Please note that the recommended version of Scilab is 2023.1.0. This page might be outdated.
See the recommended documentation of this function
number of iterations.
- H, F, G
estimated triple from the covariance sequence of
solution of the Riccati equation after n iterations.
- R, T
gain matrices of the filter.
computes iteratively the minimal solution of the algebraic
Riccati equation and gives the matrices
T of the
filter model, by the Lindquist's algorithm.
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