public KalmanFilter(
	double[] b,
	double[,] covb,
	int rank,
	double sumOfSquaress,
	double logDeterminant
)

Public Sub New ( 
	b As Double(),
	covb As Double(,),
	rank As Integer,
	sumOfSquaress As Double,
	logDeterminant As Double
)

public:
KalmanFilter(
	array<double>^ b, 
	array<double,2>^ covb, 
	int rank, 
	double sumOfSquaress, 
	double logDeterminant
)

new : 
        b : float[] * 
        covb : float[,] * 
        rank : int * 
        sumOfSquaress : float * 
        logDeterminant : float -> KalmanFilter

Parameters

b

Type: SystemDouble
A double array containing the estimated state vector.

covb

Type: SystemDouble
A double matrix of size b.Length by b.Length such that covb * is the mean squared error matrix for b.

rank

Type: SystemInt32
An int scalar containing the rank of the variance-covariance matrix for all the observations.

sumOfSquaress

Type: SystemDouble
A double scalar containing the generalized sum of squares.

logDeterminant

Type: SystemDouble
A double scalar containing the natural log of the product of the nonzero eigenvalues of P where P * is the variance-covariance matrix of the observations.

Reference