/// <summary>
        /// 观测量的权逆阵,一个对角阵。
        /// </summary>
        /// <returns></returns>
        private IMatrix BulidInverseWeightOfObs()
        {
            int            row           = this.ObsCount;
            DiagonalMatrix inverseWeight = DiagonalMatrix.GetIdentity(row);

            return(inverseWeight.Multiply(0.1 * 0.1));
        }