kalman.hpp

This collection of C++ templates wraps the FORTRAN or C interfaces for LAPACK so that they integrate

#ifndef ULAPACK_KALMAN_FILTER_HPP_
#define ULAPACK_KALMAN_FILTER_HPP_

namespace ulapack {
	namespace ublas = boost::numeric::ublas;

	void kalman_update(Vector &x, Matrix &P, 
		const Vector &innov, const Matrix &R, const Matrix &H);

} // namespace ulapack

#endif