Keywords in Context Index
NAG C Library Manual

information

g13ecc   One iteration step of the time-varying Kalman filter recursion using the square root information implementation
g13edc   One iteration step of the time-invariant Kalman filter recursion using the square root information implementation with (A-1, A-1 B) in upper controller Hessenberg form

Keywords in Context Index
NAG C Library Manual

© The Numerical Algorithms Group Ltd, Oxford UK. 2002