File: srkf.cat

package info (click to toggle)
scilab 2.4-1
  • links: PTS
  • area: non-free
  • in suites: potato, slink
  • size: 55,196 kB
  • ctags: 38,019
  • sloc: ansic: 231,970; fortran: 148,976; tcl: 7,099; makefile: 4,585; sh: 2,978; csh: 154; cpp: 101; asm: 39; sed: 5
file content (27 lines) | stat: -rw-r--r-- 608 bytes parent folder | download 
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
 

srkf(1)                        Scilab Function                        srkf(1)
NAME
  srkf - square root Kalman filter

CALLING SEQUENCE
  [x1,p1]=srkf(y,x0,p0,f,h,q,r)

PARAMETERS

  f, h      : current system matrices

  q, r      : covariance matrices of dynamics and observation noise

  x0, p0    : state estimate and error variance at t=0 based on data up to
            t=-1

  y         : current observation Output from the function is

  x1, p1    : updated estimate and error covariance at t=1 based on data up
            to t=0

DESCRIPTION
  square root Kalman filter algorithm

AUTHOR
  C. B.