A parameter estimation subroutine package

Abstract

Linear least squares estimation and regression analyses continue to play a major role in orbit determination and related areas. In this report we document a library of FORTRAN subroutines that have been developed to facilitate analyses of a variety of estimation problems. Our purpose is to present an easy to use, multi-purpose set of algorithms that are reasonably efficient and which use a minimal amount of computer storage. Subroutine inputs, outputs, usage and listings are given along with examples of how these routines can be used. The following outline indicates the scope of this report: Section (1) introduction with reference to background material; Section (2) examples and applications; Section (3) subroutine directory summary; Section (4) the subroutine directory user description with input, output, and usage explained; and Section (5) subroutine FORTRAN listings. The routines are compact and efficient and are far superior to the normal equation and Kalman filter data processing algorithms that are often used for least squares analyses.