The issue comes from the use of different variables for the first prediction step, the last one, and the rest (e.g. Hi_0, Hi and Hi_N). I believe that, if N is too small, then Hi is declared as a vector, but the code still expects it to be a matrix.
Also, this might not work (period) if N = 2, since in that case there is no use for Hi, for example. The solution might simply be to check that N > 3, setting this as a requirement of the solvers generated by the toolbox.
The issue comes from the use of different variables for the first prediction step, the last one, and the rest (e.g.
Hi_0,HiandHi_N). I believe that, ifNis too small, thenHiis declared as a vector, but the code still expects it to be a matrix.Also, this might not work (period) if
N = 2, since in that case there is no use forHi, for example. The solution might simply be to check thatN > 3, setting this as a requirement of the solvers generated by the toolbox.