File: filter.cat

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filter(1)                      Scilab Function                      filter(1)
NAME
  filter - modelling filter

CALLING SEQUENCE
  [y,xt]=filter(n,F,H,Rt,T)

PARAMETERS

  n         : number of computed points.

  F, H      : relevant matrices of the Markovian model.

  Rt, T     : gain matrices.

  y         : output of the filter.

  xt        : filter process.

DESCRIPTION
  This function computes the modelling filter

SEE ALSO
  faurre

AUTHOR
  G. Le V.