Category "covariance"

Kalman filter system/measurement noise covariance

This may be a bit of a dumb question, but the textbook I'm using doesn't do a deep dive into the intuition on each parameter of the Kalman filter. When I am dev

SSM model Standard errors Matlab covariance matrix

Does anybody know please how to obtain standard errors of estimates parameter in SSM model matlab? or how to get them from covariance matrix?

How to generate random correlated uniform data from a correlation matrix?

I have a very specific problem to solve that makes researching a solution quite hard because I lack the requisite math skills. My goal: Given a covariance/corre

Why can't I assign List<int> to IEnumerable<object> in .NET 4.0

I try to do this: IEnumerable<object> ids = new List<string>() { "0001", "0002", "0003" }; it works great! But when I try to do this: IEnumerab