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<?xml version="1.0" encoding="ISO-8859-1" standalone="no"?>
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<!DOCTYPE MAN SYSTEM "../../manrev.dtd">
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<LANGUAGE>eng</LANGUAGE>
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<TYPE>Scilab Function</TYPE>
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<DATE>April 1993</DATE>
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<SHORT_DESCRIPTION name="filter"> modelling filter</SHORT_DESCRIPTION>
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<CALLING_SEQUENCE_ITEM>[y,xt]=filter(n,F,H,Rt,T) </CALLING_SEQUENCE_ITEM>
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<PARAM_NAME>n</PARAM_NAME>
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<SP>: number of computed points.</SP>
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<PARAM_NAME>F, H</PARAM_NAME>
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<SP>: relevant matrices of the Markovian model.</SP>
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<PARAM_NAME>Rt, T</PARAM_NAME>
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<SP>: gain matrices.</SP>
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<PARAM_NAME>y</PARAM_NAME>
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<SP>: output of the filter.</SP>
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<PARAM_NAME>xt</PARAM_NAME>
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<SP>: filter process.</SP>
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This function computes the modelling filter</P>
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<AUTHOR>G. Le V. </AUTHOR>