a02dcc

Square root of a complex number

g13eac

One iteration step of the timevarying Kalman filter recursion using the square root covariance implementation

g13ebc

One iteration step of the timeinvariant Kalman filter recursion using the square root covariance implementation with (A,C) in lower observer Hessenberg form

g13ecc

One iteration step of the timevarying Kalman filter recursion using the square root information implementation

g13edc

One iteration step of the timeinvariant Kalman filter recursion using the square root information implementation with (A^{1}, A^{1} B) in upper controller Hessenberg form
