Scilab Function filter - modelling filter
Calling Sequence
- [y,xt]=filter(n,F,H,Rt,T)
Parameters
- n
: number of computed points.
- F, H
: relevant matrices of the Markovian model.
- Rt, T
: gain matrices.
- y
: output of the filter.
- xt
: filter process.
Description
This function computes the modelling filter
See Also
Author