Compute the Kalman filter
.sits_kalman_filter(
measurement,
error_in_measurement = NULL,
initial_estimate = NULL,
initial_error_in_estimate = NULL
)
A vector of measurements.
A vector of errors in the measurements.
A first estimation of the measurement.
A first error in the estimation.
A matrix of 3 columns: estimate, error_in_estimate, and kalman_gain.