Man Scilab
kalm
Scilab Function
kalm - Kalman update
Calling Sequence
-
[x1,p1,x,p]=kalm(y,x0,p0,f,g,h,q,r)
Parameters
-
f,g,h
: current system matrices
-
q, r
: covariance matrices of dynamics and observation noise
-
x0,p0
: state estimate and error variance at t=0 based on data up to t=-1
-
y
: current observation Output from the function is:
-
x1,p1
: updated estimate and error covariance at t=1 based on data up to t=0
-
x
: updated estimate and error covariance at t=0 based on data up to t=0
Description
function which gives the Kalman update and error variance
Author
C. B.
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