function

LinearAlgebra.josephUpdate

Dimension-generic Joseph-form covariance correction

Public declarations

Explicit source declarations; dimensions, modifications and defaults are shown as written, without evaluation.

Role	Name	Type	Dimensions / attributes / default	Description
input	`factor`	`Real`	`[:, size(factor, 1)]`	I - K*H
input	`covariance`	`Real`	`[size(factor, 1), size(factor, 1)]`	Predicted covariance
input	`gain`	`Real`	`[size(factor, 1), :]`	Kalman gain
input	`measurementNoise`	`Real`	`[size(gain, 2), size(gain, 2)]`	Measurement covariance
output	`covarianceNext`	`Real`	`[size(factor, 1), size(factor, 1)]`

Modelica declarations and implementation

Show parameters, interfaces and source

Parameters, inputs, outputs, defaults and equations from the source file.

function josephUpdate "Dimension-generic Joseph-form covariance correction"
  input Real factor[:, size(factor, 1)] "I - K*H";
  input Real covariance[size(factor, 1), size(factor, 1)]
    "Predicted covariance";
  input Real gain[size(factor, 1), :] "Kalman gain";
  input Real measurementNoise[size(gain, 2), size(gain, 2)]
    "Measurement covariance";
  output Real covarianceNext[size(factor, 1), size(factor, 1)];
algorithm
  covarianceNext := transformCovariance(factor, covariance)
    + transformCovariance(gain, measurementNoise);
end josephUpdate;