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Thread: Modelling continuous measurements

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    Modelling continuous measurements

    In the attachment from a set of notes, a brief description of how we describe a continuous measurement is described. I have a few basic questions regarding this, any assistance would be appreciated:

    • I think the motivation for defining \DeltaW_n is to define it as the error per measurement n such that the variance (3.5) does not change with increased N. Is this correct and how is this achieved by introducing \DeltaW (and \DeltaW_n) and endowing it with variance \Deltat?
    • Why is (3.8) defined in this form?
    • How is (3.9) the best estimate of x?
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