filter

filter — modelling filter

Calling sequence

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

`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.

This function computes the modelling filter

G. Le V.