Kalman Gain

Problem

Compute the Kalman gain for a one-dimensional state with prior variance p and observation noise variance r: K = p / (p + r).

Return 0.0 when the denominator is zero.

Hint

The gain is close to 1 when the prior is uncertain relative to the noise.

case 1

in: [1,1]

expected: 0.5

case 2

in: [2,1]

expected: 0.6666666666666666

case 3

in: [0,5]

expected: 0

case 4

in: [3,0]

expected: 1

Starter codePython

def kalman_gain(p, r):
    # Your code here
    pass

4 test cases · run your code against them in the editor