I am debuging my Kalman filter and the Jacobian matrix of partial derivatives of h(measurement function) with respect to x(state) is not n×n, it is 13×16.
$\displaystyle \quad\ \bf H_{[i,j]}$ = $\bf \frac{\partial h_{[i]}}{\partial x_{[j]}}(\tilde x_k,0)$
I would like to extract as much information as possible and one the things I thought of was eigenvalues, but it is not square. I wonder if I can zeropadd and make it square.
Is there any sense?