function [x,P] = b_row(x,P,A,b,R) %B_ROW Bayes update, one measurement per call % Observation covariance R %Kai Borre 3-28-97 %Copyright (c) 1997 by Kai Borre %$Revision: 1.1 $ $Date: 1997/11/22 $ omc = b-A*x; ATR_inv = A'*inv(R); P = inv(inv(P)+ATR_inv*A); K = P*ATR_inv; x = x+K*omc; %%%%%%%% end b_row.m %%%%%%%%%%%%%%%%%%