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sskf(1)                        Scilab Function                        sskf(1)
NAME
  sskf - steady-state Kalman filter

CALLING SEQUENCE
  [xe,pe]=sskf(y,f,h,q,r,x0)

PARAMETERS

  y         : data in form [y0,y1,...,yn], yk a column vector

  f         : system matrix dim(NxN)

  h         : observations matrix dim(MxN)

  q         : dynamics noise matrix dim(NxN)

  r         : observations noise matrix dim(MxM)

  x0        : initial state estimate

  xe        : estimated state

  pe        : steady-state error covariance

DESCRIPTION
  steady-state Kalman filter

AUTHOR
  C. B.