A correlated-channel update of pressure-map information measures what a new pressure channel adds after accounting for noise that it shares with the old channels. The rank-one update of pressure-map information for independent noise is a special case. An extra channel may be a precise-looking duplicate of an existing noisy signal and contribute almost no new information.
Write the old and new observations as and . Suppose their known joint error covariance matrix is positive definite,
Subtract the part predicted from old noise by defining
Direct multiplication gives and , a Schur complement. Thus the invertible residual transformation separates the weighted residual objective into its old term and one scalar innovation term:
For jointly normal random variables, uncorrelatedness here also gives independence, and the matrix is the parameter Fisher information. For more general zero-mean errors with this fixed covariance, the displayed algebra still describes the generalized least squares information matrix. This is a partial whitening transformation; the primary covariance interface documents whitening and its identity-covariance check.[ref]
An original scalar example observes the same pressure twice, with unit error variances and error correlation . Then , , so
At , the true estimator variance is , whereas an independent-noise calculation would claim . At , the variance is : opposite noise contributions can cancel. Correlation can reduce or increase the benefit relative to the independent case; it does not make the correctly computed added information negative.
The effective sensitivity is , not merely the original . If and , the new residual carries no additional pressure information. A zero-innovation-variance pressure channel requires separate treatment: division by is invalid, and the limiting relation may be a redundant duplicate or an exact constraint, depending on .
A proposed array characterization measures simultaneous repeated readings under fixed known loads, estimates the complete cross-channel covariance, and tests reconstruction on withheld repetitions. A common reference offset can survive indefinitely despite more channels. The derivation assumes known, unchanged sensitivities and covariance; estimating them from few samples adds uncertainty not included by this update.