predict

Performs the prediction step of the Kalman filter.

This propagates the state estimate forward in time using the system model:

x̂(k+1|k) = A * x̂(k|k) + B * u(k)
P(k+1|k) = A * P(k|k) * Aᵀ + Q

Return

The predicted state estimate x̂(k+1|k)

Parameters

inputs

The current input vector u(k)