Goal: estimate x_k given measurements z_1..z_k.
% -------- Update (Measurement available)-------- if k > 1 % No measurement at first time step (just initialized) % 1. Kalman Gain K = P_pred * H' / (H * P_pred * H' + R);
Goal: estimate x_k given measurements z_1..z_k.
% -------- Update (Measurement available)-------- if k > 1 % No measurement at first time step (just initialized) % 1. Kalman Gain K = P_pred * H' / (H * P_pred * H' + R);