Scilab Website | Contribute with GitLab | Mailing list archives | ATOMS toolboxes
Scilab Online Help
5.4.0 - English

Change language to:
Français - 日本語 - Português - Русский

Please note that the recommended version of Scilab is 2024.1.0. This page might be outdated.
See the recommended documentation of this function

Scilab help >> Signal Processing > filters > srkf


square root Kalman filter

Calling Sequence



f, 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


current observation Output from the function is

x1, p1

updated estimate and error covariance at t=1 based on data up to t=0


square root Kalman filter algorithm

Report an issue
<< srfaur filters sskf >>

Copyright (c) 2022-2024 (Dassault Systèmes)
Copyright (c) 2017-2022 (ESI Group)
Copyright (c) 2011-2017 (Scilab Enterprises)
Copyright (c) 1989-2012 (INRIA)
Copyright (c) 1989-2007 (ENPC)
with contributors
Last updated:
Mon Oct 01 17:34:47 CEST 2012