Initialize state and covariance of tracking filter
state — Filter state
real-valued M-element vector
Filter state, specified as a real-valued M-element vector, where M is the size of the filter state.
statecov — State estimation error covariance
positive-definite real-valued M-by-M
State estimation error covariance, specified as a positive-definite real-valued M-by-M matrix. M is the size of the filter state. The covariance matrix represents the uncertainty in the filter state.
[20 0.1; 0.1 1]