Fitting Data with Correlations and Constraints

  • Byron P. Roe


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 Science+Business Media New York 1992

Authors and Affiliations

  • Byron P. Roe
    • 1
  1. 1.Randall Laboratory of PhysicsAnn ArborUSA

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