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I have some problem with realisation Kalman filtering in INS/GPS integration system.

I use equation from "Strapdown Inertial Navigaation" chapter 12. and trying programming Kalman filtering (discret), but have some trouble, estimate error have very small value on graphic, but error graphic have best result, why is it?

for example: (if i zoom it is realy good)

Kalman filtering algorithm:

S = F*P*transpose(F) + G*Q*transpose(G);

K = S*transpose(H)*(H*S*transpose(H) + R)^-1;

Pout = (eye(15,15) - K*H)*S;

EXout = F*EX + K*(Z - H*F*EX);

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# Aerospace Kalman realization

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