Expectation Algebra 期望代数

Expectation Algebra

https://www.kalmanfilter.net/background2.html
I am going to extensively use the expectation algebra rules for Kalman Filter equation derivations. If you are interested in understanding the derivations, you need to master expectation algebra. You already know what a random variable is and what an expected value (or expectation) is. If not, please read the previous background break page.

Basic Expectation Rules

The expectation is denoted by the Capital letter E. The expectation of the random variable E ( X ) E(X) E(X) equals the mean of the random variable:
E ( X ) = μ X E(X) = \mu_X E(X)=μX
Here are some basic expectation rules:
在这里插入图片描述

Variance and Covariance Expectation Rules

The following table includes the variance and covariance expectation rules.
在这里插入图片描述
The variance and covariance expectation rules are not straightforward. I will prove some of them.

Rule 8

  • 0
    点赞
  • 0
    收藏
    觉得还不错? 一键收藏
  • 0
    评论
评论
添加红包

请填写红包祝福语或标题

红包个数最小为10个

红包金额最低5元

当前余额3.43前往充值 >
需支付:10.00
成就一亿技术人!
领取后你会自动成为博主和红包主的粉丝 规则
hope_wisdom
发出的红包
实付
使用余额支付
点击重新获取
扫码支付
钱包余额 0

抵扣说明:

1.余额是钱包充值的虚拟货币,按照1:1的比例进行支付金额的抵扣。
2.余额无法直接购买下载,可以购买VIP、付费专栏及课程。

余额充值