Algorithm 675: Fortran subroutines for computing the square root covariance filter and square root information filter in dense or Hessenberg forms (Q4371624)
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scientific article; zbMATH DE number 1105994
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Algorithm 675: Fortran subroutines for computing the square root covariance filter and square root information filter in dense or Hessenberg forms |
scientific article; zbMATH DE number 1105994 |
Statements
Algorithm 675: Fortran subroutines for computing the square root covariance filter and square root information filter in dense or Hessenberg forms (English)
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4 February 1998
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square root covariance filter
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square root information filter
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condensed forms
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Kalman filtering
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numerical algorithms
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