File: filter.cat

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scilab 2.6-4
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filter            Scilab Group            Scilab Function            filter
NAME
   filter - modelling filter
  
CALLING SEQUENCE
 [y,xt]=filter(n,F,H,Rt,T)
PARAMETERS
 n          : number of computed points.
            
 F, H       : relevant matrices of the Markovian model.
            
 Rt, T      : gain matrices.
            
 y          : output of the filter.
            
 xt         : filter process.
            
DESCRIPTION
   This function computes the modelling filter
  
SEE ALSO
   faurre
  
AUTHOR
   G. Le V.