Based on linear unbiased minimum variance estimation theory, a fusion algorithm which fused the state vector of nonlinear systems with dissimilar sensors with arbitrary correlated noises is developed.
基于线性无偏最小方差估计理论,提出了一种任意相关噪声异类传感器非线性系统状态矢量融合算法。
2
The linear unbiased minimum variance estimate and the optimally weighted least squares estimate are two of the most popular estimation methods for a linear model.
线性无偏最小方差估计与最优加权最小二乘估计是线性模型下两种最常用的估计方法。
3
In the sense of linear unbiased minimum variance estimation, a global optimal recursive state estimation algorithm for this discretized linear system is proposed.