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Keywords: covariance matrix
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Journal Articles
Journal Articles
Publisher: ASME
Article Type: Research Papers
J. Mech. Des. February 2012, 134(2): 021004.
Published Online: February 3, 2012
... to the matrix theory [( 7 )], the Frobenius norm of the covariance matrix σ Y in Eq. 20 may be expressed as 21 ‖ σ Y ‖ F ≤ 1 m t r ( J T J ) t r ( σ p ) where ‖ σ ‖ F is the Frobenius norm of ( σ ) . From Eq. 21 , it is clear...