96cc62a0f3174b0a80d4da32f0aa483f474def8a
[scilab.git] / 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>