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GlueX Experiment Document 6125-v2

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Uncertainty propagation for functions of complex random variables

Document #:
GlueX-doc-6125-v2
Document type:
Technical Note
Submitted by:
Boris Grube
Updated by:
Boris Grube
Document Created:
07 Jul 2023, 16:43
Contents Revised:
01 Apr 2024, 18:07
Metadata Revised:
15 Nov 2024, 09:57
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Abstract:
In this note, we collect and partly derive formulas needed to perform linear uncertainty propagation for functions of complex-valued vectors. In particular, we show how to apply Wirtinger calculus to simplify the calculation of the Jacobian matrices.
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  • Note (note.pdf, 388.9 kB)
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