function [K,Pout] = josephb(z,R,H,P) % % Joseph "stabilized" Kalman filter measurement % update as modified by Bierman. % T1 = sqrt(R); T2 = H/T1; T4 = P*T2'; T5 = T2*T4 + 1; K = T4/T5; T7 = P - K*T4'; T8 = T7*T2'; Pout = T7 - T8*K' + K*K';