Instead of many algorithms rely on accurate estimation of noise variance, this algorithm estimates noise energy through DCT which extracts local feature.

该算法不依赖于对噪声方差进行估计，直接利用DCT变换对高频各个子带进行局部特征提取，从而估计噪声能量的估计阈值。

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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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