prediction error covariance 中文意思是什麼
prediction error covariance
解釋
預報誤差協方差- prediction : n. 1. 預言，預告。2. 被預言的事物。3. 【氣象學】預測，預報。
- error : n. 1. 錯誤；失錯。2. 謬見，誤想；誤信；誤解。3. 罪過。4. 【數學】誤差；【法律】誤審，違法；（棒球中的）錯打。adj. -less 無錯誤的，正確的。
- covariance : n. 【統計學】協方差，協變性；共離散。
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This filter is a combination of adaptive ud decomposition kalman filter with quad method. it use quad method to detect and correct the gross errors in observations, use ud decomposition technique to improve computation precision and overcome the instability of filter caused by instability of values, when divergence of kalman filter had been detected, an adaptive filter is employed to adjust the prediction error covariance matrix
該法用擬準檢定法準確地探測和修正量測方程中存在的粗差；用ud分解演算法改進了計算精度，克服了由於數值不穩定帶來濾波的不穩定性；當判斷濾波器發散后，則啟用sage自適應濾波器，調整預測誤差方差，以克服濾波器的發散。
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