| g13eac | One iteration step of the time-varying Kalman filter recursion using the square root covariance implementation |
| g13ebc | One iteration step of the time-invariant Kalman filter recursion using the square root covariance implementation with (A,C) in lower observer Hessenberg form |
| 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 |