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16.322 Stochastic Estimation and Control, Fall 2004 Prof vander Velde Once 8 is found, can plug into pdf expression, get o and o h=√(a2-a)+(2pog1)2 +h) (a+G2-h) V =CO sin May want to choose c to achieve a certain probability of lying in that contour In principal coordinates, the probability of a point inside a"co ellipse is People often choose c to find what is called the circular probable error(CPe16.322 Stochastic Estimation and Control, Fall 2004 Prof. Vander Velde Page 6 of 8 Once θ is found, can plug into pdf expression, get σ x and σ y . 2 22 2 2 22 2 22 ( ) (2 ) 1 ( ) 2 1 ( ) 2 R T RT x RT y RT h h h σ σ ρσ σ σ σσ σ σσ = −+ = ++ = +− cos sin i xi i yi x c y c σ φ σ φ = = May want to choose c to achieve a certain probability of lying in that contour. In principal coordinates, the probability of a point inside a “ cσ ” ellipse is 2 2 1 c P e− = − People often choose c to find what is called the circular probable error (CPE)
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