
#ifndef KALMAN_H
        #define KALMAN_H

        void state_covar_prediction(void);
        void state_covar(void);
        void denom(void);
        double mahalanobis_distance(void);
        void kalman_gain(void);
        void state_correction(void);
        void denom_input_in_obs(void);
        void kalman_gain_input_in_obs(void);
        void state_covar_input_in_obs(void);


extern matrice X,P,F,J,JJ,K,H,Cin,Q,Sinv,R,INNOV,D,est,RZ;
extern matrice JCinJt,FPFt,Ft,FP,Jt,JCin,FPFtpJCinJt;
extern matrice covar;
extern matrice KH,ImKH,ImKHP,I;
extern matrice HPHt,Ht,HP;
extern matrice PHt;
extern matrice KK,XpKinnov;
extern matrice Dt,DCinDt,S,HS,HSt,DCin;
extern matrice PHtpSSinv;
extern matrice St,HPpSt,KHPpSt,PmKHPpSt;
extern matrice Y,W,Wt,temp,dy,res,Ninv,WtNinv,dyt,dytNinv;
extern matrice a,x,y,noise;
extern matrice Covariance,Hessien,Derivee,essai,da,sol;


#endif
