An Inverse Regression Method for Determining an Ensemble of State Error Vectors from a Covariance Matrix.

Abstract

A method is described to determine an ensemble of initial condition state vector errors for use in a Monte-Carlo type error model. The state vector errors are found from a given (N x N) error covarance matrix and are properly correlated with one another. The method used is an inverse regression scheme which randomly introduces a gaussion distribution of errors with determined variances about linear regression curves calculated from the given covariance Matrix. A FORTRAN coded implementation of the method is included. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Dec 05, 1977
Accession Number
ADA054214

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  • Ronald S. Brunsvold

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  • Naval Ordnance Laboratory

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