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1·A recurrence identification algorithm with co variance matrix reset is presented.

介绍了一种重置协方差阵的递推辨识算法。

2·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。

3·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。

4·The weight matrix is replaced by using weight coefficient, and avoids calculating inverse matrix of the error variance matrix.

用计算加权系数的方法代替了原来的计算加权矩阵，从而避免了求解滤波误差方差阵的逆矩阵。

5·Variance component model of the random effects of covariance matrix unit for the Linear model introduction matrix has been studied.

方差分量模型的随机效应的协方差为单位阵时《线性模型引论》已进行研究。

6·The variance-covariance matrix still include parameter of variance in this condition, so our purpose is to look for feasible estimations.

因为这时模型协方差阵结构仍含有方差参数，因此我们的目标是寻求可行估计。

7·The GPS integer ambiguity estimates, the navigation parameter estimates and their variance-covariance matrix are derived by using Markovian estimation.

利用马尔柯夫估计，推导了GPS整周模糊度估计矢量和导航定位参数估计矢量的表达式，以及相应的协方差矩阵；

8·Using EWMA to forecast the portfolio's dynamic transferred variance-covariance matrix, we can get more reasonable and precise dynamic transferred coefficient matrix.

采用EWMA模型预测动态变化的方差-协方差矩阵，从实证的角度得到更精准的动态迁移相关系数矩阵。

9·Overall main component, the overall calculation of the main component, the nature of the overall component, the main component of the covariance matrix and the total variance.

说明：总体主成分，总体主成分的计算，总体成分的性质，主成分的协方差矩阵及总方差。

10·Aim Using the variance matrix of estimated error, positional accuracy can be compared with different mixing together data, it has put forward a kind of basis for system location to select data.

目的通过估计误差方差阵，对多传感器组合导航系统中不同的融合数据进行定位精度比较，为系统定位提供选择数据的依据。