In order to compute the optimal weights, the formulas of computing the local estimation error covariance and cross-covariance matrices are presented.
为了计算最优加权，提出了局部估计误差方差阵和互协方差阵的计算公式。
In order to compute the optimal weighting matrices, the formula of computing the cross-covariance matrices among local filtering errors, is presented.
为了计算最优加权阵，提出了计算局部滤波误差互协方差阵的公式。
The formulas of computing the variance and cross-covariance matrices among local state estimation errors are presented, which are applied to compute the optimal weights.
为了计算最优加权，提出了状态估计误差方差阵和互协方差阵的计算公式。
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