1. The install target installs pkgconfig and static libraries /usr/lib/pkgconfig/cnkalman.pc /usr/lib/pkgconfig/cnmatrix.pc /usr/lib/libcnkalman.a /usr/lib/libcnmatrix.a (also /usr/lib/libmpfit.a), as well as headers /usr/include/cnmatrix and /usr/include/cnkalman/
2. When trying to use libsurvive as a library, including /usr/include/libsurvive/redist/linmath.h requires cnmatrix/cn_matrix.h. (that's why libsurvive installs those headers). However, cnmatrix and cnkalman are also standalone projects that can be installed on their own.

Suggestion: As a first step, make libsurvive install the headers as a subdirectory of libsurvive's include: /usr/include/libsurvive/redist/cnkalman/ /usr/include/libsurvive/redist/cnmatrix/. That way when including /usr/include/libsurvive/redist/linmath.h it will find the relative headers.

$ pkg-config survive --cflags-only-I
-I/usr/include/libsurvive -I/usr/include/libsurvive/redist

Though I do not know if /usr/include/libsurvive/redist/cnmatrix will actually take precedence over /usr/include/cnmatrix in case cnmatrix is also installed as a standalone project, and thus definitely use the same version that libsurvive was compiled with.