The g-h filter is a simpler filter on which the Kalman filter is built upon. an are gains (scaling factors) applied to the measurement and rate of change respectively. The system starts off with an initial measurement and a rate. Each successive measurement and rate are calculated as
The conventional notation is
for the filter's estimate
for the measurement
Having a higher value will give make the estime lean more towards the measurements, than the predictions.
Similarly, having a higher value will make the filter react quickly to changes in measurements, and therefore less to changes in predictions.