Ngày tải lên :
08/11/2013, 12:15
... matrix R(k), θ is Gaussian with mean mθ and covariance matrix Pθ , and, θ and V(k) are statistically independent, then θ and Z(k) are jointly Gaussian, and, (15.15) becomes ˆ θMS (k) = mθ + Pθ ... Gaussian, with mean mx (0) and covariance Px (0), and x(0) is not correlated with w(k) and v(k) The dimensions of matrices , , , H, Q, and R are n × n, n × p, n × l, m × n, p × p, and m × m, respectively ... where k = 1, 2, Observe, from (15.26) and (15.27), that x(0|0) and P(0|0) initialize the single-stage predictor and ˆ its error covariance, where x(0|0) = mx (0) and P(0|0) = P(0) ˆ A more...