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        <definition>function[xtn, oRxn, ll]</definition>
        <argsstring>[xtn, oRxn, ll]</argsstring>
        <name>function</name>
        <initializer>KalmanSq(xt,yt,A,C,oRw,oRv,oRx)

dimx = size(A,1)</initializer>
        <briefdescription>
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        <argsstring></argsstring>
        <name>dimy</name>
        <initializer> size(C,1)</initializer>
        <briefdescription>
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        <detaileddescription>
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        <type></type>
        <definition>M</definition>
        <argsstring></argsstring>
        <name>M</name>
        <initializer> [oRv C*oRx zeros(dimy,dimx)</initializer>
        <briefdescription>
        </briefdescription>
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        <definition>al</definition>
        <argsstring></argsstring>
        <name>al</name>
        <initializer>qr(M&apos;) r(1:2,end)</initializer>
        <briefdescription>
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        <argsstring></argsstring>
        <name>be</name>
        <initializer> r(3:4,end)</initializer>
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        <type></type>
        <definition>oRxn</definition>
        <argsstring></argsstring>
        <name>oRxn</name>
        <initializer> r(dimy+1:dimy+dimx, dimy+1:dimy+dimx)</initializer>
        <briefdescription>
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        <definition>xtn</definition>
        <argsstring></argsstring>
        <name>xtn</name>
        <initializer> oRxn&apos;*be</initializer>
        <briefdescription>
        </briefdescription>
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        <definition>ll</definition>
        <argsstring></argsstring>
        <name>ll</name>
        <initializer>0</initializer>
        <briefdescription>
        </briefdescription>
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        <type></type>
        <definition>zeros</definition>
        <argsstring>(dimx, dimy) A *oRx oRw</argsstring>
        <name>zeros</name>
        <param>
          <type>dimx</type>
        </param>
        <param>
          <type>dimy</type>
        </param>
        <briefdescription>
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        <type>1, dimx</type>
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        <argsstring>()</argsstring>
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    <programlisting>
<codeline lineno="1"><highlight class="normal">function<sp/>[xtn,oRxn,ll]=KalmanSq(xt,yt,A,C,oRw,oRv,oRx)</highlight></codeline>
<codeline lineno="2"><highlight class="normal"></highlight></codeline>
<codeline lineno="3"><highlight class="normal">dimx<sp/>=<sp/>size(A,1);</highlight></codeline>
<codeline lineno="4"><highlight class="normal">dimy<sp/>=<sp/>size(C,1);</highlight></codeline>
<codeline lineno="5"><highlight class="normal"></highlight></codeline>
<codeline lineno="6"><highlight class="normal">M<sp/>=<sp/>[oRv<sp/>C*oRx<sp/>zeros(dimy,dimx);</highlight></codeline>
<codeline lineno="7"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>zeros(dimx,dimy)<sp/>A*oRx<sp/>oRw;</highlight></codeline>
<codeline lineno="8"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>-yt&apos;*inv(oRv&apos;)<sp/>xt&apos;*inv(oRx&apos;)<sp/>zeros(1,dimx)];</highlight></codeline>
<codeline lineno="9"><highlight class="normal"></highlight></codeline>
<codeline lineno="10"><highlight class="normal">[q,r]=qr(M&apos;);</highlight></codeline>
<codeline lineno="11"><highlight class="normal">al<sp/>=<sp/>r(1:2,end);</highlight></codeline>
<codeline lineno="12"><highlight class="normal">be<sp/>=<sp/>r(3:4,end);</highlight></codeline>
<codeline lineno="13"><highlight class="normal"></highlight></codeline>
<codeline lineno="14"><highlight class="normal">oRxn<sp/>=<sp/>r(dimy+1:dimy+dimx,<sp/>dimy+1:dimy+dimx);</highlight></codeline>
<codeline lineno="15"><highlight class="normal">xtn<sp/>=<sp/>oRxn&apos;*be;</highlight></codeline>
<codeline lineno="16"><highlight class="normal"></highlight></codeline>
<codeline lineno="17"><highlight class="normal">ll=0;</highlight></codeline>
<codeline lineno="18"><highlight class="normal">%keyboard</highlight></codeline>
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