Thank you. I appreciate your conciseness. The presentation is similar to the (nice yet more verbose) notebook "01-g-h-filter.ipynb" in github.com/rlabbe/Kalman

Thank you. I appreciate your conciseness. The presentation is similar to the (nice yet more verbose) notebook "01-g-h-filter.ipynb" in github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Python/