system
======

observation update



Calling Sequence
~~~~~~~~~~~~~~~~


::

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




Arguments
~~~~~~~~~

: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)`.