For questions on propagation of errors.

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2
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1answer
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Error propagation, why use variences?

I have been reading up on error propagation and am slightly confused about something. We can the error in $c=f(a,b)$ as the: $$\sigma(c)= f_a \sigma_a+f_b \sigma _b$$ Firstly is this correct and am I ...
1
vote
1answer
565 views

Calculating Covariance. (Multiplication of Two Covariance Matrices)

I have an equation T3=T1*T2 where T is 3*3 Transformation matrix representing position of an object in 3D. Now each of these position has some error in the form of 3*3 covariance matrix i-e ∑. My ...
0
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1answer
2k views

Proving the relative error of division.

The problem says to show that the relative error for division on a computer is $$Rel(\frac{x_{A}}{y_{A}})=\frac{Rel(x_{A})-Rel(y_{A})}{1-Rel(y_{A})}$$ $$\approx Rel(x_{A})-Rel(y_{A})$$ provided ...