设计了基于矩阵外积法的一步预测均方误差阵的改进算法。
The algorithm of matrix inversion with matrix exterior product arithmetic is improved, so that matrix inversion is avoided.
这种滤波器的关键是在均方意义下推导无偏转换测量误差协方差阵的最佳估计。
The key of the presented filter is to derive the best estimate of the covariance matrix of the unbiased converted measurements in the mean-square sense.
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