第一节 离散随机信号基础知识 6 互协方差(Cross Covariance) 若 * * ( , ) [( )( ) ] ( , ) n m n m xy n x m y xy x y c n m E x m y m r n m m m 0 n m x y m m ) ,...
基于276个网页-相关网页
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.
然后，推导了任两个局部估计误差之间的互协方差阵的计算公式。
Then we derive the computation formula for the cross-covariance matrix between any two local estimators.
为了计算最优加权阵，提出了计算局部滤波误差互协方差阵的公式。
In order to compute the optimal weighting matrices, the formula of computing the cross-covariance matrices among local filtering errors, is presented.
应用推荐