 Gxr Kalman filter biases compensations, [gb_dyn ab_dyn].
%         A: Gxn^2 Kalman filter transition-state matrices, one matrix per
%            row ordered by columns.
%        Pp: Gxn^2 Kalman filter a posteriori covariance matrices, one
%         matrix per row ordered by columns.
%        Pi: Gxn^2 Kalman filter a priori covariance matrices, one matrix
%            per row ordered by columns.
%         K: Gx(n*r) Kalman gain matrices
%         S: Gxr^2 Innovation matrices
%        ob: Gx1 Number of obs