nag_tsa_kalman_unscented_state (g13ekc) 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)