E  x D*D]</span>
dSds       <span class="string">output</span> <span class="string">covariance</span> <span class="string">by</span> <span class="string">input</span> <span class="string">covariance</span>                 <span class="string">[E*E x D*D]</span>
dVds       <span class="string">inv(s)*input-output</span> <span class="string">covariance</span> <span class="string">by</span> <span class="string">input</span> <span class="string">covariance</span>    <span class="string">[D*E x D*D]</span>
</pre