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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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modules/signal_processing/help/ja_JP/filters/faurre.xml
 
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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="ja" xml:id="faurre">
 
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    <refnamediv>
 
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        <refname>faurre</refname>
 
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        <refpurpose>Faurreアルゴリズムによりフィルタの計算</refpurpose>
 
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    </refnamediv>
 
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    <refsynopsisdiv>
 
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        <title>呼び出し手順</title>
 
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        <synopsis>[P,R,T]=faurre(n,H,F,G,R0)</synopsis>
 
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    </refsynopsisdiv>
 
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    <refsection>
 
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        <title>パラメータ</title>
 
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        <variablelist>
 
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            <varlistentry>
 
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                <term>n</term>
 
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                <listitem>
 
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                    <para>反復回数.</para>
 
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                </listitem>
 
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            </varlistentry>
 
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            <varlistentry>
 
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                <term>H, F, G</term>
 
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                <listitem>
 
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                    <para>
 
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                        <literal>y</literal>系列の共分散から推定.
 
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                    </para>
 
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                </listitem>
 
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            </varlistentry>
 
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            <varlistentry>
 
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                <term>R0</term>
 
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                <listitem>
 
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                    <para>E(yk*yk')</para>
 
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                </listitem>
 
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            </varlistentry>
 
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            <varlistentry>
 
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                <term>P</term>
 
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                <listitem>
 
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                    <para>n回の反復後のリカッチ方程式の解.</para>
 
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                </listitem>
 
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            </varlistentry>
 
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            <varlistentry>
 
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                <term>R, T</term>
 
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                <listitem>
 
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                    <para>フィルタのゲイン行列.</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>説明</title>
 
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        <para>
 
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            この関数は代数リカッチ方程式の最小解を反復計算により求め,
 
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            フィルタモデルの行列<literal>R</literal> および <literal>T</literal>を
 
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            出力します.
 
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            このアルゴリズムは解Pを以下のような行列Pnの系列の上限値として計算します
 
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        </para>
 
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        <programlisting role=""><![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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 ]]></programlisting>
 
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        <para>
 
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            この手法は特にFが単位円の近傍に極を有する時に
 
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            収束しないことに注意してください.
 
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            この場合には,srfaur関数を使用する方が良いでしょう.
 
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        </para>
 
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    </refsection>
 
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    <refsection role="see also">
 
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        <title>参照</title>
 
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        <simplelist type="inline">
 
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            <member>
 
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                <link linkend="srfaur">srfaur</link>
 
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            </member>
 
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            <member>
 
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                <link linkend="lindquist">lindquist</link>
 
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            </member>
 
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            <member>
 
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                <link linkend="phc">phc</link>
 
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            </member>
 
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        </simplelist>
 
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    </refsection>
 
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</refentry>