public Kalman(
	Matrix<float> initialState,
	Matrix<float> transitionMatrix,
	Matrix<float> measurementMatrix,
	Matrix<float> processNoiseCovarianceMatrix,
	Matrix<float> measurementNoiseCovarianceMatrix
)

Public Sub New ( _
	initialState As Matrix(Of Single), _
	transitionMatrix As Matrix(Of Single), _
	measurementMatrix As Matrix(Of Single), _
	processNoiseCovarianceMatrix As Matrix(Of Single), _
	measurementNoiseCovarianceMatrix As Matrix(Of Single) _
)

public:
Kalman(
	Matrix<float>^ initialState, 
	Matrix<float>^ transitionMatrix, 
	Matrix<float>^ measurementMatrix, 
	Matrix<float>^ processNoiseCovarianceMatrix, 
	Matrix<float>^ measurementNoiseCovarianceMatrix
)