the variance-covariance matrix of m-estimation m估计的方差协方差矩阵
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。
In this paper, the covariance matrix of random effect in linear mixed model is extended to positive matrix. We construct the estimation of variance components based on the idea of ANOVA estimation.
将线性混合模型中随机效应的协方差阵推广为正定阵，运用方差分析估计的方法给出了方差分量的估计。
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