METHODS AND PROCESSES FOR INTERACTIVE DISPLAY OF THREE DIMENSIONAL COVARIANCE

摘要

A system and method for displaying a three-dimensional surface along with ellipsoids representing covariances. In one embodiment, at a point on a three dimensional surface, an ellipsoid is formed having principal axes proportional to the eigenvalues of a covariance matrix. The ellipsoid and the three-dimensional surface are projected onto a two-dimensional plane for display on a two-dimensional screen to a user. The covariance matrix may be an estimated error covariance or a sample covariance.

主权项

1. A method for displaying a three-dimensional surface, the method comprising:
associating a covariance matrix with a first point on the surface; forming an ellipsoid, the ellipsoid comprising three major axes, each major axis having a length proportional to the square root of an eigenvalue of the covariance matrix, and being parallel to an eigenvector of the covariance matrix; displaying a two-dimensional projection of the surface; and displaying a two-dimensional projection of the ellipsoid at the first point.