Conformal

function [x_upd, P_upd] = kalman_update(x, P, H, z, R)
    y = z - H * x;
    S = H * P * H' + R;
    K = P * H' * inv(S);
    x_upd = x + K * y;
    P_upd = (eye(3) - K * H) * P;  % bug: should be eye(4)
end

x = zeros(4, 1);  P = eye(4);
H = [1 0 0 0; 0 1 0 0];  R = 0.5 * eye(2);
[x_upd, P_upd] = kalman_update(x, P, H, z, R);

W_ELEMENTWISE_MISMATCH line 6:
  eye(3) - (K * H):
  matrix[3 x 3] vs matrix[4 x 4]

Conformal tracks H, P, K through
each multiply, follows H' as the
transpose of H, and catches where
eye(3) conflicts with K * H.