Estimating Error Covariance with KalmanNet

Running the linear model

1. in src/filing_paths.py uncomment the line path_model = path_model_Lin to select the proper path for the model
2. in src/mainLinear.py Set the proper parameters at the beginning of main() (more info on how to set them can be found there)
3. run python src/mainLinear

Running the Lorenz attractor

1. in src/filing_paths.py uncomment the line path_model = path_model_Lor to select the proper path for the model
2. run python src/mainCovLorenz.py (no parameters need to be set here)