Network covariance and common reference limits
Research context
research method · conditional · As of 2026-10-10
For linear observations z=Aθ+ε with known positive-definite covariance Σ and full-column-rank A, generalized least squares yields θ̂=(AᵀΣ⁻¹A)⁻¹AᵀΣ⁻¹z.
Key knowledge
For linear observations z=Aθ+ε with known positive-definite covariance Σ and full-column-rank A, generalized least squares yields θ̂=(AᵀΣ⁻¹A)⁻¹AᵀΣ⁻¹z. Shared reference, environmental and transfer errors create off-diagonal covariance; they do not average away as independent scatter. Fix an identifiable reference/gauge and model synchronization separately.
Values and equations
θ̂=(AᵀΣ⁻¹A)⁻¹AᵀΣ⁻¹z
- θ̂
- Network parameters with declared units
- A
- Design matrix with conversion units needed for z=Aθ
- z
- Observations with declared units
- Σ
- Observation covariance; pairwise product units
Conditions and scope
- Unbiased linear model, correct known covariance and stated units/normalization; parameter covariance is (AᵀΣ⁻¹A)⁻¹ under these assumptions.
- Singular reference modes need constraints/generalized inverses with justified support. Link delays and clock offsets/drifts may require time-dependent observation models.
Sources · 2
References
Sources retain their recorded scope. A source link alone does not establish verification of every statement.
Evidence and review
Inspected §§8.5, 10.4–10.6, 11.4, 11.6–11.10, 12 and Annex B: shared effects, inverse calibration, time series and prior sensitivity; source check dated 2026-10-10. Scope is limited to the cited statements, equations and assumptions, not the whole publication. Inspected between-day excess scatter and hierarchical ratio-model account; project summary, not original experimental full text; source check dated 2026-10-10. Scope is limited to the cited statements, equations and assumptions, not the whole publication.
2026-10-10 · Author source inspection of the displayed claim, model assumptions and equations; independent exact-content and branch-inventory review is a separate gate. Contemporary status is a dated snapshot, not a promise of ongoing monitoring.
Entry details
Permanent link to this entry ↗- Record identity
- research-measurement-network-common-reference
- Revision
- research.1
- Structured reference record
- Postgraduate & research reference