optimal estimation homework1

HOMEWORK1

Question1

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Solution.

The rotation from B to O as flows:
B → φ , θ , ψ 1 , 2 , 3 O . B \xrightarrow[\varphi,\theta,\psi ]{1,2,3}O. B1,2,3 φ,θ,ψO.
We can get the rotation matrix:
D O B = ( c o s ( θ ) c o s ( ϕ ) c o s ( ϕ ) s i n ( ψ ) − s i n ( ϕ ) s i n ( θ ) c o s ( ψ ) s i n ( ϕ ) s i n ( ψ ) + c o s ( ϕ ) s i n ( θ ) c o s ( ψ ) − s i n ( ϕ ) c o s ( θ ) c o s ( ϕ ) c o s ( ψ ) + s i n ( ψ ) s ( θ ) s i n ( ψ ) s i n ( ϕ ) c o s ( ψ ) − c o s ( ϕ ) s i n ( θ ) s i n ( ψ ) − s i n ( θ ) − s i n ( θ ) c o s ( ϕ ) − s i n ( ϕ ) c o s ( θ ) c o s ( ϕ ) c o s ( θ ) ) D^B_O= \begin{pmatrix} cos(\theta)cos(\phi) & cos(\phi)sin(\psi)-sin(\phi)sin(\theta)cos(\psi) & sin(\phi)sin(\psi)+cos(\phi)sin(\theta)cos(\psi)\\ -sin(\phi)cos(\theta) & cos(\phi)cos(\psi)+sin(\psi)s(\theta)sin(\psi) & sin(\phi)cos(\psi)-cos(\phi)sin(\theta)sin(\psi)\\ -sin(\theta) & -sin(\theta)cos(\phi)-sin(\phi)cos(\theta) & cos(\phi)cos(\theta)\\ \end{pmatrix} DOB= cos(θ)cos(ϕ)sin(ϕ)cos(θ)sin(θ)cos(ϕ)sin(ψ)sin(ϕ)sin(θ)cos(ψ)cos(ϕ)cos(ψ)+sin(ψ)s(θ)sin(ψ)sin(θ)cos(ϕ)sin(ϕ)cos(θ)sin(ϕ)sin(ψ)+cos(ϕ)sin(θ)cos(ψ)sin(ϕ)cos(ψ)cos(ϕ)sin(θ)sin(ψ)cos(ϕ)cos(θ)
The rotation from B to C as flows:
B → α , β 2 , 1 C . B \xrightarrow[\alpha, \beta ]{2,1}C. B2,1 α,βC.
We can get the rotation matrix:
D C B = [ c o s ( α ) + s i n ( α ) s i n ( β ) c o s ( β ) c o s ( α ) s i n ( β ) − s i n ( α ) − c o s ( α ) + s i n ( α ) s i n ( β ) c o s ( α ) s i n ( α ) − c o s ( α ) s i n ( β ) − c o s ( β ) s i n ( β ) c o s ( α ) c o s ( β ) ] D_{C}^{B} = \begin{bmatrix} cos(\alpha) + sin(\alpha)sin(\beta) & cos(\beta) & cos(\alpha)sin(\beta) - sin(\alpha) \\ -cos(\alpha) + sin(\alpha)sin(\beta) & cos(\alpha) & sin(\alpha) - cos(\alpha)sin(\beta) \\ -cos(\beta) & sin(\beta)& cos(\alpha)cos(\beta) \\ \end{bmatrix} DCB= cos(α)+sin(α)sin(β)cos(α)+sin(α)sin(β)cos(β)cos(β)cos(α)sin(β)cos(α)sin(β)sin(α)sin(α)cos(α)sin(β)cos(α)cos(β)
Because the axis ( Z O ) (Z_{O}) (ZO) is aligned with the Nadir and points towards the center of the Earth. And the axis ( Z C ) (Z_{C}) (ZC) is aligned with the optical axis of the camera. γ \gamma γ is equal to 0.
Then, we can get the equations as:
− s i n ( α ) = s i n ( ϕ ) s i n ( ψ ) − c o s ( ϕ ) s i n ( θ ) c o s ( ψ ) c o s ( α ) s i n ( β ) = s i n ( ϕ ) c o s ( ψ ) − c o s ( ϕ ) s i n ( θ ) s i n ( ψ ) c o s ( α ) c o s ( β ) = c o s ( ϕ ) c o s ( θ ) -sin(\alpha) =sin(\phi)sin(\psi)-cos(\phi)sin(\theta)cos(\psi)\\ cos(\alpha)sin(\beta)=sin(\phi)cos(\psi)-cos(\phi)sin(\theta)sin(\psi)\\ cos(\alpha)cos(\beta) =cos(\phi)cos(\theta) sin(α)=sin(ϕ)sin(ψ)cos(ϕ)sin(θ)cos(ψ)cos(α)sin(β)=sin(ϕ)cos(ψ)cos(ϕ)sin(θ)sin(ψ)cos(α)cos(β)=cos(ϕ)cos(θ)
So we can get α \alpha α and β \beta β:
α = a r c s i n ( c o s ( ϕ ) s i n ( θ ) c o s ( ψ ) − s i n ( ϕ ) s i n ( ψ ) ) β = a r c t a n 2 [ c o s ( ϕ ) s i n ( θ ) s i n ( ψ ) + s i n ( ϕ ) c o s ( ψ ) , c o s ( ϕ ) c o s ( θ ) ] \alpha=arcsin(cos(\phi)sin(\theta)cos(\psi)-sin(\phi)sin(\psi)) \\ \beta=arctan2[cos(\phi)sin(\theta)sin(\psi)+sin(\phi)cos(\psi),cos(\phi)cos(\theta)] α=arcsin(cos(ϕ)sin(θ)cos(ψ)sin(ϕ)sin(ψ))β=arctan2[cos(ϕ)sin(θ)sin(ψ)+sin(ϕ)cos(ψ),cos(ϕ)cos(θ)]

Question2

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Solution.
the rotation matrix D V I D_{V}^{I} DVI:
D V I = ( q 2 + e x 2 − e y 2 − e z 2 2 ( e x e y + q e z ) 2 ( e x e z − q e y ) 2 ( e x e y − q e z ) q 2 − e x 2 + e y 2 − e z 2 2 ( e y e z + q e x ) 2 ( e x e z + q e y ) 2 ( e y e z − q e x ) q 2 − e x 2 − e y 2 + e z 2 ) = ( r 11 r 12 r 13 r 21 r 22 r 23 r 31 r 32 r 33 ) D^I_V= \begin{pmatrix} q^2+e_x^2-e_y^2-e_z^2 & 2(e_xe_y+qe_z) & 2(e_xe_z-qe_y)\\ 2(e_xe_y-qe_z) & q^2-e_x^2+e_y^2-e_z^2 & 2(e_ye_z+qe_x)\\ 2(e_xe_z+qe_y) & 2(e_ye_z-qe_x) & q^2-e_x^2-e_y^2+e_z^2\\ \end{pmatrix} = \begin{pmatrix} r_{11} & r_{12} & r_{13} \\ r_{21} & r_{22} & r_{23} \\ r_{31} & r_{32} & r_{33} \end{pmatrix} DVI= q2+ex2ey2ez22(exeyqez)2(exez+qey)2(exey+qez)q2ex2+ey2ez22(eyezqex)2(exezqey)2(eyez+qex)q2ex2ey2+ez2 = r11r21r31r12r22r32r13r23r33
According to the correspondence between the quaternion and the rotation matrix, the equation can be obtained:
q 2 + e x 2 + e y 2 + e z 2 = 1 r 11 + r 22 + r 33 = 3 q 2 − e x 2 − e y 2 − e z 2 = 4 q 2 − 1 r 11 − r 22 − r 33 = − q 2 + 3 e x 2 − e y 2 − e z 2 = 4 e x 2 − 1 − r 11 + r 22 − r 33 = − q 2 − e x 2 + 3 e y 2 − e z 2 = 4 e y 2 − 1 − r 11 − r 22 − r 33 = − q 2 − e x 2 − c 2 + 3 e z 2 = 4 e z 2 − 1 r 23 − r 32 = 4 q e x r 31 − r 13 = 4 q e y r 12 − r 21 = 4 q e z q^2+e_x^2+e_y^2+e_z^2=1\\ r_{11}+r_{22}+r_{33}=3q^2-e_x^2-e_y^2-e_z^2=4q^2-1\\ r_{11}-r_{22}-r_{33}=-q^2+3e_x^2-e_y^2-e_z^2=4e_x^2-1\\ -r_{11}+r_{22}-r_{33}=-q^2-e_x^2+3e_y^2-e_z^2=4e_y^2-1\\ -r_{11}-r_{22}-r_{33}=-q^2-e_x^2-c^2+3e_z^2=4e_z^2-1\\ \\ r_{23}-r_{32}=4qe_x\\ r_{31}-r_{13}=4qe_y\\ r_{12}-r_{21}=4qe_z\\ q2+ex2+ey2+ez2=1r11+r22+r33=3q2ex2ey2ez2=4q21r11r22r33=q2+3ex2ey2ez2=4ex21r11+r22r33=q2ex2+3ey2ez2=4ey21r11r22r33=q2ex2c2+3ez2=4ez21r23r32=4qexr31r13=4qeyr12r21=4qez
so we can get the results:
∣ q ∣ = 1 2 1 + r 11 + r 22 + r 33 ∣ e x ∣ = 1 2 1 + r 11 − r 22 − r 33 ∣ e y ∣ = 1 2 1 − r 11 + r 22 − r 33 ∣ e z ∣ = 1 2 1 − r 11 − r 22 + r 33 |q|=\frac{1}{2}\sqrt{{1+r_{11}+r_{22}+r_{33}}}\\ |e_x|=\frac{1}{2}\sqrt{{1+r_{11}-r_{22}-r_{33}}}\\ |e_y|=\frac{1}{2}\sqrt{{1-r_{11}+r_{22}-r_{33}}}\\ |e_z|=\frac{1}{2}\sqrt{{1-r_{11}-r_{22}+r_{33}}}\\ q=211+r11+r22+r33 ex=211+r11r22r33 ey=211r11+r22r33 ez=211r11r22+r33
Because q=-q, and then we need to determine the positive and negative values, according to the following equations:
s i g n ( e x ) = s i g n ( q ) s i g n ( r 23 − r 32 ) s i g n ( e y ) = s i g n ( q ) s i g n ( r 31 − r 13 ) s i g n ( e z ) = s i g n ( q ) s i g n ( r 12 − r 21 ) sign(e_x)=sign(q)sign(r_{23}-r_{32})\\ sign(e_y)=sign(q)sign(r_{31}-r_{13})\\ sign(e_z)=sign(q)sign(r_{12}-r_{21}) sign(ex)=sign(q)sign(r23r32)sign(ey)=sign(q)sign(r31r13)sign(ez)=sign(q)sign(r12r21)

Question3

在这里插入图片描述

Solution.
as we know:
e x = s i n ( ϕ / 2 ) c o s ( a x ) e y = s i n ( ϕ / 2 ) c o s ( a y ) e z = s i n ( ϕ / 2 ) c o s ( a z ) q = c o s ( ϕ / 2 ) q 1 ∗ q 2 = ( e 1 × e 2 + q 1 e 2 + q 2 e 1 q 1 q 2 − e 1 T e 2 ) e_x=sin(\phi/2)cos(a_x)\\ e_y=sin(\phi/2)cos(a_y)\\ e_z=sin(\phi/2)cos(a_z)\\ q=cos(\phi/2)\\ q_1*q_2=\begin{pmatrix} e_1×e_2+q_1e_2+q_2e_1\\ q_1q_2-e_1^Te_2\\ \end{pmatrix} ex=sin(ϕ/2)cos(ax)ey=sin(ϕ/2)cos(ay)ez=sin(ϕ/2)cos(az)q=cos(ϕ/2)q1q2=(e1×e2+q1e2+q2e1q1q2e1Te2)
a: B 1 ≡ B 2 B{1}\equiv B{2} B1B2
q 2 = ( 0 , 0 , 0 , 1 ) T q 3 = [ e x , e y , e z , q ] T q_2=(0,0,0,1)^T\\ q_3=[e_{x},e_{y},e_{z},q]^T q2=(0,0,0,1)Tq3=[ex,ey,ez,q]T
b: B 1 → 18 0 ∘ 2 B 2 B_{1}\xrightarrow[180^{\circ}]{2} B_{2} B12 180B2
q 2 = ( 0 , 1 , 0 , 0 ) T q 3 = [ − e z , q , e x , − e y ] T q_2=(0,1,0,0)^T\\ q_3=[-e_{z},q,e_{x},-e_{y}]^T q2=(0,1,0,0)Tq3=[ez,q,ex,ey]T
c: B 1 → 18 0 ∘ 1 B 2 B_{1}\xrightarrow[180^{\circ}]{1} B_{2} B11 180B2
q 2 = ( 1 , 0 , 0 , 0 ) T q 3 = [ q , e z , − e y , − e x ] T q_2=(1,0,0,0)^T\\ q_3=[q,e_{z},-e_{y},-e_{x}]^T q2=(1,0,0,0)Tq3=[q,ez,ey,ex]T
d: B 1 → 18 0 ∘ 3 B 2 B_{1}\xrightarrow[180^{\circ}]{3} B_{2} B13 180B2
q 2 = ( 0 , 0 , 1 , 0 ) T q 3 = [ e y , − e x , q , − e z ] T q_2=(0,0,1,0)^T\\ q_3=[e_{y},-e_{x},q,-e_{z}]^T q2=(0,0,1,0)Tq3=[ey,ex,q,ez]T
e: B 1 → 9 0 ∘ 2 B 2 B_{1}\xrightarrow[90^{\circ}]{2} B_{2} B12 90B2
q 2 = ( 0 , 2 2 , 0 , 2 2 ) T q 3 = 2 2 [ ( − e z + e x ) , ( q + e y ) , ( e x + e z ) , ( q − e y ) ] T q_2=(0,\frac{\sqrt2}{2},0,\frac{\sqrt2}{2})^T\\ q_3=\frac{\sqrt2}2[(-e_{z}+e_{x}),(q+e_{y}),(e_{x}+e_{z}),(q-e_{y})]^T q2=(0,22 ,0,22 )Tq3=22 [(ez+ex),(q+ey),(ex+ez),(qey)]T
f: B 1 → 9 0 ∘ 1 B 2 B_{1}\xrightarrow[90^{\circ}]{1} B_{2} B11 90B2
q 2 = ( 2 2 , 0 , 0 , 2 2 ) T q 3 = 2 2 [ ( e x + q ) , ( e z + e y ) , ( e z − e y ) , ( q − e x ) ] T q_2=(\frac{\sqrt2}{2},0,0,\frac{\sqrt2}{2})^T\\ q_3=\frac{\sqrt2}2[(e_{x}+q), (e_{z}+e_{y}),(e_{z}-e_{y}),(q-e_{x})]^T q2=(22 ,0,0,22 )Tq3=22 [(ex+q),(ez+ey),(ezey),(qex)]T
g: B 1 → 9 0 ∘ 3 B 2 B_{1}\xrightarrow[90^{\circ}]{3} B_{2} B13 90B2
q 2 = ( 0 , 0 , 2 2 , 2 2 ) T q 3 = 2 2 [ ( e x + e y ) , ( − e x + e y ) , ( e z + q ) , ( q − e z ) ] T q_2=(0,0,\frac{\sqrt2}{2},\frac{\sqrt2}{2})^T\\ q_3=\frac{\sqrt2}2[(e_{x}+e_{y}), (-e_{x}+e_{y}),(e_{z}+q),(q-e_{z})]^T q2=(0,0,22 ,22 )Tq3=22 [(ex+ey),(ex+ey),(ez+q),(qez)]T
h: B 1 → 18 0 ∘ u B 2 B_{1}\xrightarrow[180^{\circ}]{u} B_{2} B1u 180B2
q 2 = 1 3 ( 1 , 1 , 1 , 0 ) T q 3 = 1 3 [ e y − e z + q , e z − e x + q , e x − e y + q , − e x − e y − e z ] T q_2=\frac1{\sqrt3}(1,1,1,0)^T\\ q_3=\frac1{\sqrt3}[e_{y}-e_{z}+q,e_{z}-e_{x}+q,e_{x}-e_{y}+q,-e_{x}-e_{y}-e_{z}]^T q2=3 1(1,1,1,0)Tq3=3 1[eyez+q,ezex+q,exey+q,exeyez]T

Question4

在这里插入图片描述

Solution a.
if we want to prove D(t) is a rotation matrix for any t>=t_{0},it means that we need to prove D D T = I DD^T=I DDT=I and d e t ( D ) = 1 det(D)=1 det(D)=1.
First prove D D T = I DD^T=I DDT=I :
as we know:
D t 0 D t 0 T = I D_{t0}D_{t0}^{T}=I Dt0Dt0T=I
D t 0 ′ D t 0 T + D t 0 D t 0 ′ T = 0 D_{t0}'D_{t0}^T+D_{t0}D_{t0}'^T=0 Dt0Dt0T+Dt0Dt0T=0
d D ( t ) d t = − [ ω ( t ) × ] D ( t ) ( t > t 0 ) \frac{dD(t)}{dt}=-[\omega(t)_×]D(t)(t>t0) dtdD(t)=[ω(t)×]D(t)t>t0
Then we can get this equation:
D t ′ D t T + D t D t ′ T = − [ ω ( t ) × ] D t D t T + D t D t T [ ω ( t ) × ] = 0 D_{t}'D_{t}^T+D_{t}D_{t}'^T=-[\omega(t)_×]D_{t}D_{t}^T+D_{t}D_{t}^T[\omega(t)_×]=0 DtDtT+DtDtT=[ω(t)×]DtDtT+DtDtT[ω(t)×]=0
D t ′ D t T + D t D t ′ T = 0 D_{t}'D_{t}^T+D_{t}D_{t}'^T=0 DtDtT+DtDtT=0
D t D t T = c I D_{t}D_{t}^{T}=cI DtDtT=cI(c is a constant)
define function:
f ( t ) = D t D t T − c I = 0 f(t)=D_{t}D_{t}^{T}-cI=0 f(t)=DtDtTcI=0
f ( t 0 ) = D t 0 D t 0 T − c I = 0 f(t0)=D_{t0}D_{t0}^T-cI=0 f(t0)=Dt0Dt0TcI=0
so c I = I cI=I cI=I
so D t D t T = I D_{t}D_{t}^{T}=I DtDtT=I

Then prove d e t ( D ( t ) ) = 1 det(D(t))=1 det(D(t))=1:
As we know:
d d e t ( D ) d t = − ( t r [ ω ( t ) × ] ) d e t ( D ) = 0 \frac{d det(D)}{dt}=-(tr[\omega(t)_×]) det(D)=0 dtddet(D)=(tr[ω(t)×])det(D)=0
so
d e t ( D ( t ) ) = c det(D(t))=c det(D(t))=c
define function:
f ( t ) = d e t ( D ( t ) ) − c f(t)=det(D(t))-c f(t)=det(D(t))c
f ( t 0 ) = 1 f(t0)=1 f(t0)=1
so c = 1 c=1 c=1
d e t ( D ( t ) ) = 1 det(D(t))=1 det(D(t))=1

Solution b.
as we know:
d q ( t ) d t = 1 2 ( 0 − ω 3 ω 2 ω 1 ω 3 0 − ω 1 ω 2 − ω 2 ω 1 0 ω 3 − ω 1 − ω 2 − ω 3 0 ) ( e x e x e z q ) \frac{dq(t)}{dt}=\frac{1}{2} \begin{pmatrix} 0 & -\omega_3 & \omega_2 & \omega_1\\ \omega_3 & 0 & -\omega_1 & \omega_2 \\ -\omega_2 & \omega_1 & 0 & \omega_3 \\ -\omega_1 & -\omega_2 & -\omega_3 & 0 \end{pmatrix} \begin{pmatrix} e_x\\ e_x\\ e_z\\ q \end{pmatrix} dtdq(t)=21 0ω3ω2ω1ω30ω1ω2ω2ω10ω3ω1ω2ω30 exexezq
( ∣ q ( t ) ∣ 2 ) ′ = 2 ( e x e x ′ + e y e y ′ + e z e z ′ + q q ′ ) = e x ( o m e g a 3 e y − o m e g a 2 e z + o m e g a 1 q ) + e y ( − o m e g a 3 e x − o m e g a 1 e z + o m e g a 2 q ) + e z ( o m e g a 2 e x − o m e g a 1 e y + o m e g a 3 q ) + q ( − o m e g a 1 e x − o m e g a 2 e y + o m e g a 3 e z ) = 0 (|q(t)|^2)'=2(e_xe_x'+e_ye_y'+e_ze_z'+qq')\\ =e_x(omega_3e_y-omega_2e_z+omega_1q)\\ +e_y(-omega_3e_x-omega_1e_z+omega_2q)\\ +e_z(omega_2e_x-omega_1e_y+omega_3q)\\ +q(-omega_1e_x-omega_2e_y+omega_3e_z)\\ =0 (q(t)2)=2(exex+eyey+ezez+qq)=ex(omega3eyomega2ez+omega1q)+ey(omega3exomega1ez+omega2q)+ez(omega2exomega1ey+omega3q)+q(omega1exomega2ey+omega3ez)=0
define function:
f ( t ) = q ( t ) − c = 0 f(t)=q(t)-c=0 f(t)=q(t)c=0
Because f ( t 0 ) = q 0 − c = 0 f(t0)=q0-c=0 f(t0)=q0c=0
so c = I c=I c=I and ∣ q ( t ) = 1 ∣ |q(t)=1| q(t)=1∣
so q ( t ) q(t) q(t) is a unit vector for ant t > = t 0 . t>=t_0 . t>=t0.

Question5

Solution.
as we know:
d q ( t ) d t = 1 2 Ω q ( t ) \frac{dq(t)}{dt}=\frac{1}{2}\Omega q(t) dtdq(t)=21Ωq(t)
q ( t ) = e 1 2 Ω t q 0 = [ ( c o s w t 2 ) I 4 + ( s i n w t 2 ) Ω w ] q 0 q(t)=e^{\frac{1}{2}\Omega t}q_0\\ =[(cos\frac{wt}{2})I_4+(sin\frac{wt}{2})\frac{\Omega}{w}]q_0 q(t)=e21Ωtq0=[(cos2wt)I4+sin2wt)wΩ]q0
because of the properties of sin functions:
a s i n x + b c o s x = a 2 + b 2 [ s i n ( x + θ ) ( c o s θ = a 2 + b 2 ) asinx+bcosx=\sqrt{a^2+b^2}[sin(x+\theta)(cos\theta=\sqrt{a^2+b^2}) asinx+bcosx=a2+b2 [sin(x+θ)(cosθ=a2+b2 )
and then q ( t ) q(t) q(t) can be described:
q ( t ) = A s i n ( w t 2 + θ ) q 0 q(t)=Asin(\frac{wt}{2}+\theta)q_0 q(t)=Asin(2wt+θ)q0
so q ( t ) q(t) q(t) is periodic with angular frenquency w 2 \frac{w}{2} 2w

Question6

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Solution a.
在这里插入图片描述

Solution b.
在这里插入图片描述

Solution c.
在这里插入图片描述

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