Math Problem Statement
解答该题
Solution
This question involves a mathematical concept from the Kalman filter. The given formula appears to describe a recursive update process typical in Kalman filtering:
In this formula:
- is the predicted variance (or covariance) of the state estimate before incorporating the new measurement.
- is the measurement noise covariance (representing uncertainty in the measurement at step ).
The variable in this context represents the predicted covariance (or variance) of the system state prior to incorporating new measurements. This helps to assess the uncertainty in the predicted state.
Now, looking at the options provided:
- **A. 融合观测到数据
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Math Problem Analysis
Mathematical Concepts
Kalman filter
Covariance
Formulas
Kalman gain: p_{n,n-1} / (p_{n,n-1} + r_n)
Theorems
Kalman filter update equations
Suitable Grade Level
University Level
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