Scilab 5.3.3
- Scilab help
- Signal Processing
- How to
- Signal
- analpf
- bilt
- buttmag
- casc
- cepstrum
- cheb1mag
- cheb2mag
- chepol
- convol
- corr
- cspect
- czt
- detrend
- dft
- ell1mag
- eqfir
- eqiir
- faurre
- ffilt
- fft
- fft2
- fftshift
- filt_sinc
- filter
- find_freq
- findm
- frfit
- frmag
- fsfirlin
- group
- hank
- hilb
- hilbert
- iir
- iirgroup
- iirlp
- intdec
- jmat
- kalm
- lattn
- lattp
- lev
- levin
- lindquist
- mese
- mfft
- mrfit
- %asn
- %k
- %sn
- phc
- pspect
- remez
- remezb
- rpem
- sincd
- srfaur
- srkf
- sskf
- syredi
- system
- trans
- wfir
- wiener
- wigner
- window
- yulewalk
- zpbutt
- zpch1
- zpch2
- zpell
Please note that the recommended version of Scilab is 2025.0.0. This page might be outdated.
See the recommended documentation of this function
system
observation update
Calling Sequence
[x1,y]=system(x0,f,g,h,q,r)
Arguments
- 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)
.
Authors
C. B.
<< syredi | Signal Processing | trans >> |