scilab/modules/signal_processing/help/en_US/system.xml

   1 <?xml version="1.0" encoding="UTF-8"?>
   2 <refentry xmlns="http://docbook.org/ns/docbook" xmlns:xlink="http://www.w3.org/1999/xlink" xmlns:svg="http://www.w3.org/2000/svg" xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:db="http://docbook.org/ns/docbook" version="5.0-subset Scilab" xml:lang="en" xml:id="system">
   3   <refnamediv>
   4     <refname>system</refname>
   5     <refpurpose> observation update</refpurpose>
   6   </refnamediv>
   7   <refsynopsisdiv>
   8     <title>Calling Sequence</title>
   9     <synopsis>[x1,y]=system(x0,f,g,h,q,r)</synopsis>
  10   </refsynopsisdiv>
  11   <refsection>
  12     <title>Arguments</title>
  13     <variablelist>
  14       <varlistentry>
  15         <term>x0</term>
  16         <listitem>
  17           <para>input state vector</para>
  18         </listitem>
  19       </varlistentry>
  20       <varlistentry>
  21         <term>f</term>
  22         <listitem>
  23           <para>system matrix</para>
  24         </listitem>
  25       </varlistentry>
  26       <varlistentry>
  27         <term>g</term>
  28         <listitem>
  29           <para>input matrix</para>
  30         </listitem>
  31       </varlistentry>
  32       <varlistentry>
  33         <term>h</term>
  34         <listitem>
  35           <para>Output matrix</para>
  36         </listitem>
  37       </varlistentry>
  38       <varlistentry>
  39         <term>q</term>
  40         <listitem>
  41           <para>input noise covariance matrix</para>
  42         </listitem>
  43       </varlistentry>
  44       <varlistentry>
  45         <term>r</term>
  46         <listitem>
  47           <para>output noise covariance matrix</para>
  48         </listitem>
  49       </varlistentry>
  50       <varlistentry>
  51         <term>x1</term>
  52         <listitem>
  53           <para>output state vector</para>
  54         </listitem>
  55       </varlistentry>
  56       <varlistentry>
  57         <term>y</term>
  58         <listitem>
  59           <para>output observation</para>
  60         </listitem>
  61       </varlistentry>
  62     </variablelist>
  63   </refsection>
  64   <refsection>
  65     <title>Description</title>
  66     <para>
  67       define system function which generates the next
  68       observation given the old state.
  69       System recursively calculated
  70     </para>
  71     <programlisting role=""><![CDATA[
  72 x1=f*x0+g*u
  73 y=h*x0+v
  74  ]]></programlisting>
  75     <para>
  76       where <literal>u</literal> is distributed <literal>N(0,q)</literal>
  77       and <literal>v</literal> is distribute <literal>N(0,r)</literal>.
  78     </para>
  79   </refsection>
  80 </refentry>