steps
Simulation of a state / space model.
Prototype
tuple<Tabf, Tabf> steps(entier n, const Vecf &x0=Vecf(), const Tabf &vin=Tabf())
Paramètres
| n | Number of iterations to compute |
| x0 | Initial state vector (column vector), default is 0. |
| vin | Vecteur d'entrée (contrôle) optionnel |
Retourne
{x,y} : state & observation vectors
Description
Simulate a state / space model state evolution sequence, injecting noise in the state evolution rule and in the observations vectors (using the Q and R covariance matrix, as specified in the input model).