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.

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  • 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.
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  • 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.
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  • Innovations vector
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