KF Modification for 3D Modelling

• Implicit Scheme

  _1n+1 Xn+1 + _1n+1 = _2n Xn + _2n
  

• State Forecasting

  Xn+1 = An Xn + Un
  
  where An = [_1n+1]-1 [_2n]
  Un = [_1n+1]-1 [_2n – _1n+1]

• Covariance Forecasting

  _n+1 = An _ n AnT + Q
  

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