Algorithm 5: Compute the Kalman Gain matrix, L

$clear {\sigma }_x,{\sigma }_y$ $for i=1 to N_s$ $\{for j=1 to N_s$ $\left\{{\widehat{C}}_{{\sigma }_x}\left[i\right]+=\widehat{C}\left[j\right]\ast {\sigma }_x\left[j\right]\left[i\right]\right\}\}$ $for i=1 to N_s$ $\{{\sigma }_y+={\widehat{C}}_{{\sigma }_x}\left[i\right]\ast \widehat{C}\left[i\right]$ ${\sigma }_y+=\widehat{D}\ast \widehat{D}\ast {\sigma }_v\}$ $for i=1 to N_s$ $\{L\left[i\right]={\widehat{C}}_{{\sigma }_x}\left[i\right]/{\sigma }_y\}$