[Bayes++] Accuracy of Kalman filter prediction

[Nithya N. V. <nvi...@cs...>]

Hi all,

I am using Bayes++ Covariance filter for prediction of interger/float 
values in a sequence. From general reading, I found that Kalman filter can 
say how good its prediction is. Can I find out how good my prediciton is 
from the Covariance filter? I currently follow the simpleExample.cpp for 
predict, update steps. Is there a function which I can invoke to get its 
prediction accuracy?


thanks,
Nithya