Initial states should be of length equal to the filter order. The state error covariance matrix must be square with each

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omidrostaei
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Initial states should be of length equal to the filter order. The state error covariance matrix must be square with each

Post by omidrostaei »

Initial states should be of length equal to the filter order.
The state error covariance matrix must be square with each dimension equal to the filter order plus one.
The process noise covariance matrix must be square with each dimension equal to the filter order plus one.

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