File: sskf.man

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.TH sskf 1 "April 1993" "Scilab Group" "Scilab Function"
.so ../sci.an
.SH NAME
sskf - steady-state Kalman filter
.SH CALLING SEQUENCE
.nf
[xe,pe]=sskf(y,f,h,q,r,x0)
.fi
.SH PARAMETERS
.TP 10
y
: data in form \fV[y0,y1,...,yn]\fR, \fVyk\fR a column vector
.TP
f
: system matrix dim(NxN)
.TP
h
: observations matrix dim(MxN)
.TP
q
: dynamics noise matrix dim(NxN)
.TP
r
: observations noise matrix dim(MxM)
.TP
x0
: initial state estimate
.TP
xe
: estimated state
.TP
pe
: steady-state error covariance
.SH DESCRIPTION
steady-state Kalman filter
.SH AUTHOR
C. B.