G13EKF 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
  0.192E+00
 -0.382E+00  0.222E-01
  0.158E-05  0.223E-06  0.995E-02