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Square-root Kalman Information filter

• To: mathgroup at smc.vnet.net
• Subject: [mg58398] Square-root Kalman Information filter
• From: Virgil Stokes <virgil.stokes at it.uu.se>
• Date: Thu, 30 Jun 2005 05:10:30 -0400 (EDT)
• Sender: owner-wri-mathgroup at wolfram.com

Has anyone written Mathematica code for the square-root Kalman 
information filter or references to its implementation?

--V. Stokes