mbs_kalman.h File Reference

#include "mbs_data.h"
#include "mbs_statespace.h"

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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

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

Returns

error status, < 0 in case of failure.

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.