KalmanFilterGetCovB Method |
Returns the mean squared error matrix for b divided by sigma
squared.
Namespace: Imsl.StatAssembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
Syntax public double[,] GetCovB()
Public Function GetCovB As Double(,)
public:
array<double,2>^ GetCovB()
member GetCovB : unit -> float[,]
Return Value
Type:
Double
A
double matrix of size
b.Length by
b.Length such
that
covb *
is the mean squared
error matrix for
b.
See Also