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#ActualBrother Bob

Posted 31 October 2012 - 11:05 AM

In my post, x and y are scalar random processes. They correspond to p.x, p.y or p.y, or whatever pair of coordinates axes you want to estimate the covariance of. On vector form, the equations are just what you posted. But my point of my post is that, if you expand the product in the summation, then you don't get what your code shows. Expand the product and and do the calculations for every component of the vectors and see what you get.

#1Brother Bob

Posted 31 October 2012 - 11:05 AM

In my post, x and y are scalar random processes. They correspond to p.x, p.y or p.y, or whatever pair of coordinates you want to estimate the covariance of. On vector form, the equations are just what you posted. But my point of my post is that, if you expand the product in the summation, then you don't get what your code shows. Expand the product and and do the calculations for every component of the vectors and see what you get.

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