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"Process Noise Covariance", when specified as a scalar, must be non-negative.

Posted: Sun Mar 28, 2021 4:25 pm
by esmatparast
"Process Noise Covariance", when specified as a scalar, must be non-negative.

'"Process Noise Covariance", when specified as a vector, must contain elements (the number of estimated parameters).

"Process Noise Covariance", when specified as a vector, must have all its elements non-negative.

"Process Noise Covariance", when specified as a matrix, must be square with rows and columns (the number of estimated parameters).

"Process Noise Covariance", when specified as a matrix, must be symmetric and positive semi-definite.

"Process Noise Covariance" must be a scalar, a vector or a 2-dimensional matrix.



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