I am a beginner for CVX and I am trying to solve the below problems, however, I get a wrong message of " Cannot perform the operation norm( {mixed convex/constant}, 2 ),出错 UAV (第 196 行) s1_2=norm([1,x])-x;"

What proof do you have that your iterative method for the EKF converges to anything, let alone a global or even local minimum? You also seem to have bad numerical scaling, with some input data being very small or large magnitude; and that’s on the first iteration. Subsequent iterations could get more and more extreme.

EKF’s can be tricky. Your crude implementation might not be up to the job.