Scilab Function
Last update : 00/00/0000
system - observation update
Calling Sequence
- [x1,y]=system(x0,f,g,h,q,r)
Parameters
-
x0: input state vector
-
f: system matrix
-
g: input matrix
-
h: Output matrix
-
q: input noise covariance matrix
-
r: output noise covariance matrix
-
x1: output state vector
-
y: output observation
Description
define system function which generates the next
observation given the old state.
System recursively calculated
x1=f*x0+g*u
y=h*x0+v
where u is distributed N(0,q)
and v is distribute N(0,r).
Author
C. B.