Random rng) {
Preconditions.checkArgument(F.getNumRows() == 1);
Preconditions.checkArgument(F.getNumColumns() == G.getNumRows());
Preconditions.checkArgument(G.getNumColumns() == modelCovariance.getNumRows());
this.initialFilter = new KalmanFilter(
new LinearDynamicalSystem(
G,
MatrixFactory.getDefault().createMatrix(G.getNumRows(), G.getNumColumns()),
F),
modelCovariance,
MatrixFactory.getDefault().copyArray(new double[][] {{0}})