.Modelica_LinearSystems2.WorkInProgress.DiscreteStateSpace.Design.sr_ukfEstimate_2

Interface

function sr_ukfEstimate_2
  extends Modelica.Icons.Function;
  import Modelica;
  import Modelica.Math.Matrices.LAPACK;
  import Modelica_LinearSystems2;
  import Modelica_LinearSystems2.Math.Matrices;
  input Real y[:] "Measured output vector";
  input Real xm[:] "Predicted state mean";
  input Real ym[size(y, 1)] "Predicted mean";
  input Real S[size(xm, 1), size(xm, 1)] "Cholesky factor of covariance matrix";
  input Real Syy[size(y, 1), size(y, 1)] "Cholesky factor of transformed covariance matrix";
  input Real Pxy[size(xm, 1), size(y, 1)] "Transformed cross covariance matrix";
  output Real K[size(xm, 1), size(y, 1)] "Filter gain";
  output Real Su[size(xm, 1), size(xm, 1)] "Updated Cholesky factor state covariance matrix";
  output Real xmu[size(xm, 1)] "Updated state mean";
end sr_ukfEstimate_2;