mbs_kalman.c File Reference

#include <stdio.h>
#include <math.h>
#include "mbs_message.h"
#include "mbs_kalman.h"
#include "mbs_statespace.h"
#include "useful_functions.h"
#include "mbs_linalg.h"

Functions
int	mbs_compute_kalmanDcpt (MbsSS *ss, MbsSS *sskal, double **T, int *nxc_ptr)
	compute the Kalman decomposition for a given state space representation. More...

Function Documentation

mbs_compute_kalmanDcpt()

int mbs_compute_kalmanDcpt	(	MbsSS *	ss,
		MbsSS *	sskal,
		double **	T,
		int *	nxc_ptr
	)

compute the Kalman decomposition for a given state space representation.

compute the Kalman decomposition for a given state space representation

This function implements the Staircase Algorithm of Rosenbrock, 1968.

ss [in], the state space structure sskal [out], the Kalman state space

Returns

error status, < 0 in case of failure.