Initialize state and covariance of tracking filter
state— Filter state
Filter state, specified as a real-valued M-element vector, where M is the size of the filter state.
statecov— State estimation error covariance
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]