On the other hand, it also derives the covariance propagation formula of non-linear function containing quadratic term in matrix form using the matrix theory etc.
2
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。
The computation formulas for the prediction error covariance matrix between any two subsystems are given.
3
提出了用于得到最优加权系数的局部滤波误差方差和协方差计算公式。
The formula of computing variance and covariance among local filtering errors is presented, which is applied to obtain the optimal weighting coefficients.