奇异协方差阵
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The state vectors expectation, variance and covariance matrices are given under the conditions of the systems with regular infinite extreme point and singular infinite extreme point.
在系统具有正则无穷远极点和奇异无穷远极点的条件下,得到了系统状态向量的均值、方差阵及协方差阵的计算公式。
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