.Modelica_LinearSystems2.WorkInProgress.DiscreteStateSpace.Design.kfStepMatrices2

Interface

function kfStepMatrices2
  extends Modelica.Icons.Function;
  import Modelica;
  import Modelica_LinearSystems2;
  import Modelica_LinearSystems2.Math;
  import Modelica_LinearSystems2.DiscreteStateSpace;
  input Real A[:, size(A, 1)] "Transition matrix of the discrete system";
  input Real C[:, size(A, 1)] "Output matrix of the discrete system";
  input Real P[size(A, 1), size(A, 1)] "State covariance matrix of the previous instant";
  input Real Q[size(A, 1), size(A, 1)] "Input or process noise covariance matrix of the previous instant";
  input Real R[size(C, 1), size(C, 1)] "Output or measurement noise covariance matrix of the previous instant";
  output Real K[size(A, 1), size(C, 1)] "Kalman filter gain matrix";
  output Real P_new[size(A, 1), size(A, 1)] "Updated state covariance matrix";
end kfStepMatrices2;