Then it can establish the estimators of means and covariance matrix of the multivariate normal distribution, and estimate their confidence limits and intervals in each state.

文中详细讨论了多个状态下二元正态分布均值和方差的无偏估计和置信区间估计。

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Because EKF must assume that the noise is subject to Gaussian distribution, the estimate accuracy is not so good if it is used to estimate the state of complicated nonlinear system.

由于扩展卡尔曼滤波必须假定噪声服从高斯分布，若用于复杂非线性系统，其估计精度不甚理想。粒子滤波对噪声类型没有限制，正在成为非线性系统状态估计的有效近似方法。

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