Fitting Data with Correlations and Constraints

  • Byron P. Roe
Part of the Undergraduate Texts in Contemporary Physics book series (UTCP)


Until now, we have usually taken individual measurements as independent. This is often not the case. Furthermore, there may be constraints on the values. We will examine here a general formalism for dealing with these complications if the problem can be approximately linearized and if the errors on each point are approximately normal.


Constraint Equation Correlation Matrice Fitting Data Measurement Pair Moment Matrix 
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Copyright information

© Springer-Verlag New York, Inc. 2001

Authors and Affiliations

  • Byron P. Roe
    • 1
  1. 1.Department of Physics, Randall LaboratoryUniversity of MichiganAnn ArborUSA

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