Having a bit of confusion about what the initial process covariance (P) should be. Assume a 1-D tracking problem where I am measuring the distance/position of a static object. Would P not just be process error (R) in this case?
Based on Tim's provided info, my thinking is that the accuracy of my measurement system would basically be this initial uncertainty. For example, if I know the object should be a distance 1 meter away but my measuring system, say a tape measure, is good to only 1cm, then the values within the P matrix should be the square of this uncertainty, or in this case just 1. But, to keep units and magnitude consistent throughout the entire Kalman filter setup using meters (1cm -> 0.01m), this would be a P of 0.0001 then?