Man Scilab
filter
Scilab Function
filter - modelling filter
Calling Sequence
-
[y,xt]=filter(n,F,H,Rt,T)
Parameters
-
n
: number of computed points.
-
F, H
: relevant matrices of the Markovian model.
-
Rt, T
: gain matrices.
-
y
: output of the filter.
-
xt
: filter process.
Description
This function computes the modelling filter
See Also
faurre
,
Author
G. Le V.
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