KalmanFilterGetCovV Method |
Returns the variance-covariance matrix of v dividied by sigma
squared.
Namespace: Imsl.StatAssembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
Syntax public double[,] GetCovV()
Public Function GetCovV As Double(,)
public:
array<double,2>^ GetCovV()
member GetCovV : unit -> float[,]
Return Value
Type:
Double
A
double matrix containing a
y.length by y.Length
matrix such that
covv *
is the
variance-covariance matrix of
v.
See Also