Nomenclature
Time instant.
Total number of time instants.
Number of state variables.
Number of measurement variables.
State vector.
Predicted state vector.
Estimated state vector.
True state vector.
Measurement vector.
True measurement vector.
Measurement error vector.
Covariance matrix of .
State error vector.
Covariance matrix of .
Covariance matrix of .
Covariance matrix of error vector.
Weighting matrix .
Nonlinear measurement function.
Jacobian matrix .
Kalman gain matrix.