A = [-0.6 0.8 0.5; -0.1 1.5 -1.1; 1.1 0.4 -0.2];
W = eye(3);
V = 0.1^2;
Sigma0 = eye(3);
C1 = [0.74 -0.21 -0.64];
C2 = [0.37  0.86  0.37];
C3 = [0     0     1];

%% Generic Measurement Update
%Sigma = Sigmahat-Sigmahat*C'*inv(C*Sigmahat*C'+V)*C*Sigmahat;
    
%% Generic Time Update
%Sigmahat = A*Sigma*A'+W;