Unknown parameter's variance-covariance propagation and calculation in generalized nonlinear least squares problem

摘要

The unknown parameter's variance-covariance propagation and calculation in the generalized nonlinear least squares remain to be studied now, which didn't appear in the internal and external referencing documents. The unknown parameter's variance-covariance propagation formula, considering the two-power terms, was concluded used to evaluate the accuracy of unknown parameter estimators in the generalized nonlinear least squares problem. It is a new variance-covariance formula and opens up a new way to evaluate the accuracy when processing data which have the multi-source, multi-dimensional, multi-type, multi-time-state, different accuracy and nonlinearity.