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Principal Component Compression Method for Covariance Matrices Used for Uncertainty Propagation

Zhao, D., Mubarak, F.A. (Van Swinden Laboratorium (VSL), Thijsseweg 11, 2629 JA Delft, The Netherlands), Rodriguez-Higuero, M., Harris, P.M., Humphreys, D.A. and Ojasalo, K.
Keywords:

Covariance matrix, Fourier transforms, frequency-domain measurements, measurement uncertainty, principal component analysis (PCA), timebase drift correction, time-domain measurements, timing jitter, uncertainty propagation

Document typeArticle
Journal title / SourceIEEE Transactions on Instrumentation and Measurement
Volume64
Issue2
Page numbers / Article number356-365
Publisher's nameInstitute of Electrical and Electronics Engineers (IEEE)
Publication date 2015-02
ISSN0018-9456, 1557-9662
DOI10.1109/TIM.2014.2340640
LanguageEnglish

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