Innovations vector
Encyclopedia
The innovations vector or residual vector is the difference between the measurement vector and the predicted measurement vector. Each difference represents the deviation of the observed random variable
from the predicted response. The innovation vector is often used to check the validity of a model
.
Random variable
In probability and statistics, a random variable or stochastic variable is, roughly speaking, a variable whose value results from a measurement on some type of random process. Formally, it is a function from a probability space, typically to the real numbers, which is measurable functionmeasurable...
from the predicted response. The innovation vector is often used to check the validity of a model
Mathematical model
A mathematical model is a description of a system using mathematical concepts and language. The process of developing a mathematical model is termed mathematical modeling. Mathematical models are used not only in the natural sciences and engineering disciplines A mathematical model is a...
.