sorry to bother you all, I need a brief help trying to recognize an equation.
I have a covariance matrix whose elements are computed in a given frame.
Now, a former colleague extracted the projection on the y and z axis of a different frame by appling the following:
[CoV22, CoV12*tan(phi);
CoV12*tan(phi), Cov33 - 2CoV13*tan(phi) + CoV11*tan(phi)^2]
Now, I can't find in the documentation how this transformation is derived, but I know from context that phi is the angle between the two frames, and the rotation is around the y axis (that should be in common between the two frames, and this seem…