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R1 = m + N1, where N1 is a normal distribution with mean 0 and variance...

R1 = m + N1, where N1 is a normal distribution with mean 0 and variance σ^2.

R2 = m + N2, where N2 is a normal distribution with mean 0 and variance σ^2.

R1 and R2 are my results, m is my sensor measurement, and N1 and N2 are noises to the measurement.

R1 and R2 are both scalar functions, N1 and N2 are independent, and both variances are assumed to be known.

How do you combine the 2 equations and express them in the vector form R = Am + N, N~N(0, V) ? Specifically, what does each variable in the vector form look like?

Math   Statistics-And-Probability   
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