Path: utzoo!mnetor!uunet!husc6!rutgers!sri-spam!zodiac!MERIDIAN!mori From: mori@MERIDIAN (Shozo Mori) Newsgroups: comp.lang.fortran Subject: Re.: DU Decomposition (for Kalman Filter) Message-ID: <8802031707.AA13825@ADS.ARPA> Date: 3 Feb 88 17:09:34 GMT Sender: daemon@zodiac.UUCP Lines: 7 How about a square root Kalman filter ? Ref.: e.g., B. Anderson and J. Moor, "Optimal Filtering," Section 6.5. - Shozo