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2015-09-11 10:27:20 -0600 commented question Help needed please

I am wondering if I could make Ht a [4x1] and Xt a [1x4] thus Ht.Xt would be a [4x4]. Can I now take the diagonals of this [4x4] to form a [4x1] to represent Ht.Xt and then proceed to calc Yt - Ht.Xt

2015-09-11 07:23:18 -0600 asked a question Help needed please

My actual measurement Yt is a [4x1] matrix but Ht is [1x4] and Xt is [ 4x1] so how can I get all of these to agree in the equation:

xt = xt + K(Yt - Ht.Xt)

Ideally I'd like

(Yt - Ht.Xt)

[4x1] - [4x1]