constrained nonlinear optimization covariance

[ONT]

How do I calculate the covariance matrix for the Constrained Nonlinear Optimization vi ?  Can I use the lagrangian multipliers and/or hessian matrix ?

[Xaq]

ONT-

What covariance matrix are you referring to? The Contrained Nonlinear Optimization VI doesn't have any input for a covariance matrix.

Xaq

[ONT]

Thanks for the response, but you misunderstand my question.  I don't want to input any covariance matrix, but calculate it (if possible) based on the outputs of the constrained nonlinear optimization vi.  See, for example, the "nonlinear curve fit" vi, where the documentation says:

This VI generates the covariance, C, according to the following equation:

C = (1/2)D^–1

where D is the Hessian of the function with respect to its parameters.

I can't apply this formula to the constrained nonlinear optimization vi, since the size of the hessian matrix is not m x m, where m is the size of the input parameter array.

[Xaq]

ONT-

I believe I understand your problem now. You are trying to calculate the covariance of the contrained nonlinear optimization VI using the Hessian output and the formula listed in teh nonlinear curve fit help, corract? I don't think you will be able to use the hessian output since you can't invert a 1D matrix (vector). You may have to use a more traditional calculation to find the covariance and actualyl calculate some expected values. This is where my lack of stastics knowledge fails me, so I turn to wikipedia...

http://en.wikipedia.org/wiki/Covariance