Scilab Function

system - observation update

### Sequence d'appel

  `[x1,y]=system(x0,f,g,h,q,r)`

### Parametres

- `x0` : input state vector
- `f` : system matrix
- `g` : input matrix
- `h` : Output matrix
- `q` : input noise covariance matrix
- `r` : output noise covariance matrix
- `x1` : output state vector
- `y` : output observation

### Description

define system function which generates the next observation given the old state. System recursively calculated

         x1=f*x0+g*u
         y=h*x0+v

where `u` is distributed `N(0,q)` and `v` is distribute `N(0,r)`.

### Auteur

C. B.