n> <span class="string">of</span> <span class="string">state</span> <span class="string">distribution</span>                      <span class="string">[D x  1 ]</span>
s               <span class="string">covariance</span> <span class="string">matrix</span> <span class="string">for</span> <span class="string">the</span> <span class="string">state</span> <span class="string">distribution</span>    <span class="string">[D x  D ]</span>
</pre><p><b>Output arguments:</b></p><pre class="language-matlab">L     <s