This algorithm is optimal in the sense of linear minimum-variance.
该算法在线性最小方差意义下是最优的。
2
This portfolio, the minimumvariance portfolio, is 9% oil, 27% stocks, and 64% bonds and most of the — many choices you can make.
这个最小方差的资产配置是9%的石油,27%的股票和64%的债券,而大部分…你可以有许多选择。
3
Based on linear unbiased minimumvariance estimation theory, a fusion algorithm which fused the state vector of nonlinear systems with dissimilar sensors with arbitrary correlated noises is developed.