system

system — observation update

Calling sequence

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

`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

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).

C. B.