https://github.com/ivan-pi/toms-algorithm-675
TOMS Algorithm 675: Fortran subroutines for computing the square root covariance filter and square root information filter in dense or Hessenberg forms
https://github.com/ivan-pi/toms-algorithm-675
acm covariance filter filtering fortran hessenberg-forms information kalman optimal root square toms
Last synced: 3 months ago
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TOMS Algorithm 675: Fortran subroutines for computing the square root covariance filter and square root information filter in dense or Hessenberg forms
- Host: GitHub
- URL: https://github.com/ivan-pi/toms-algorithm-675
- Owner: ivan-pi
- Created: 2018-10-21T18:15:59.000Z (over 6 years ago)
- Default Branch: master
- Last Pushed: 2020-06-18T05:57:54.000Z (about 5 years ago)
- Last Synced: 2025-03-26T05:49:13.661Z (3 months ago)
- Topics: acm, covariance, filter, filtering, fortran, hessenberg-forms, information, kalman, optimal, root, square, toms
- Language: Fortran
- Homepage:
- Size: 127 KB
- Stars: 5
- Watchers: 1
- Forks: 2
- Open Issues: 0
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Metadata Files:
- Readme: README.md
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README
# TOMS Algorithm 675
[Algorithm 675: Fortran subroutines for computing the square root covariance filter and square root information filter in dense or Hessenberg forms](https://doi.org/10.1145/66888.69647)
Original source code may be downloaded from [Netlib](http://www.netlib.org/toms/675.gz).
Use of this algorithm is subject to the [ACM Software License Agreement](https://www.acm.org/publications/policies/software-copyright-notice).