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Joined 2026-09-21 Message
Incoming links: Zero-innovation-variance pressure channel
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 y=Hp+e and z=aTp+η. Suppose their known joint error covariance matrix is positive definite,Subtract the part predicted from old noise by definingDirect multiplication gives Cov(e,ν)=0 and τ2=Varν=s−rTR−1r>0, 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]
Cov(eη)=(RrTrs),R>0.
z∗=z−rTR−1y=bTp+ν,b=a−HTR−1r,ν=η−rTR−1e.
I+=HTR−1H+τ2bbT.
An original scalar example observes the same pressure twice, with unit error variances and error correlation ρ∈(−1,1). Then H=a=R=s=1, r=ρ, soAt ρ=0.8, the true estimator variance is 0.9, whereas an independent-noise calculation would claim 0.5. At ρ=−0.8, the variance is 0.1: 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.
I+=1+1−ρ2(1−ρ)2=1+ρ2,Varp=21+ρ.
The effective sensitivity is b, not merely the original a. If b=0 and τ2>0, the new residual carries no additional pressure information. A zero-innovation-variance pressure channel requires separate treatment: division by τ2=0 is invalid, and the limiting relation may be a redundant duplicate or an exact constraint, depending on b.
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.