The matrix 'Q' must have the dimensions [ x ] based on the number of process noise inputs in the system.

[esmatparast]

The matrix 'Q' must have the dimensions [ x ] based on the number of process noise inputs in the system.

The matrix 'Q' must be positive semi-definite.

The matrix 'R' must have the dimensions [ x ] based on the number of outputs in the system.

The matrix 'R' must be positive definite.

The G matrix must be numeric, real and consist of finite elements.

The matrix G must have as many rows as the number of states ( ) and as many columns as the number of process noise inputs in the system ( ).

The H matrix must be numeric, real and consist of finite elements.

The matrix H must have as many rows as the number of system outputs ( ) and as many columns as the number of process noise inputs in the system ( ).

The matrix H*Q*H.'+H*N+N.'*H.'+R must be positive definite.

The matrix [Q N; N.' R] must be positive semi-definite. The N matrix is the most likely cause of this problem.

The matrix [Qbar Nbar; Nbar.' Rbar] where Qbar=G*Q*G.', Rbar=H*Q*H.'+H*N+N.'*H.'+R, Nbar=G*Q*H.'+G*N must be positive semi-definite. The G and H matrices are the most likely cause of this problem.


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