概率论与数理统计数学期望与方差专项(
http://wenku.baidu.com/link?url=PrSbKPvpmYMrViIqmlo8XyhvjZcKobeCNip3CWxx3GRv8Rib9rg5U4fcQevftJfBmaUHn7sdaYORvFrRziQqz9T_AGQjbj1_K1H5ymvEtb3
)
协方差的意义和计算公式(http://www.cnblogs.com/ywl925/archive/2013/07/24/3210822.html)
如何通俗易懂地解释「协方差」与「相关系数」的概念?(https://www.zhihu.com/question/20852004)
最大似然估计法(http://wenku.baidu.com/link?url=hKuo72uKsPVME5vF0xseSZXSynyYcanjYUFth9G7nDbOZqK5EiC3_bLJfL9155rq5pTrovaXJpIaBl2fMnfFzn53hSuTsrjrT0nd4BJLxHO)
卡尔曼滤波 -- 从推导到应用(一)(http://blog.csdn.net/heyijia0327/article/details/17487467)
Particle Filter Tutorial 粒子滤波:从推导到应用(一)(http://blog.csdn.net/heyijia0327/article/details/40899819)
粒子滤波理论(http://wenku.baidu.com/link?url=-GafOq1pIXHEyAEx1Z6nTyMYyfi5om1gJWKGZE88n-tUni0_I2bI0tzQ8FDciC4X15zw0A05rUu-eaPIF0oMTL-nstmTPndN4tzlmpNsZQW)