The final error matrices are defined by
Noting that 
, 
, and 
are independent of
and 
, differentiate (A.13) with respect to
and to get
Thus, using (A.27), (A.26), and (A.20),
(Note that since 
,
the form 
can be written as
,
or 
.)
So, to evaluate 
, note that
and similarly for 
. So, using (A.21), one gets
Also, using (A.23),
Finally, using (A.22),
