Are you maybe referring to the alternative formulation described in [1]? [1] https://en.wikipedia.org/wiki/Kalman_filter#Information_filter https://en.wikipedi

Are you maybe referring to the alternative formulation described in [1]? [1] https://en.wikipedia.org/wiki/Kalman_filter#Information_filter https://en.wikipedia.org/wiki/Kalman_filter#Information_filt...