estimation error covariance的意思|示意

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。

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。

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。