Title :
Graphical transformations of 2×2 covariance matrices
Author_Institution :
Raytheon Company, Sudbury, MA, USA
fDate :
12/1/1968 12:00:00 AM
Abstract :
The Mohr circle construction is applied to the rotational transformation of 2×2 covariance matrices, and to the problem of covariance-matrix updating in recursive optimal estimation procedures.
Keywords :
Covariance matrices; Capacitive sensors; Covariance matrix; Navigation; Sprites (computer); Stress; Symmetric matrices; Vehicles; Visualization;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1968.1099073
