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Sliding window technique-Transpose on ND array is not defined

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dab483
dab483 on 22 Feb 2013
Hi,
I am employing a sliding window technique to compute the sample mean for N (window) predicted residuals (r), instead of a single residual by using a formula defined in adaptive filtering method. When HtimeA(t,:) is the jacobian with size 1xt, RekfA is a scalar - the formula works.
if t > window
sumSekf = 0;
for l = 1:window,
if l==1,
Sekf = (1/window) * HtimeA(t,:)./ RekfA.^(1/2);
else
Sekf = (1/window) * sum( HtimeA (t-(l-1):t,:)*Ax_ekfA./ RekfA.^(1/2) );
end;
sumSekf=sumSekf + Sekf*Sekf';
end;
CovTimeekf=((1/window)*sum(r(:,t-window+1:t)./RekfA(1,1).^(1/2)))^(2);%%%variance over time
CovEnsembleekf=Sekf*Ax_ekfA*P_ekfA(:,:,t-1)*Ax_ekfA*Sekf' + (1/window); %%ensemble variance
CovDifferenceekf = CovTimeekf - CovEnsembleekf;
The problem arise when RekfA is not a scalar and HtimeA becomes C x C x t. There is an error of 'Transpose on ND array is not defined' for sumSekf=sumSekf + Sekf*Sekf';
Any advise on how to correct the formula for this case? Thank you.

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