KalmanFilter Properties |
The KalmanFilter type exposes the following members.
Name | Description | |
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LogDeterminant |
Returns the natural log of the product of the nonzero eigenvalues of
P where P * sigma2 is the
variance-covariance matrix of the observations.
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Rank |
Returns the rank of the variance-covariance matrix for all the
observations.
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SumOfSquares |
Returns the generalized sum of squares.
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Tolerance |
The tolerance used in determining linear dependence.
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