Linear Kalman Filter implemented with Simulink blocks in its standard form: time-update, measurement-update. It is easy to test cases like these: Ad = I + Ac*T, the noise is not white, P behavior, K behavior.
Carlos M. Velez S. (2021). Linear Kalman Filter in Simulink (https://www.mathworks.com/matlabcentral/fileexchange/46407-linear-kalman-filter-in-simulink), MATLAB Central File Exchange. Retrieved .
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