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function [x,P] = k_updatm(x,P,A,b,R,Q) 
%K_UPDATM Kalman update for matrix 
%	       Allows for system covariance Q 
%	       Allows for observation covariance R 
 
%Kai Borre, February 21, 1999 
 
omc = b-A*x; 
P = P + Q; 
PAt = P*A'; 
Ivar = A*PAt+R; 
K = PAt*inv(Ivar); 
x = x+K*omc; 
P = P-K*A*P; 
%%%%%%%% end k_updatm.m  %%%%%%%%%%%%%%%%%%