アンサンブルカルマンフィルタ
x ′ k ∣ k − 1 ( i ) = x k ∣ k − 1 ( i ) − 1 N ∑ j = 1 N x k ∣ k − 1 ( j ) {\displaystyle {\boldsymbol {x'}}_{k\mid k-1}^{(i)}={\boldsymbol {x}}_{k\mid k-1}^{(i)}-{\frac {1}{N}}\sum _{j=1}^{N}{\boldsymbol {x}}_{k\mid k-1}^{(j)}}
V ^ k ∣ k − 1 = 1 N − 1 ∑ j = 1 N x ′ k ∣ k − 1 ( j ) x ′ k ∣ k − 1 ( j ) T {\displaystyle {\hat {\boldsymbol {V}}}_{k\mid k-1}={\frac {1}{N-1}}\sum _{j=1}^{N}{{\boldsymbol {x'}}_{k\mid k-1}^{(j)}{\boldsymbol {x'}}_{k\mid k-1}^{(j)}}^{T}}
R ^ k = 1 N − 1 ∑ j = 1 N w k ( j ) w k ( j ) T {\displaystyle {\hat {\boldsymbol {R}}}_{k}={\frac {1}{N-1}}\sum _{j=1}^{N}{{\boldsymbol {w}}_{k}^{(j)}{\boldsymbol {w}}_{k}^{(j)}}^{T}}