Module G13EBF in NAG

• NAG Information

• Components
  • Documentation from ITL
  • Example from ITL
  • Example-input from ITL
  • Example-output from ITL

G13EBF

 
Performs a combined measurement and time update of one iteration of the
time-invariant Kalman filter using a square root covariance filter.
 
Classes  :  L10a2e . State-space time series analysis
 
Type     : Fortran subroutine in NAG library (G13 sublibrary).
Access   : Proprietary. Many implementations available.
Precision: Double.
 
Usage    : CALL G13EBF(TRANSF, N, M, L, A, LDS, B, STQ, Q, LDQ, C, LDM, R, S, K, H, U,
           TOL, IWK, WK, IFAIL)
 
Details  : Documentation Example Example-input Example-output
Sites    : (1) AIX (2) ITL
 

Implementation of G13EBF from NAG on AIX

 
AIX:       IBM RS6000, National Institute of Standards and Technology (NIST),
           Gaithersburg, MD. Available to NIST staff.
 
Precision: Double.
 
Access available only to NIST staff on internal Unix systems. They may access this
package provided the /itl tree is cross-mounted.
 
   Link         : f77 -o prog prog.f -L/itl/links/generic/lib -lnag
   Documentation: acroread
                  /itl/apps/naglib-19/docs/NAGdoc/fl/pdf/G13/g13ebf_fl19.pdf
   Example      : cat
                  /itl/apps/naglib-19/flib619da/examples/source/g13ebfe.f
   Example-input: cat
                  /itl/apps/naglib-19/flib619da/examples/data/g13ebfe.d
   Example-outpu: cat
                  /itl/apps/naglib-19/flib619da/examples/results/g13ebfe.r
 

Implementation of G13EBF from NAG on ITL

 
ITL:       Unix Workstation Network, National Institute of Standards and
           Technology (NIST), Gaithersburg, MD. Available to NIST staff.
 
Precision: Double.
 
Access available only to NIST staff on internal Unix systems. They may access this
package provided the /itl tree is cross-mounted.
 
   Link         : f77 -o prog prog.f {-lcomplib.sgimath}
                  -L/itl/links/generic/{lib lib32 lib64}{/mips3 /mips4}
                  -lnag
   Documentation: acroread
                  /itl/apps/naglib-19/flib619da/NAGdoc/fl/pdf/G13/g13ebf_fl19.pdf
   Example      : cat
                  /itl/apps/naglib-19/flib619da/examples/source/g13ebfe.f
   Example-input: cat
                  /itl/apps/naglib-19/flib619da/examples/data/g13ebfe.d
   Example-outpu: cat
                  /itl/apps/naglib-19/flib619da/examples/results/g13ebfe.r