system

Scilab Function
Last update : 12/01/2004

system - observation update

### Calling Sequence

  `[x1,y]=system(x0,f,g,h,q,r)`

### Parameters

- `x0`: input state vector
- `f`: system matrix
- `g`: input matrix
- `h`: Output matrix
- `q`: input noise covariance matrix
- `r`: output noise covariance matrix
- `x1`: output state vector
- `y`: output observation

### Description

define system function which generates the next observation given the old state. System recursively calculated

         x1=f*x0+g*u
         y=h*x0+v

where `u` is distributed `N(0,q)` and `v` is distribute `N(0,r)`.

### Author

C. B.