Yes | Simulate Data Noise |
sim
function in the
Simulation window
and are
denoted by the variable s
.
If you do not check the
Simulate Data Noise box,
the simulated data values, z
,
are defined by
z = h (s )
k k k
If you do check the
Simulate Data Noise box,
the simulated data values, z
,
are defined by
z = h (s ) + v
k k k k
The value v
above is a normal random variable with mean zero
and variance given by
/ E[v(1) v(1)] ... E[v(1) v(nz)]
| k k k k |
T | . . . |
R = E[ v v ] = | . . . |
k k k | . . . |
|E[v(nz) v(1)] ... E[v(nz) v(nz)] |
k k k k /
where R
is the
Measurement variance
which is specified in the
Measurement window
.