Thank you for the reply, when H is a 3x16 , gain ( K ) will be 16x3 , R is 3x3 , inv (R) is 3x3 and measurement error must be 3x1 , because we can't multiplication matrix 16x3 in 8x1, forasmuch measurement error must be a 3x1 vector , because for calculate X ( state update ) we need to a vector 16x1 ,am I right? If is it true ,please tell me how to define measurement error ( Vk ) ? I can't understand this part.

Best Regards

Amin