Constructor for KalmanFilter.
Namespace:
Imsl.Stat
Assembly:
ImslCS (in ImslCS.dll) Version: 6.5.0.0
Syntax
Visual Basic (Declaration) |
---|
Public Sub New ( _
b As Double(), _
covb As Double(,), _
rank As Integer, _
sumOfSquaress As Double, _
logDeterminant As Double _
) |
Parameters
- b
- Type: array<
System..::.Double
>[]()[]
A double array containing the estimated state vector.
- covb
- Type: array<
System..::.Double
,2>[,](,)[,]
A double matrix of size b.Length by b.Length such
that covb * is the mean squared
error matrix for b.
- rank
- Type: System..::.Int32
An int scalar containing the rank of the variance-covariance
matrix for all the observations.
- sumOfSquaress
- Type: System..::.Double
A double scalar containing the generalized sum of squares.
- logDeterminant
- Type: System..::.Double
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.
Remarks
Exceptions
See Also