Here are my results for my batch and sequential consider covariance. P is the data noise covariance, and Pc is the consider covariance. I used my Phi matrix to map back the covariances to the initial time (hence the subscript "init" for the sequantial results:(posted 8967 days ago); batch_consider_cov ; P
P =
0.00196125132842018 -0.000695071572573097 -0.000695071572573097 0.169477177754998
; Pc
Pc =
0.0175030961758813 0.084977452631243 0.084977452631243 0.641736623671646
; clear ; sequential_consider_cov
Pinit =
0.0019629173545578 -0.000701073178387868 -0.000701073178387863 0.169360857983974
Pcinit =
0.0219243156663543 0.0845184394502692 0.0845184394502691 0.656166486421244
;