File: srfaur.man

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.TH srfaur 1 "April 1993" "Scilab Group" "Scilab Function"
.so ../sci.an
.SH NAME
srfaur - square-root algorithm
.SH CALLING SEQUENCE
.nf
[p,s,t,l,rt,tt]=srfaur(h,f,g,r0,n,p,s,t,l)
.fi
.SH PARAMETERS
.TP 10
h, f, g
: convenient matrices of the state-space model.
.TP
r0
: E(yk*yk').
.TP
n
: number of iterations.
.TP
p
: estimate of the solution after n iterations.
.TP
s, t, l
: intermediate matrices for
 successive iterations;
.TP
rt, tt
: gain matrices of the filter model after \fVn\fR iterations.
.TP
p, s, t, l
: may be given as input if more than one recursion
is desired (evaluation of intermediate values of \fVp\fR).
.SH DESCRIPTION
square-root algorithm for the algebraic Riccati equation.