This paper explains the basic theory of Super-parameter Estimation among State Space Analysis, and gives a detailed demonstration which only be given pithy in other papers or writings.
文章对状态空间方法中超参数估计的基本思想进行了论述，并对一般文献中未详细证明的部分给出了证明，便于从事实际工作的统计工作者和自学者领会和掌握该模型。
Using a variety of methods to make comprehensive analysis and estimation is still the most direct and effective way to solve problems in the basic and practical work.
采用多种方法进行综合分析推断，仍然是基层实际工作解决问题最直接有效的办法。
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