Bradley Aaron Kohler
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Bradley Aaron Kohler
This actually has a name. It took awhile to find in literature, but is commonly referred to as _Symmetric form_.
> I have found [this one](https://robotics.stackexchange.com/questions/15393/the-final-step-in-kalman-filter-to-correct-update-the-covariance-matrix) helpful for resolving this query. Good find. This is a better explanation of what is going on. I'll add that this proof is only...