A recurrence identification algorithm with co variance matrix reset is presented.
介绍了一种重置协方差阵的递推辨识算法。
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.
详细推导了状态估计误差及其方差阵的传播模型。
The weight matrix is replaced by using weight coefficient, and avoids calculating inverse matrix of the error variance matrix.
用计算加权系数的方法代替了原来的计算加权矩阵，从而避免了求解滤波误差方差阵的逆矩阵。
The weight matrix is replaced by using weight coefficient, and avoids calculating inverse matrix of the error variance matrix.
用计算加权系数的方法代替了原来的计算加权矩阵，从而避免了求解滤波误差方差阵的逆矩阵。
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