Matrix and estimation stuff
- To: mathgroup at smc.vnet.net
- Subject: [mg48735] Matrix and estimation stuff
- From: jax79sg at msn.com (jax)
- Date: Fri, 11 Jun 2004 23:59:04 -0400 (EDT)
- Sender: owner-wri-mathgroup at wolfram.com
Hi, i have a few questions regarding some math and estimation stuff. 1) Lets say i have 2 variables, the x, y coordinates of 2 points. How am i going to compute the covariance matrix of the 2 points? 2) What exactly is a jacobian matrix about? I understand how to derive a jacobian matrix from a given process equation but i do not really understand the usage/purpose of it. 3) If i got a nonlinear process, how do i linearise it? Has this got anything to do with the jacobian matrix above? rgds, jax