KalmanFilterSetTransitionMatrix Method |
Sets the transition matrix.
Namespace: Imsl.StatAssembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
Syntax public void SetTransitionMatrix(
double[,] t
)
Public Sub SetTransitionMatrix (
t As Double(,)
)
public:
void SetTransitionMatrix(
array<double,2>^ t
)
member SetTransitionMatrix :
t : float[,] -> unit
Parameters
- t
- Type: SystemDouble
A double matrix containing the b.Length by b.Length
transition matrix in the state equation.
Remarks
By default, t = identity matrix.
See Also