My actual measurement Yt is a [4x1] matrix but Ht is [1x4] and Xt is [ 4x1] so how can I get all of these to agree in the equation:
xt = xt + K(Yt - Ht.Xt)
Ideally I'd like
(Yt - Ht.Xt)
[4x1] - [4x1]
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