Because of the computer word length, filter algorithm is prone to accelerate error.The error covariance will be out of symmetry, as a result, instability will appear in the value calculation.

• 摘要由于计算机有效字长的限制，滤波算法在计算机上实施时易于产生误差积累，误差协方差失去正定性或对称性，从而出现数值计算中的不稳定现象。