Scilab Function
Last update : 18/05/2014

lindquist - Lindquist's algorithm

Calling Sequence

[P,R,T]=lindquist(n,H,F,G,R0)

Parameters

Description

computes iteratively the minimal solution of the algebraic Riccati equation and gives the matrices R and T of the filter model, by the Lindquist's algorithm.

See Also

srfaur,  faurre,  phc,  

Author

G. Le V.