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Description
If during a Fit command, you select the Debug button in the Fit dialog , the following dialog will appear:

Value Limit Condition Limit Derivative Checking


This dialog enables you to check the values returned by the Transition and Measurement functions. Fitting with this debugging option is slower than fitting without it.

Value Limit
This is a limit on any of the values returned by the Transition function. If the absolute value of any component of a value returned by the tran functions exceeds this limit during a debugging fit, an error dialog is displayed and execution is halted.

It is also a limit on values returned by the Measurement function with the exception that components of hk can be equal to the bad value flag and this can exceed the value limit.

Condition Limit
This is a limit on the condition number the matrices Rk and Qk that are returned by the Measurement and Transition functions respectively. The filter and smoother use the inverse of both Rk and Qk in their calculations. If the condition number of either of these matrices exceeds this limit during a debugging fit, an error dialog is displayed and execution is halted.

Derivative Checking
Because derivative checking is very slow, you may check the derivative on a subset of the time indices. The Starting index, Increment, and Ending index fields specify the time indices at which the derivative values are checked numerically. If the derivatives returned by the Transition or Measurement functions do not agree with their numerical approximation, an error dialog is posted and execution is halted.

Example
If you load the EXAMPLE.KBF , and then in the Measurement window you replace the statement
     dr1 = (ship - P)' / r1
by the statement
     dr1 = (ship - P)'
the calculation of dhk in the Measurement function will be incorrect. If you then execute a Compile command followed by a Fit command in which you do debugging with derivative checking, the following dialog will be displayed:

Contents
Initial State Estimate Not Within Bounds
Inverse Of Initial Covariance Not Within Bounds
Condition Number Of Initial Covariance Not Within Bounds
Measurement Model Not Within Bounds
Derivative Of Measurement Model Not Within Bounds
Data Values Not Within Bounds
Inverse Of Measurement Covariance Not Within Bounds
Condition Number Of Measurement Covariance Not Within Bounds
Transition Model Not Within Bounds
Derivative Of Transition Model Not Within Bounds
Inverse Of Transition Covariance Not Within Bounds
Condition Number Of Transition Covariance Not Within Bounds