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Vectors must be the same lengths.
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for k=1:D
P_pred = A(:,k) * P(:,k) * A(:,k)' + Q(:,k);
D(:,k) = P(:,k) * A(:,k)' / P_pred;
M(:,k) = M(:,k) + D(:,k) * (M(:,k+1) - A(:,k) * M(:,k));
P(:,k) = P(:,k) + D(:,k) * (P(:,k+1) - P_pred) * D(:,k)';
end
plot(D,M,P);
It does stuck at the plot function. Last line
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