// 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();