kalman-to-do~

1. Create 2 Conforming Clay Pigeons
	a. Sitting duck
	b. Constant x,y velocity (straight line)

2. Create 1 Non-conforming Clay Pigeon that violates the Kalman assumptions

3. Plot filtered estimate of:
	a. current location of clay pigeons
	b. projected locations


K(t + 1) = (FΣtFT + Σx)HT(H(FΣtFT + Σx)HT + Σz) − 1

μ(t + 1) = Fμt + Kt + 1(zt + 1 − HFμt)

Σ(t + 1) = (I − Kt + 1H)(FΣtFT + Σx)


Initialize F, Σx, H, Σx, HT, FT once
Initialize μ0 and Σ0 matrices at the start of each run
To apply predictions in the future, use μt + 1 = Fμt