NAG Library Manual, Mark 27.3
Interfaces:  FL   CL   CPP   AD 

NAG CL Interface Introduction
Example description

nag_tsa_kalman_unscented_state_revcom (g13ejc) Example Program Data
0.1
0.0 0.1
0.0 0.0 0.1           :: End of lx
0.01
0.0 0.01              :: End of ly
0.0 0.0 0.0           :: Initial value for x
0.1
0.0 0.1
0.0 0.0 0.1           :: End of initial value for st
15                    :: Number of time points
3.0 4.0 5.814  0.464  :: r, d, Delta, A
 1    0.4    0.1
      5.262  5.923
 2    0.4    0.1
      4.347  5.783
 3    0.4    0.1
      3.818  6.181
 4    0.4    0.1
      2.706  0.085
 5    0.4    0.1
      1.878  0.442
 6    0.4    0.1
      0.684  0.836
 7    0.4    0.1
      0.752  1.300
 8    0.4    0.1
      0.464  1.700
 9    0.4    0.1
      0.597  1.781
10    0.4    0.1
      0.842  2.040
11    0.4    0.1
      1.412  2.286
12    0.4    0.1
      1.527  2.820
13    0.4    0.1
      2.399  3.147
14    0.4    0.1
      2.661  3.569
15    0.4    0.1
      3.327  3.659    :: t, phi_rt, phi_lt, y = (delta_t, alpha_a)