Algorithm 675: Fortran subroutines for computing the square root covariance filter and square root information filter in dense or Hessenberg forms

Authors:
M. Vanbegin;M. Verhaegen
Affiliations:
Philips Research Lab., Brussels, Belgium;NASA Ames, Moffett Field, CA
Venue:
ACM Transactions on Mathematical Software (TOMS)
Year:
1989

Citing 3
Cited 0

An extended set of FORTRAN basic linear algebra subprograms

ACM Transactions on Mathematical Software (TOMS)
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Algorithm 539: Basic Linear Algebra Subprograms for Fortran Usage [F1]

ACM Transactions on Mathematical Software (TOMS)

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Abstract

In this paper, codes are provided for two of the most popular square root filters: the Square Root Covariance Filter and the Square Root Information Filter. We also give efficient implementations for the time invariant case based on so-called condensed forms. All routines make extensive use of BLAS routines.