Correlation of noise factors Covariance COV(x,y)=e((x-e(x))(y-e(y)) NER 城长x CO(xy)=∑∑(x- Size error Pin #1 Correlation coefficient k COv(x, y) What does k-l imply? √AR(x),VAR(y) What does negative k imply? What does k=0 imply? Robust System Design 人 16881 Session #11Correlation of Noise Factors • Covariance COV ( x, y) = E(( x − E( x))( y − E( y)) n m COV ( x, y) ≅ ∑∑( xi − x )( y j − y) i=1 j =1 Size error, Pin #1 • Correlation coefficient k = VAR( x) ⋅VAR( y) COV ( x, y) – What does k=1 imply? – What does negative k imply? – What does k=0 imply? Robust System Design 16.881 Session #11 MIT Size error, Pin #2