<?xml version="1.0" encoding="ISO-8859-1" standalone="no"?>
<!DOCTYPE MAN SYSTEM "../../manrev.dtd">
<MAN>
  <LANGUAGE>eng</LANGUAGE>
  <TITLE>sskf</TITLE>
  <TYPE>Scilab Function</TYPE>
  <DATE>April 1993</DATE>
  <SHORT_DESCRIPTION name="sskf"> steady-state Kalman filter</SHORT_DESCRIPTION>
  <CALLING_SEQUENCE>
    <CALLING_SEQUENCE_ITEM>[xe,pe]=sskf(y,f,h,q,r,x0)  </CALLING_SEQUENCE_ITEM>
  </CALLING_SEQUENCE>
  <PARAM>
    <PARAM_INDENT>
      <PARAM_ITEM>
        <PARAM_NAME>y</PARAM_NAME>
        <PARAM_DESCRIPTION>
          <SP>: data in form <VERB>[y0,y1,...,yn]</VERB>, <VERB>yk</VERB> a column vector</SP>
        </PARAM_DESCRIPTION>
      </PARAM_ITEM>
      <PARAM_ITEM>
        <PARAM_NAME>f</PARAM_NAME>
        <PARAM_DESCRIPTION>
          <SP>: system matrix dim(NxN)</SP>
        </PARAM_DESCRIPTION>
      </PARAM_ITEM>
      <PARAM_ITEM>
        <PARAM_NAME>h</PARAM_NAME>
        <PARAM_DESCRIPTION>
          <SP>: observations matrix dim(MxN)</SP>
        </PARAM_DESCRIPTION>
      </PARAM_ITEM>
      <PARAM_ITEM>
        <PARAM_NAME>q</PARAM_NAME>
        <PARAM_DESCRIPTION>
          <SP>: dynamics noise matrix dim(NxN)</SP>
        </PARAM_DESCRIPTION>
      </PARAM_ITEM>
      <PARAM_ITEM>
        <PARAM_NAME>r</PARAM_NAME>
        <PARAM_DESCRIPTION>
          <SP>: observations noise matrix dim(MxM)</SP>
        </PARAM_DESCRIPTION>
      </PARAM_ITEM>
      <PARAM_ITEM>
        <PARAM_NAME>x0</PARAM_NAME>
        <PARAM_DESCRIPTION>
          <SP>: initial state estimate</SP>
        </PARAM_DESCRIPTION>
      </PARAM_ITEM>
      <PARAM_ITEM>
        <PARAM_NAME>xe</PARAM_NAME>
        <PARAM_DESCRIPTION>
          <SP>: estimated state</SP>
        </PARAM_DESCRIPTION>
      </PARAM_ITEM>
      <PARAM_ITEM>
        <PARAM_NAME>pe</PARAM_NAME>
        <PARAM_DESCRIPTION>
          <SP>: steady-state error covariance</SP>
        </PARAM_DESCRIPTION>
      </PARAM_ITEM>
    </PARAM_INDENT>
  </PARAM>
  <DESCRIPTION>
    <P>
    steady-state Kalman filter</P>
  </DESCRIPTION>
  <AUTHOR>C. B.  </AUTHOR>
</MAN>
