steady-state Kalman filter
xe = sskf(y,f,h,q,r,x0) [xe, pe]=sskf(y,f,h,q,r,x0)
data in form [y0,y1,...,yn]
, yk
a column vector
system matrix dim(NxN)
observations matrix dim(MxN)
dynamics noise matrix dim(NxN)
observations noise matrix dim(MxM)
initial state estimate
estimated state
steady-state error covariance
steady-state Kalman filter