Description of Kalm function

[charles marchetti]

Hello
In the description of the Kalm function,there is no test about the covariance matrices. As you can know these matrices should be transposed...

I used undefined matrices  and the algorithm worked... 
 
> Good morning,
> I wanted to use the kalm function developed in scilab.
> I used a model very simple in dimension 2.
> However, by typing equations of the kalman filter, and
> by making turned the algorithm on an iteration, I didn't
> get
> the same results.
> Then, I went on the site of Del Moral and I saw that
> initial conditions must be used to initialize  updated
> equation and not that of prediction
> On a long interval of time, if the filter converges, it's
> not bad. Yet, with treatment on the estimation at the
> begining, it's obviously awfull. 
> There are two schools: So the description of this function
> is not so clear...