/// <summary>
/// Read the initial state vector and covariance from a stream.
/// Since state \f$ x_v \f$ and covariance \f$ P_{xx} \f$ are not stored in
/// the class, these are passed by reference to be filled in by this function.
/// </summary>
/// <param name="stream"></param>
/// <param name="initial_xv"></param>
/// <param name="initial_Pxx"></param>
public void read_initial_state(BinaryReader stream,
ref Vector initial_xv,
ref MatrixFixed initial_Pxx)
{
// Make sure the vector and matrix are the correct sizes
initial_xv.Resize(STATE_SIZE);
initial_Pxx.Resize(STATE_SIZE, STATE_SIZE);
initial_xv.Fill(0.0f);
initial_Pxx.Fill(0.0f);
for (int r = 0; r < STATE_SIZE; r++)
initial_xv[r] = stream.ReadSingle();
for (int r = 0; r < STATE_SIZE; r++)
for (int c = 0; c < STATE_SIZE; c++)
initial_Pxx[r, c] = stream.ReadSingle();
}