I used the measured position to estimate the velocity using a Kalman filter.
But in simulations, the Kalman gain changes quickly and then remains constant when position and velocity continue to change. For example, position and velocity change at times 0 to 0.5(s) and 3 to 4(s), respectively. But the Kalman gain only changes 0 to 0.1(s) and then remain constant.
My question is: Why is the Kalman gain constant when position and velocity change?