Sliding window technique-Transpose on ND array is not defined

Hi,

I am employing a sliding window technique to compute the sample mean for N (window) predicted residuals (r), instead of a single residual by using a formula defined in adaptive filtering method. When HtimeA(t,:) is the jacobian with size 1xt, RekfA is a scalar - the formula works.

if t > window

    sumSekf = 0;
    for l = 1:window,

      if l==1, 
        Sekf = (1/window) * HtimeA(t,:)./ RekfA.^(1/2);
      else
        Sekf = (1/window) * sum( HtimeA (t-(l-1):t,:)*Ax_ekfA./  RekfA.^(1/2) );
      end;
      sumSekf=sumSekf + Sekf*Sekf';
    end;
    CovTimeekf=((1/window)*sum(r(:,t-window+1:t)./RekfA(1,1).^(1/2)))^(2);%%%variance over time
    CovEnsembleekf=Sekf*Ax_ekfA*P_ekfA(:,:,t-1)*Ax_ekfA*Sekf' + (1/window); %%ensemble variance
    CovDifferenceekf = CovTimeekf - CovEnsembleekf;

The problem arise when RekfA is not a scalar and HtimeA becomes C x C x t. There is an error of 'Transpose on ND array is not defined' for sumSekf=sumSekf + Sekf*Sekf';

Any advise on how to correct the formula for this case? Thank you.