New answers tagged estimation
2
Basically I'd do something like:
$$ \frac{ {\sigma}_{2}^{2} }{ {\sigma}_{1}^{2} + {\sigma}_{2}^{2}} {r}_{1} + \frac{ {\sigma}_{1}^{2} }{ {\sigma}_{1}^{2} + {\sigma}_{2}^{2}} {r}_{2} $$
This is the optimal weighing given knowledge of the Variance only (Well, linear).
Basically it assumes the cross correlation is 0.
Derivation
There are many ways to derive ...
2
A resistance isn’t a particularly dynamic state, should be an unknown constant, but you might have a bin of resistors where they might vary. Taking one “randomly” out the bin makes it a random variable. The bin of resistors will have a mean value, so perhaps that mean constitutes a state variable. Perhaps someone starts putting resistors in the bin from a ...
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