The KalmanFilter type exposes the following members.
Properties
| Name | Description | |
|---|---|---|
 | 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.
|
| Rank |
Returns the rank of the variance-covariance matrix for all the
observations.
|
| SumOfSquares |
Returns the generalized sum of squares.
|
| Tolerance |
The tolerance used in determining linear dependence.
|
