nag_tsa_kalman_unscented_state (g13ekc) Example Program Results

   Time          Estimate of State
 ----------------------------------------
   1          0.664     -0.092      0.104
   2          1.598      0.081      0.314
   3          2.128      0.213      0.378
   4          3.134      0.674      0.660
   5          3.809      1.181      0.906
   6          4.730      2.000      1.298
   7          4.429      2.474      1.762
   8          4.357      3.246      2.162
   9          3.907      3.852      2.246
  10          3.360      4.398      2.504
  11          2.552      4.741      2.750
  12          2.191      5.193      3.281
  13          1.309      5.018      3.610
  14          1.071      4.894      4.031
  15          0.618      4.322      4.124

Estimate of Cholesky Factorization of the State
Covariance Matrix at the Last Time Point
   1.92e-01
  -3.82e-01   2.22e-02
   1.58e-06   2.23e-07   9.95e-03