xcosValidateBlockSet

Hello,

Using your code and calling it with Kalman_Filter_IF("define"), I got :

  "line91"

  "line93"

  "line96"

  "line101"
at line   108 of function Kalman_Filter_IF ( E:\nosave\Documents\Kalman_Filter_IF.sci line 139 )

Undefined variable: concatAB

It seems you have to concatenate the initial_state to the initial_covariance in model.state. With some editing, I was able to fix the call with:

model.state = [initial_state ; initial_covariance(:)];