Formula for system state noise covarience (P)

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Avdhut Machchhindra on 28 Mar 2025

Closed: John D'Errico on 31 Mar 2025

Hello all,

I am using EKF for sensor fusion. for this I need to know which formula works better.

I have two formulas

Pp = A * P * A' + Q;

Pp = P + T * (A * P + P * A' + Q)

Which one out of these two is better.

This question is closed.

This question is closed.

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