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在工程应用中，状态估计的指标要求常常表现为误差协方差的形式．在充分考虑系统内采样特性的基础上，提出了采样估计协方差的定义和一种新的采样估计方法，目的在于设计离散估计器使采样估计协方差达到指定值，从而获得满意的稳定状态估计性能．将此采样估计问题等价地转化为一个虚拟离散系统的估计器设计问题，给出了期望估计器的存在条件及显式表示．数值例子说明了方法的有效性．
In engineering applications, the index requirements of state estimation often appear in the form of error covariance. Based on the full consideration of the sampling characteristics in the system, the definition of sampling estimation covariance and a new sampling estimation method are proposed. The purpose is to design the discrete estimator to make the sampling estimation covariance reach the specified value, so as to obtain a satisfactory stable state estimation performance. This sampling problem is equivalently transformed into an estimator design problem of a virtual discrete system. The existence conditions and explicit expressions of the expectation estimator are given. Numerical examples illustrate the effectiveness of the method.