filter(1)

NAME
filter - modelling filter

CALLING SEQUENCE
[y,xt]=filter(n,F,H,Rt,T)

PARAMETERS

n   : number of computed points.

F, H
    : relevant matrices of the Markovian model.

Rt, T
    : gain matrices.

y   : output of the filter.

xt  : filter process.

DESCRIPTION
This function computes the modelling filter

SEE ALSO
faurre

AUTHOR
G. Le V.