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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

Posted: Thu Mar 04, 2021 3:59 pm
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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