The filter operates in a continuous, two-step loop: and Update .
Kk=Pk−HTHPk−HT+Rcap K sub k equals the fraction with numerator cap P sub k raised to the negative power cap H to the cap T-th power and denominator cap H cap P sub k raised to the negative power cap H to the cap T-th power plus cap R end-fraction The filter operates in a continuous, two-step loop: