The computation formulas for the prediction error covariance matrix between any two subsystems are given.
同时给出了任两个传感器之间的预报误差协方差阵的计算公式。
There are two forms of extended sequential estimation algorithm: 1. integrating error covariance matrix; 2. integrating state transition matrix.
推广的序贯估算法有两种形式：1。积分误差协方差矩阵，2。积分状态转移矩阵。
Based on the eigenvalue decomposition of the converted measurement error covariance matrix, asymptotic behavior was given about the converted position measurement error.
基于转换测量误差协方差矩阵的特征值分解，给出了转换位置测量的时间渐近特性。
For the estimation of satellite state, the extended sequential estimation algorithm was applied. The numerical method was used to integrate state vector and error covariance matrix.
在卫星的状态估计过程中应用推广的序列估计算法，借助数值积分方法积分状态向量和协方差矩阵。
We analyses the different result of PCA by using autocorrelation matrix and covariance matrix, and point out that the express of PCA is different but the error are the same.
分析了用协方差矩阵和自相关矩阵得出的PCA表达是不同的，但是两者的误差是相同的。
The methods of sign test and runs number test of negligence error and adjustment of experimental covariance matrix are given in the work.
给出了检验疏失误差是否存在的符号检验法和游程数检验法。并给出了存在疏失误差时如何调整实验数据协方差矩阵的方法。
To deal with the problem, a new method of focusing transformation based on differentiating covariance matrix is proposed to eliminate noise, and hence reduce the focusing error.
为了处理这个问题，提出了一个新的方法，聚焦变换的基础上鉴别协方差矩阵，以消除噪声，并因此减少聚焦误差。
To deal with the problem, a new method of focusing transformation based on differentiating covariance matrix is proposed to eliminate noise, and hence reduce the focusing error.
为了处理这个问题，提出了一个新的方法，聚焦变换的基础上鉴别协方差矩阵，以消除噪声，并因此减少聚焦误差。
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