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该文研究了二次型函数的极值,导出了其与卡尔曼滤波间的一种关系.这种方法可以推广到基于线性均方差最小准则的一类关系式或模型的求解.“,”In this paper, the extremum of quadratic forms is imvestigated and the equations of kalman filter are derive from the results. The other equations applying to mean-square error of linear transformation can be obtained similarly.