SRIF Formulation and UDU?

My SRIF code keeps diverging and I can't figure out why. One question I have is for the EKF, is b_bar associated with the state itself or the state error? Do I initialize b to the state values or to apriori state error values (=0)? I've tried to paste in my code to this email in case you could spot something off the bat. I havn't started the UDU' portion yet, but I'm assuming we follow the measurement update steps Dr. Born gave us in class: F=U_bar'*H' V = d_bar*F alpha = [I+V*F] . . . and use the time update you had posted. What do we use for the initial U_bar and D_bar? I think they must come from the P_0 somehow, but I'm not sure how.

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