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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="system"> observation update</SHORT_DESCRIPTION>
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<CALLING_SEQUENCE_ITEM>[x1,y]=system(x0,f,g,h,q,r) </CALLING_SEQUENCE_ITEM>
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<PARAM_NAME>x0</PARAM_NAME>
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<SP>: input state vector</SP>
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<PARAM_NAME>f</PARAM_NAME>
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<SP>: system matrix</SP>
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<PARAM_NAME>g</PARAM_NAME>
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<SP>: input matrix</SP>
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<PARAM_NAME>h</PARAM_NAME>
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<SP>: Output matrix</SP>
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<PARAM_NAME>q</PARAM_NAME>
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<SP>: input noise covariance matrix</SP>
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<PARAM_NAME>r</PARAM_NAME>
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<SP>: output noise covariance matrix</SP>
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<PARAM_NAME>x1</PARAM_NAME>
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<SP>: output state vector</SP>
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<PARAM_NAME>y</PARAM_NAME>
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<SP>: output observation</SP>
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define system function which generates the next
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observation given the old state.
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System recursively calculated</P>
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where <VERB>u</VERB> is distributed <VERB>N(0,q)</VERB>
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and <VERB>v</VERB> is distribute <VERB>N(0,r)</VERB>.</P>
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<AUTHOR>C. B. </AUTHOR>