OPTIONAL INPUTS (string/value pairs [default in brackets])

model - model(t)=m means use params from model m at time t [ones(1,T) ]

In this case, all the above matrices take an additional final dimension,

i.e., A(:,:,m), C(:,:,m), Q(:,:,m), R(:,:,m).

However, init_x and init_V are independent of model(1).

u - u(:,t) the control signal at time t [ [] ]

B - B(:,:,m) the input regression matrix for model m

-OPTIONAL INPUTS (string/value pairs [default in brackets])

　 model - model(t)=m means use params from model m at time t [ones(1,T) ]

　　　In this case, all the above matrices take an additional final dimension,

　　　i.e., A(:,:,m), C(:,:,m), Q(:,:,m), R(:,:,m).

　　　However, init_x and init_V are independent of model(1).

　 u　　 - u(:,t) the control signal at time t [ [] ]

　 B　　 - B(:,:,m) the input regression matrix for model m