Differences

This shows you the differences between two versions of the page.

Link to this comparison view

cs-470:gnuplothelp [2015/01/06 21:48]
ryancha created
cs-470:gnuplothelp [2015/01/06 21:49] (current)
ryancha
Line 63: Line 63:
 == Multivariate Normal == == Multivariate Normal ==
  
-For the Kalman lab, you will need to show multivariate normals. ​ The following sample file shows how this should be done.  Feel free to play around with the palette and isosamples settings. ​ The complete file can be seen at [http://​aml.cs.byu.edu/​~kseppi/​cs470sp07files/​kalman.gpi kalman.gpi] and the image is available at [http://​aml.cs.byu.edu/​~kseppi/​cs470sp07files/​kalman.png kalman.png]. Note that the code given below uses sigma-x, sigma-y and rho (where rho (<​math>​\rho</​math>​) is the [[correlation]] between ​<​math>​X</​math> ​and <​math>​Y</​math>​) to represent the covariance matrix which we called ​<​math>​\Sigma</​math> ​in class. Remember that <​math>​\Sigma</​math> ​is symmetric so we really only need three values to represent it. Thus any 2-d <​math>​\Sigma</​math> ​can be represented by sigma-x, sigma-y and <​math>​\rho</​math> ​as shown here:+For the Kalman lab, you will need to show multivariate normals. ​ The following sample file shows how this should be done.  Feel free to play around with the palette and isosamples settings. ​ The complete file can be seen at [http://​aml.cs.byu.edu/​~kseppi/​cs470sp07files/​kalman.gpi kalman.gpi] and the image is available at [http://​aml.cs.byu.edu/​~kseppi/​cs470sp07files/​kalman.png kalman.png]. Note that the code given below uses sigma-x, sigma-y and rho (where rho ($\rho$) is the [[correlation]] between ​$Xand $Y$) to represent the covariance matrix which we called ​$\Sigmain class. Remember that $\Sigmais symmetric so we really only need three values to represent it. Thus any 2-d $\Sigmacan be represented by sigma-x, sigma-y and $\rhoas shown here:
  
-:<​math>​+:$
 \Sigma = \Sigma =
 \begin{bmatrix} \begin{bmatrix}
Line 71: Line 71:
 \rho \sigma_x \sigma_y ​ & \sigma_y^2 \rho \sigma_x \sigma_y ​ & \sigma_y^2
 \end{bmatrix}. \end{bmatrix}.
-</​math>​+$
  
 and as explained on  [http://​en.wikipedia.org/​wiki/​Multivariate_normal_distribution wikipedia] and as explained on  [http://​en.wikipedia.org/​wiki/​Multivariate_normal_distribution wikipedia]
cs-470/gnuplothelp.txt ยท Last modified: 2015/01/06 21:49 by ryancha
Back to top
CC Attribution-Share Alike 4.0 International
chimeric.de = chi`s home Valid CSS Driven by DokuWiki do yourself a favour and use a real browser - get firefox!! Recent changes RSS feed Valid XHTML 1.0