public void TestSquareRootFilter()
        {
            System.Console.WriteLine("Filter 1 - DiscreteKalmanFilter, Filter 2 - SquareRootFilter");
            Matrix x0 = RangeBearingTracker.TwoPointDifferenceState(rM[0], rM[1], bM[0], bM[1], T);
            Matrix P0 = RangeBearingTracker.TwoPointDifferenceCovariance(rM[0], rM[1], bM[0], bM[1], re, the, T);
            DiscreteKalmanFilter dkf  = new DiscreteKalmanFilter(x0, P0);
            SquareRootFilter     sqrf = new SquareRootFilter(x0, P0);

            Assert.IsTrue(RunTest(dkf, sqrf, DefaultTolerance));
        }
 public void TestSquareRootFilter()
 {
     System.Console.WriteLine("Filter 1 - DiscreteKalmanFilter, Filter 2 - SquareRootFilter");
     Matrix<double> x0 = RangeBearingTracker.TwoPointDifferenceState(rM[0], rM[1], bM[0], bM[1], T);
     Matrix<double> P0 = RangeBearingTracker.TwoPointDifferenceCovariance(rM[0], rM[1], bM[0], bM[1], re, the, T);
     DiscreteKalmanFilter dkf = new DiscreteKalmanFilter(x0, P0);
     SquareRootFilter sqrf = new SquareRootFilter(x0, P0);
     Assert.IsTrue(RunTest(dkf, sqrf, DefaultTolerance));
 }