ðiːz fˈaɪv mˈeɪtɹɪsˌiːz dɪtˈɜːmɪn ðə kˈælmən ɡˈeɪn θɹuː ðə fˈɑːloʊɪŋ ɐsˈoʊsɪˌeɪɾᵻd mˈeɪtɹɪks ɹɪkˈɑːɾi dˌɪfɚɹˈɛnʃəl ᵻkwˈeɪʒən:
These five matrices determine the Kalman gain through the following associated matrix Riccati differential equation: