Scilab 5.3.1
- Ajuda Scilab
- Processamento de Sinais
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- Signal
- analpf
- bilt
- buttmag
- casc
- cepstrum
- cheb1mag
- cheb2mag
- chepol
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- corr
- cspect
- czt
- detrend
- dft
- ell1mag
- eqfir
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- fft
- fft2
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- filt_sinc
- filter
- find_freq
- findm
- frfit
- frmag
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- group
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- 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 This page might be outdated.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
lindquist
Lindquist's algorithm
Calling Sequence
[P,R,T]=lindquist(n,H,F,G,R0)
Arguments
- n
number of iterations.
- H, F, G
estimated triple from the covariance sequence of
y.- R0
E(yk*yk')
- P
solution of the Riccati equation after n iterations.
- R, T
gain matrices of the filter.
Description
computes iteratively the minimal solution of the algebraic
Riccati equation and gives the matrices R and T of the
filter model, by the Lindquist's algorithm.
See Also
Authors
G. Le V.
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