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srfaur(1)                      Scilab Function                      srfaur(1)
NAME
  srfaur - square-root algorithm

CALLING SEQUENCE
  [p,s,t,l,rt,tt]=srfaur(h,f,g,r0,n,p,s,t,l)

PARAMETERS

  h, f, g   : convenient matrices of the state-space model.

  r0        : E(yk*yk').

  n         : number of iterations.

  p         : estimate of the solution after n iterations.

  s, t, l   : intermediate matrices for
             successive iterations;

  rt, tt    : gain matrices of the filter model after n iterations.

  p, s, t, l
            : may be given as input if more than one recursion is desired
            (evaluation of intermediate values of p).

DESCRIPTION
  square-root algorithm for the algebraic Riccati equation.