% observation, using a discrete Kalman filter. % where w ~ N(0,Q) meaning w is gaussian noise with covariance Q % v ~ N(0,R) meaning v is gaussian noise with covariance R % s.x = state vector estimate ...

See hackaday.io page for screenshots. You can use Mercurial to download SerialPlot source code. Or you can download it from here: https://hg.sr.ht/~hyozd/serialplot ...