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What are the advantages of covariance propagation law over error propagation law learned in measurement?
The influence of error can be weakened to some extent. The law of error propagation refers to the law that expounds the relationship between the error in the observed value and the error in the observed value function. Statistically speaking, because variables contain errors, the functions affected by them also contain errors, which is called error propagation. Compared with the error propagation law learned in measurement, the covariance propagation law can weaken the influence of errors to some extent.