function [K,Pout] = josephdv(z,R,H,P) % % Joseph "stabilized" Kalman filter measurement % update as implemented by De Vries. % T1 = P*H'; T2 = H*T1 + R; K = T1/T2; T3 = .5*K*T2 - T1; T4 = T3*K'; Pout = P + T4 + T4';