code>F</code></dt>
<dd><p>\(T \times rp\) filtered state vectors.</p></dd>

<dt><code>P</code></dt>
<dd><p>\(rp \times rp \times T\) filtered state covariances.</p></dd>

<dt><code>F_pred</code></dt>
<dd><p>\(T \times rp\) predicted state vectors.</p></dd>

<dt><code>P_pred</code></dt>
<dd><p>\(rp \times rp \times T\) predicted state covariances.</p></dd>

<dt><code>loglik</code></dt>
<dd><p>value of the log likelihood.</p></dd>

</dl></div>
    <div id="details">
    <h2>Details</h2>
    <p>The underlying 