= Propagation of uncertainty
{title2=$\sigma_g^2\simeq\nabla g^{\mathsf T}\Sigma\nabla g$}
{wiki}
= Uncertainty propagation
{synonym}
= Error propagation
{synonym}
= Law of propagation of uncertainty
{synonym}
<Propagation of uncertainty> estimates how <measurement errors> in inputs affect a calculated result. For small input errors with <covariance matrix> $\Sigma$, linearizing a differentiable <function> $g$ gives the displayed approximation for its <variance>. For independent errors in a product $g=2fd$, the squared relative <standard deviations> add. Correlated errors need the covariance terms; systematic offsets require separate assessment.
Back to article page
