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。
There are two forms of extended sequential estimation algorithm: 1. integrating error covariance matrix; 2. integrating state transition matrix.
详细推导了状态估计误差及其方差阵的传播模型。
Detailed propagation formula of the state estimation error and its variance matrix are derived.
详细推导了状态估计误差及其方差阵的传播模型。
The detailed propagation formula of the state estimation error and its variance matrix are derived.
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。
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.
任意两个传感器子系统之间的滤波误差互协方差矩阵推导出状态的时间延迟系统。
The cross-covariance matrix of filtering errors between any two-sensor subsystems is derived for state time-delay systems.
在状态估计领域中，指标要求常直接以状态分量的估计误差方差上限的形式给出。
The motivation for this study is that in the area of state estimation, the Performance requirements are usually described in terms of the upper bounds on the error variance of state estimation.
在状态估计领域中，指标要求常直接以状态分量的估计误差方差上限的形式给出。
The motivation for this study is that in the area of state estimation, the Performance requirements are usually described in terms of the upper bounds on the error variance of state estimation.
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