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kalm             Scilab Group             Scilab Function              kalm
NAME
   kalm - Kalman update
  
CALLING SEQUENCE
 [x1,p1,x,p]=kalm(y,x0,p0,f,g,h,q,r)
PARAMETERS
 f,g,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
            
 x          : updated estimate and error covariance at t=0  based on data
            up to t=0
            
DESCRIPTION
   function which gives the Kalman update and error variance
  
AUTHOR
   C. B.