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KalmanFilterSetTransitionMatrix Method
Sets the transition matrix.

Namespace: Imsl.Stat
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
Syntax
public void SetTransitionMatrix(
	double[,] t
)

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