为了计算最优加权,提出了局部估计误差互协方差的计算公式。
In order to compute the optimal weights, the formula of computing the cross-covariance among local filtering errors is presented.
通过理论分析,给出了波达方向估计的一致性证明和估计方差的计算公式。
Subsequently the estimation consistency is proved, and the estimation variance is derived theoretically.
给出了由子矩阵组成的分块矩阵时,随机变量二次型的方差、协方差的计算公式。
The formulas to calculate the variance of a quadratic form with the matrix composed of submatrices are given in this paper.
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