Title Text

        
        if isempty(Y_known)
            X = Xet;
            P = Pet;
        else
            %Prediction de Y
            Yet = H * Xet;
            %Correction de l'état
            K = Pet * H' * inv(H * Pet * H' + Py);
            X = Xet + K*(Y_known - Yet);
            P = Pet - K*H*Pet;
        end

Bout de code