$u$	state vector
$z$	observation vector
$w$	process noise
$v$	measurement noise
$f(·)$	nonlinear state function
$h(·)$	nonlinear measurement function
$\tau$	time step
$\tilde{u}$	intermediate variable
$\widehat{u}(\tau |\tau )$	state estimate
$\widehat{u}(\tau +1|\tau )$	state prediction value
$\widehat{z}(\tau +1|\tau )$	measurement prediction value
$P(\tau +1|\tau )$	state prediction error covariance matrix
$P(\tau +1|\tau +1)$	estimate error covariance matrix
$K(\tau +1)$	Kalman gain matrix