File: kalm.man

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.TH kalm 1 "April 1993" "Scilab Group" "Scilab Function"
.so ../sci.an
.SH NAME
kalm - Kalman update
.SH CALLING SEQUENCE
.nf
[x1,p1,x,p]=kalm(y,x0,p0,f,g,h,q,r)
.fi
.SH PARAMETERS
.TP 10
f,g,h
: current system matrices
.TP
q, r
: covariance matrices of dynamics and observation noise
.TP
x0,p0
: state estimate and error variance at t=0 based
on data up to t=-1
.TP
y
: current observation
Output from the function is:
.TP
x1,p1
: updated estimate and error covariance at t=1
based on data up to t=0
.TP
x
: updated estimate and error covariance at t=0
 based on data up to t=0
.SH DESCRIPTION
function which gives the Kalman update and error variance
.SH AUTHOR
C. B.