Octave/Matlab Vector Programming in Due

Hardware Arduino Due
27 
// Kalman Gain Example
    // Matlab form:  K = Pp * H' * inv(H * Pp * H' + R)
    // On Arduino:
    X  = H * Pp * H.transpose() + R;    
    K  = Pp * H.transpose() * X.inverse();

might be faster this way

// Kalman Gain Example
    // Matlab form:  K = Pp * H' * inv(H * Pp * H' + R)
    // On Arduino:
    T = Pp * H.transpose();
    X  = H * T + R;    
    K  = T * X.inverse();