Table 1.

Variables for Kalman Filter.

Variable	Description
$\widehat{X_0}, P_0$	Initial value
$Z_k$	Measurement (input)
${\widehat{X}}_k$	Predicted of the state
$P_k$	Covariance error
${\widehat{X}}_{\overline{k}}$	${\widehat{X}}_k$ predicted value
$P_{\overline{k}}$	$P_k$ predicted value
$A$	State space equation matrix
$H$	Observation matrix
$Q$	System noise
$R$	Measurement noise