<?xml version="1.0" encoding="ISO-8859-1" standalone="no"?>
<!DOCTYPE MAN SYSTEM "../../manrev.dtd">
<MAN>
  <LANGUAGE>eng</LANGUAGE>
  <TITLE>kalm</TITLE>
  <TYPE>Scilab Function</TYPE>
  <DATE>April 1993</DATE>
  <SHORT_DESCRIPTION name="kalm"> Kalman update</SHORT_DESCRIPTION>
  <CALLING_SEQUENCE>
    <CALLING_SEQUENCE_ITEM>[x1,p1,x,p]=kalm(y,x0,p0,f,g,h,q,r)  </CALLING_SEQUENCE_ITEM>
  </CALLING_SEQUENCE>
  <PARAM>
    <PARAM_INDENT>
      <PARAM_ITEM>
        <PARAM_NAME>f,g,h</PARAM_NAME>
        <PARAM_DESCRIPTION>
          <SP>: current system matrices</SP>
        </PARAM_DESCRIPTION>
      </PARAM_ITEM>
      <PARAM_ITEM>
        <PARAM_NAME>q, r</PARAM_NAME>
        <PARAM_DESCRIPTION>
          <SP>: covariance matrices of dynamics and observation noise</SP>
        </PARAM_DESCRIPTION>
      </PARAM_ITEM>
      <PARAM_ITEM>
        <PARAM_NAME>x0,p0</PARAM_NAME>
        <PARAM_DESCRIPTION>
          <SP>: state estimate and error variance at t=0 based on data up to t=-1</SP>
        </PARAM_DESCRIPTION>
      </PARAM_ITEM>
      <PARAM_ITEM>
        <PARAM_NAME>y</PARAM_NAME>
        <PARAM_DESCRIPTION>
          <SP>: current observation Output from the function is:</SP>
        </PARAM_DESCRIPTION>
      </PARAM_ITEM>
      <PARAM_ITEM>
        <PARAM_NAME>x1,p1</PARAM_NAME>
        <PARAM_DESCRIPTION>
          <SP>: updated estimate and error covariance at t=1 based on data up to t=0</SP>
        </PARAM_DESCRIPTION>
      </PARAM_ITEM>
      <PARAM_ITEM>
        <PARAM_NAME>x</PARAM_NAME>
        <PARAM_DESCRIPTION>
          <SP>: updated estimate and error covariance at t=0  based on data up to t=0</SP>
        </PARAM_DESCRIPTION>
      </PARAM_ITEM>
    </PARAM_INDENT>
  </PARAM>
  <DESCRIPTION>
    <P>
    function which gives the Kalman update and error variance</P>
  </DESCRIPTION>
  <AUTHOR>C. B.  </AUTHOR>
</MAN>
