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Formula for system state noise covarience (P)

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Avdhut Machchhindra
Avdhut Machchhindra el 28 de Mzo. de 2025
Cerrada: John D'Errico el 31 de Mzo. de 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.

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