In 1960, R.E. Kalman published his famous paper describing a recursive solution
to the Discrete-data linear filtering problem. Since that time, due in large part to advances
in digital computing, the Kalman filter has been the subject of extensive research
and application, particularly in the area of autonomous or assisted
navigation.
This is a package to calculate Discrete Fourier/Cosine/Sine Transforms of 1-dimensional sequences of length 2^N. This package contains C and Fortran FFT codes.
