rements
v = zeros(LG, r);       % Kalman filter innovations

A  = zeros(LG, n^2);    % Transition-state matrices
Pi = zeros(LG, n^2);    % A priori covariance matrices
Pp = zeros(LG, n^2);    % A posteriori covariance matrices
K  = zeros(LG, n*r);    % Kalman gain matrices
S  = zeros(LG, r^2);    % Innovation matrices
ob = zeros(LG, 1);      % Number of observable states at each vor_dme data arriving

b = zeros(LG, r);       % Biases compensantions after Kalman filter correction

%% INITIAL VALUES AT INS TI