y
default <code>estimate.initial.state=FALSE</code> and it is not
estimated but simply taken as the values provided by
<code>setInitialState</code>. When
<code>estimate.initial.state=TRUE</code> the mean and covariance are
estimated as the stationary solution of the moment differential
equations using the input values are the initial time-point.</p>
<p>The stationary solution is obtained first by solving <span class="math display">\[
\dfrac{d\mathrm{E}\left[x_{\infty}\right]}{dt} =
f(\mathrm{E}\left[x_\inft