F Index Page
Keyword Index for the NAG Library Manual
NAG Library Manual

Keyword : filter

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

F Index Page
Keyword Index for the NAG Library Manual
NAG Library Manual
The Numerical Algorithms Group Ltd, Oxford UK. 2006