Principal Component Compression Method for Covariance Matrices Used for Uncertainty Propagation

Zhao D., Mubarak F.A., Rodriguez-Higuero M., Harris P.M., Humphreys D.A., 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 type Article
Journal title / Source IEEE Transactions on Instrumentation and Measurement
Volume 64
Issue 2
Page numbers / Article number 356-365
Publisher's name Institute of Electrical and Electronics Engineers (IEEE)
Publication date 2015-2
ISSN 0018-9456, 1557-9662
DOI 10.1109/TIM.2014.2340640
Language English

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