The weight matrix is replaced by using weight coefficient, and avoids calculating inverse matrix of the error variance matrix.
用计算加权系数的方法代替了原来的计算加权矩阵，从而避免了求解滤波误差方差阵的逆矩阵。
The weight matrix is replaced by using weight coefficient, and avoids calculating inverse matrix of the error variance matrix.
用计算加权系数的方法代替了原来的计算加权矩阵，从而避免了求解滤波误差方差阵的逆矩阵。
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