Can anyone point me to some info about implementing a simple Kalman filter
in a PIC or other microcontroller?

I'm building a disciplined oscillator controlled by a PIC. So, it will
receive intermittent frequency samples from WWV or LORAN, and will generate
a voltage to tune a VCXO. 1 input, 1 output.

I've seen lots of stuff about Kalman filters on the web, but it's all way
too complex for me. Can anyone simplify it?

Thanks

Neil
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