Oak Ridge National Laboratory filtering and smoothing programs

This report contains documentation for various filtering and smoothing programs which have been developed. The programs documented include: (1) A Kalman Filter and Linear Smoother Algorithm designed for use on batch processing computer systems. (2) A Square-Root algorithm which produces the same output as the Kalman Filter and Linear Smoother but uses a different algorithm. This program is designed for batch processing systems. (3) A Kalman Filter and Linear Smoother algorithm designed for use on minicomputers and/or real-time systems.