算其函数精度的问题。
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