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  • Committer: Package Import Robot
  • Author(s): Sylvestre Ledru
  • Date: 2012-08-30 14:42:38 UTC
  • mfrom: (1.4.7)
  • Revision ID: package-import@ubuntu.com-20120830144238-c1y2og7dbm7m9nig
Tags: 5.4.0-beta-3-1~exp1
* New upstream release
* Update the scirenderer dep
* Get ride of libjhdf5-java dependency

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<?xml version="1.0" encoding="UTF-8"?>
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<refentry xmlns="http://docbook.org/ns/docbook" xmlns:xlink="http://www.w3.org/1999/xlink" xmlns:svg="http://www.w3.org/2000/svg" xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:db="http://docbook.org/ns/docbook" version="5.0-subset Scilab" xml:lang="en" xml:id="kalm">
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  <refnamediv>
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    <refname>kalm</refname>
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    <refpurpose> Kalman update</refpurpose>
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  </refnamediv>
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  <refsynopsisdiv>
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    <title>Calling Sequence</title>
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    <synopsis>[x1,p1,x,p]=kalm(y,x0,p0,f,g,h,q,r)</synopsis>
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  </refsynopsisdiv>
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  <refsection>
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    <title>Arguments</title>
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    <variablelist>
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      <varlistentry>
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        <term>f,g,h</term>
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        <listitem>
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          <para>current system matrices</para>
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        </listitem>
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      </varlistentry>
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      <varlistentry>
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        <term>q, r</term>
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        <listitem>
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          <para>covariance matrices of dynamics and observation noise</para>
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        </listitem>
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      </varlistentry>
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      <varlistentry>
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        <term>x0,p0</term>
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        <listitem>
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          <para>state estimate and error variance at t=0 based on data up to t=-1</para>
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        </listitem>
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      </varlistentry>
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      <varlistentry>
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        <term>y</term>
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        <listitem>
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          <para>current observation Output from the function is:</para>
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        </listitem>
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      </varlistentry>
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      <varlistentry>
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        <term>x1,p1</term>
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        <listitem>
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          <para>updated estimate and error covariance at t=1 based on data up to t=0</para>
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        </listitem>
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      </varlistentry>
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      <varlistentry>
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        <term>x</term>
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        <listitem>
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          <para>updated estimate and error covariance at t=0  based on data up to t=0</para>
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        </listitem>
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      </varlistentry>
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    </variablelist>
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  </refsection>
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  <refsection>
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    <title>Description</title>
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    <para>
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      function which gives the Kalman update and error variance
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    </para>
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  </refsection>
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</refentry>