Fits a single set of eigenvectors to a series of variance-covariance matrices.
把单列特性向量和协变量矩阵联系起来。
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。
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.
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。
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