Ivan Pribec ivan-pi

## kalman.f90
subroutine f(mu, Sigma, H, INFO, R, Sigmavar_2, data, muvar_2, k, n)
implicit none

integer, intent(in) :: k
integer, intent(in) :: n
real*8, intent(in) :: Sigma(n, n)        !  Sigma
real*8, intent(in) :: H(k, n)            !  H
real*8, intent(in) :: mu(n)              !  mu
real*8, intent(in) :: R(k, k)            !  R, H*Sigma*H' + R
real*8, intent(in) :: data(k)            !  (H*Sigma*H' + R)^-1*((-1)*data + H*mu), data, (-1)*   data + H*mu
	subroutine f(mu, Sigma, H, INFO, R, Sigmavar_2, data, muvar_2, k, n)
	implicit none

	integer, intent(in) :: k
	integer, intent(in) :: n
	real*8, intent(in) :: Sigma(n, n) ! Sigma
	real*8, intent(in) :: H(k, n) ! H
	real*8, intent(in) :: mu(n) ! mu
	real8, intent(in) :: R(k, k) ! R, HSigma*H' + R
	real8, intent(in) :: data(k) ! (HSigmaH' + R)^-1((-1)data + Hmu), data, (-1)* data + H*mu