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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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<refname>kalm</refname>
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<refpurpose> Kalman update</refpurpose>
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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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<title>Arguments</title>
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<para>current system matrices</para>
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<para>covariance matrices of dynamics and observation noise</para>
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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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<para>current observation Output from the function is:</para>
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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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<para>updated estimate and error covariance at t=0 based on data up to t=0</para>
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<title>Description</title>
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function which gives the Kalman update and error variance