Gaussian Processes: covariance between position and speed example (1)

Antonio Sala, UPV

Difficulty: **** ,       Relevance: ,      Duration: 14:27

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Summary:

This video discusses a specific case of statistical relationship between ‘position’ and ‘velocity’ of a 1D Gaussian process. This video brieflly states the theoretical formulas for calculating covariance between position and speed and autocovariance of speed. The detailed discussion and proof of these formulas is discussed in the videos [gradgpEN] and [gradgpstEN].

Then, these formulas are applied and the position/velocity covariance and velocity autocovariance are plotted. The video briefly discusses their ’physical’ interpretation. Its use for prediction with position and velocity ‘sensors’‘ is discussed in the video [gpvel2EN].

*Link to my [ whole collection] of videos in English. Link to larger [ Colección completa] in Spanish.