CovarianceUtilities.CalculateMeanAndCovariance(Matrix, Array) Method

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Description

Calculates and returns the covariance of a distribution of states provided as column vectors in the states Matrix. Also, populates the meanState argument with the computed mean state.

 

Timing Precision Mode

This page describes functionality in nanosecond timing precision mode.

Click here to see the documentation for this object in millisecond timing precision mode.

 

Method Signature

CovarianceUtilities.CalculateMeanAndCovariance(

Matrix states,


Array meanState)

 

 

Arguments

states


Description:

Collection of states for which the covariance will be computed.

 

 

meanState


Description:

The computed mean state associated with the covariance matrix.

 

 

 

Return Value

Type:

Matrix of number

 

 

Returns a covariance matrix.

 

Syntax

myMatrix1 = CovarianceUtilities.CalculateMeanAndCovariance(myMatrix2, myArray1);

 

 

See also

CovarianceUtilities Object

CovarianceUtilities.CalculateMeanAndCovariance