KalmanFilter.GetCovB Method

KalmanFilterGetCovB Method

Returns the mean squared error matrix for b divided by sigma squared.

Namespace: Imsl.Stat
Assembly: 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[,]

Type: Double
A double matrix of size b.Length by b.Length such that covb * $\sigma^2$ is the mean squared error matrix for b.