""" One dimensional Kalman filter `kalman(R1,R2,theta, y, A, P)` """
function kalman(R1,R2,theta, y, A, P)
ATP = A'P K = (P*A)/(R2+ATP*A) P = P - (P*A*ATP)./(R2 + ATP*A) + R1 yp = (A'theta)[1] e = y-yp theta = theta + K*e return theta, P, e, yp
end
