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Viewing changes to man/fr/signal/faurre.xml

  • Committer: Bazaar Package Importer
  • Author(s): Torsten Werner
  • Date: 2005-01-09 22:58:21 UTC
  • mfrom: (1.1.1 upstream)
  • Revision ID: james.westby@ubuntu.com-20050109225821-473xr8vhgugxxx5j
Tags: 3.0-12
http://bugs.debian.org/255869
changed configure.in to build scilab's own malloc.o, closes: #255869

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man/fr/signal/faurre.xml
 
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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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<MAN>
 
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  <LANGUAGE>eng</LANGUAGE>
 
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  <TITLE>faurre</TITLE>
 
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  <TYPE>Scilab Function</TYPE>
 
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  <DATE>April 1993</DATE>
 
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  <SHORT_DESCRIPTION name="faurre"> filter computation by simple Faurre algorithm</SHORT_DESCRIPTION>
 
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  <CALLING_SEQUENCE>
 
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    <CALLING_SEQUENCE_ITEM>[P,R,T]=faurre(n,H,F,G,R0)  </CALLING_SEQUENCE_ITEM>
 
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  </CALLING_SEQUENCE>
 
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  <PARAM>
 
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    <PARAM_INDENT>
 
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      <PARAM_ITEM>
 
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        <PARAM_NAME>n</PARAM_NAME>
 
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        <PARAM_DESCRIPTION>
 
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          <SP>: number of iterations.</SP>
 
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        </PARAM_DESCRIPTION>
 
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      </PARAM_ITEM>
 
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      <PARAM_ITEM>
 
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        <PARAM_NAME>H, F, G</PARAM_NAME>
 
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        <PARAM_DESCRIPTION>
 
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          <SP>: estimated triple from the covariance sequence of <VERB>y</VERB>.</SP>
 
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        </PARAM_DESCRIPTION>
 
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      </PARAM_ITEM>
 
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      <PARAM_ITEM>
 
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        <PARAM_NAME>R0</PARAM_NAME>
 
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        <PARAM_DESCRIPTION>
 
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          <SP>: E(yk*yk')</SP>
 
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        </PARAM_DESCRIPTION>
 
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      </PARAM_ITEM>
 
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      <PARAM_ITEM>
 
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        <PARAM_NAME>P</PARAM_NAME>
 
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        <PARAM_DESCRIPTION>
 
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          <SP>: solution of the Riccati equation after n iterations.</SP>
 
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        </PARAM_DESCRIPTION>
 
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      </PARAM_ITEM>
 
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      <PARAM_ITEM>
 
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        <PARAM_NAME>R, T</PARAM_NAME>
 
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        <PARAM_DESCRIPTION>
 
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          <SP>: gain matrix of the filter.</SP>
 
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        </PARAM_DESCRIPTION>
 
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      </PARAM_ITEM>
 
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    </PARAM_INDENT>
 
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  </PARAM>
 
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  <DESCRIPTION>
 
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    <P>
 
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    This function computes iteratively the minimal solution of the algebraic
 
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    Riccati equation and gives the matrices <VERB>R</VERB> and <VERB>T</VERB> of the 
 
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    filter model.
 
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    The algorithm tries to compute the solution P as the growing limit of a
 
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    sequence of matrices Pn such that</P>
 
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    <VERBATIM>
 
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<![CDATA[
 
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                                     -1
 
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Pn+1=F*Pn*F'+(G-F*Pn*h')*(R0-H*Pn*H')  *(G'-H*Pn*F')
 
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       -1
 
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P0=G*R0 *G'
 
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   ]]>
 
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    </VERBATIM>
 
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    <P>
 
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    Note that this method may not converge,especially when F has poles
 
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    near the unit circle. Use preferably the srfaur function.</P>
 
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  </DESCRIPTION>
 
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  <SEE_ALSO>
 
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    <SEE_ALSO_ITEM>
 
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      <LINK>srfaur</LINK>
 
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    </SEE_ALSO_ITEM>
 
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    <SEE_ALSO_ITEM>
 
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      <LINK>lindquist</LINK>
 
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    </SEE_ALSO_ITEM>
 
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    <SEE_ALSO_ITEM>
 
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      <LINK>phc</LINK>
 
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    </SEE_ALSO_ITEM>
 
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  </SEE_ALSO>
 
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  <AUTHOR>G. Le V.  </AUTHOR>
 
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</MAN>