THE DEVELOPMENT OF THE COVARIANCE MATRIX FOR SYSTEM PERFORMANCE EVALUATION,

Abstract

This report presents a general approach to performance evaluation of a system. It develops the covariance matrix based on first principles of statistics. By obtaining estimates of the statistical behavior of fundamental error sources within the system and parametric equations defining the system, the covariance matrix of the system outputs may be developed in a routine manner. To demonstrate the application of the covariance matrix, a discussion is included on how the elements of the matrix are obtained for an inertially guided missile system; however, the method has general systems application. With a computer simulation program such as the Aerospace Modularized Vehicle Simulation, the partial derivatives required to develope the covariance matrix are readily obtained by first differences. (Author)

Document Details

Document Type
Technical Report
Publication Date
Jun 30, 1964
Accession Number
AD0603193

Entities

People

  • J. C. Peale

Organizations

  • The Aerospace Corporation

Tags

Communities of Interest

  • Weapons Technologies

DTIC Thesaurus Topics

  • Computer Simulations
  • Computers
  • Computing-Related Activities
  • Covariance
  • Data Science
  • Equations
  • Guided Missiles
  • Information Science
  • Mathematics
  • Simulations
  • Simulators
  • Statistics
  • Test And Evaluation

Readers

  • Computational Modeling and Simulation
  • Missile Defense Systems.
  • Statistical inference.

Technology Areas

  • Space