O Index Page
Keyword Index for the NAG C Library Manual
NAG C Library Manual

Keyword : Observer

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
g13ewc   Unitary state-space transformation to reduce (A,C) to lower or upper observer Hessenberg form

O Index Page
Keyword Index for the NAG C Library Manual
NAG C Library Manual

© The Numerical Algorithms Group Ltd, Oxford UK. 2012