Scilab Function filter - modelling filter
Sequence d'appel
- [y,xt]=filter(n,F,H,Rt,T)
Parametres
- 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
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