controller

g13edc   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
g13exc   Unitary state-space transformation to reduce (B,A) to lower or upper controller Hessenberg form

NAG C Library
Keywords in Context Index
© The Numerical Algorithms Group Ltd, Oxford UK. 2002