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Generalized variance
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<h2 id="references">References</h2> <ol> <li id="fn:1"><p>Kocherlakota, S.; Kocherlakota, K. (2004). "Generalized Variance". Encyclopedia of Statistical Sciences. Wiley Online Library. doi:10.1002/0471667196.ess0869. ISBN 0471667196. Retrieved 30 October 2019. <a href="0471667196" target="_blank">0471667196</a> <a href="#fnref:1" class="footnote-back-ref">↩</a></p></li> <li id="fn:2"><p>Proof that the Kalman gain minimizes the generalized variance, Eviatar Bach https://arxiv.org/abs/2103.07275 <a href="https://arxiv.org/abs/2103.07275" target="_blank">https://arxiv.org/abs/2103.07275</a> <a href="#fnref:2" class="footnote-back-ref">↩</a></p></li> </ol>