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oss openblas linear covariance pushforward

Applies the standard affine propagation of uncertainty: the mean goes through the transform and offset, the covariance through the transform on both sides, and the independent noise covariance is added. This is the prediction step of a Kalman filter and the workhorse of any linear error budget.

POST https://stat.halowerk.com/v1/oss-openblas-linear-covariance-pushforward

Eingaben

Felder des veröffentlichten Eingabeschemas
FeldTypPflichtBeschreibung
meanarrayJa
covariancearrayJa
transformarrayJa
offsetarrayJa
noise_covariancearrayJa
Vollständiges Eingabeschema anzeigen
{
  "type": "object",
  "properties": {
    "mean": {
      "type": "array",
      "items": {
        "type": "number",
        "minimum": -1000000,
        "maximum": 1000000
      },
      "minItems": 1,
      "maxItems": 128
    },
    "covariance": {
      "type": "array",
      "items": {
        "type": "array",
        "items": {
          "type": "number",
          "minimum": -1000000,
          "maximum": 1000000
        },
        "minItems": 1,
        "maxItems": 128
      },
      "minItems": 1,
      "maxItems": 128
    },
    "transform": {
      "type": "array",
      "items": {
        "type": "array",
        "items": {
          "type": "number",
          "minimum": -1000000,
          "maximum": 1000000
        },
        "minItems": 1,
        "maxItems": 128
      },
      "minItems": 1,
      "maxItems": 128
    },
    "offset": {
      "type": "array",
      "items": {
        "type": "number",
        "minimum": -1000000,
        "maximum": 1000000
      },
      "minItems": 1,
      "maxItems": 128
    },
    "noise_covariance": {
      "type": "array",
      "items": {
        "type": "array",
        "items": {
          "type": "number",
          "minimum": -1000000,
          "maximum": 1000000
        },
        "minItems": 1,
        "maxItems": 128
      },
      "minItems": 1,
      "maxItems": 128
    }
  },
  "required": [
    "mean",
    "covariance",
    "transform",
    "offset",
    "noise_covariance"
  ],
  "additionalProperties": false
}

Originalschema öffnen

Veröffentlichtes Eingabebeispiel

{
  "mean": [
    1,
    2
  ],
  "covariance": [
    [
      4,
      1
    ],
    [
      1,
      9
    ]
  ],
  "transform": [
    [
      1,
      2
    ],
    [
      -1,
      0
    ]
  ],
  "offset": [
    1,
    0
  ],
  "noise_covariance": [
    [
      1,
      0
    ],
    [
      0,
      4
    ]
  ]
}

Ergebnis & Dokumentation

Veröffentlichtes Ergebnisschema anzeigen
{
  "$ref": "https://stat.halowerk.com/v1/oss-openblas-linear-covariance-pushforward/schema#/outputSchema"
}

Veröffentlichtes Ergebnisbeispiel öffnen

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Quelle dieser Seite: der veröffentlichte HALOWERK-Katalog. Stand: 2026-11-01, 15:19 UTC.

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