correct
Adjusts model state. This method adjusts stochastic model state on the basis of the given measurement of the model state:
K<sub>k</sub>=P'<sub>k</sub>*H<sup>T</sup>*(H*P'<sub>k</sub>*H<sup>T</sup>+R)<sup>-1</sup>
x<sub>k</sub>=x'<sub>k</sub>+K<sub>k</sub>*(z<sub>k</sub>-H*x'<sub>k</sub>)
P<sub>k</sub>=(I-K<sub>k</sub>*H)*P'<sub>k</sub>
where
z<sub>k</sub> - given measurement (<code>measurement</code> parameter)
K<sub>k</sub> - Kalman "gain" matrix.
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The function stores adjusted state at statePost and returns it on output.
Return
adjusted model state.
Parameters
measurement
matrix containing the measurement vector. Matrix must have 1 column and mp rows (mp = measurement parameters).
Throws
Signal
if something fails.