L10a2e: State-space analysis (e.g., Kalman filtering)
G13EAF
Combined measurement and time update, one iteration of Kalman filter, time-varying, square root covariance filter
G13EBF
Combined measurement and time update, one iteration of Kalman filter, time-invariant, square root covariance filter
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© The Numerical Algorithms Group Ltd, Oxford UK. 2001