It is shown that the new equivalent covariance matrix and weight matrix keep not only the symmetry but also the relevance of the original covariance matrix.

该等价协方差矩阵和等价权矩阵不仅保持了原有协方差矩阵和权矩阵的对称性，而且保持了原有协方差矩阵的相关性不变。

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Based on the robust estimation in the state-space and the adaptive modification of prediction covariance matrix, a new algorithm was proposed to track Thevenin equivalent parameters.

融合预报协方差矩阵的自适应调整和状态空间鲁棒性估计，给出辨识戴维南等值参数的新算法。

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