The formula of computing variance and covariance among local filtering errors is presented, which is applied to obtain the optimal weighting coefficients.
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
为了计算最优加权，提出了局部滤波误差协方差阵的计算公式。
In order to compute the optimal weights, the formula of computing the covariance matrices among local filtering errors is presented.
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