I have two uncertainty matrices, this could be x-y position uncertainty. Is there a metric to determine the improvement of one over the other? How can I pick the most confident measurement given the covariance matrices of the uncertainties?
Hi
I advice you to see these documents. You will find what you need;
Best regards
https://www.google.fr/url?sa=t&rct=j&q=&esrc=s&source=web&cd=2&cad=rja&uact=8&ved=0ahUKEwiD4YecqZPLAhWBtxoKHfsqAg0QFggqMAE&url=http%3A%2F%2Fwww.scirp.org%2Fjournal%2FPaperDownload.aspx%3FpaperID%3D19065&usg=AFQjCNFaYhyIh-TabRJWVj5jlxfcBEMv9g&sig2=yz0hgyAnilcyHXtB8mCyCQ
https://books.google.fr/books?id=USK6BQAAQBAJ&pg=PA98&lpg=PA98&dq=compare+uncertainty+matrices&source=bl&ots=63lMvkqOy1&sig=yNsfEnSx-RmbJ0NFO9GlaVgRulI&hl=fr&sa=X&ved=0ahUKEwiD4YecqZPLAhWBtxoKHfsqAg0Q6AEIVTAG#v=onepage&q=compare%20uncertainty%20matrices&f=false
You can see these documents. You will find what you need.
https://books.google.fr/books?id=61j6FZCJo0IC&pg=PA315&lpg=PA315&dq=compare+uncertainty+matrices&source=bl&ots=5Sde5P-Oxf&sig=8JMX-scp5xhNsOPoLrUKQJtJAw0&hl=fr&sa=X&ved=0ahUKEwiD4YecqZPLAhWBtxoKHfsqAg0Q6AEINTAC#v=onepage&q=compare%20uncertainty%20matrices&f=false
https://www.google.fr/url?sa=t&rct=j&q=&esrc=s&source=web&cd=8&cad=rja&uact=8&ved=0ahUKEwiD4YecqZPLAhWBtxoKHfsqAg0QFghcMAc&url=http%3A%2F%2Fwww.kps.or.kr%2Fjkps%2FdownloadPdf.asp%3Farticleuid%3D%257BB749F9DA-1814-422A-8BE3-1687BEDA9062%257D&usg=AFQjCNFZSNE62aJAXofUdE6BUUIPm_fqvQ&sig2=Sz34CsK2RHCmDd-Q00CLcg
Ratio of determinants of respective matrices is a way of comparing the 'size' of the uncertainty captured by two difference covariance matrices.
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