| g13eac | nag_kalman_sqrt_filt_cov_var One iteration step of the time-varying Kalman filter recursion using the square root covariance implementation |
| g13ebc | nag_kalman_sqrt_filt_cov_invar 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 | nag_kalman_sqrt_filt_info_var One iteration step of the time-varying Kalman filter recursion using the square root information implementation |
| g13edc | nag_kalman_sqrt_filt_info_invar 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 |
| g13ewc | nag_trans_hessenberg_observer Unitary state-space transformation to reduce (A,C) to lower or upper observer Hessenberg form |
| g13exc | nag_trans_hessenberg_controller Unitary state-space transformation to reduce (B,A) to lower or upper controller Hessenberg form |