What is the relationship Q, R and P in Kalman Filter?

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Now I'm studying Kalman Filter.
Actually, I know what is Q, R, P, but I don't know how to regulate those.
I set the noise of system and sensor as 3 and 2 each and I set the Q and R as 3^2 and 2^2.
I think it will be the best cuz I regulate Q and R accurately.
Am I right?
I set the Q and R accurately, But my code doesn't work as above.
But I set the Q and R very small value, for example, Q = 0.0001, R = 0.01, then the result is better than Q = 3^2 and R = 2^2.
Why my theory and the practice doesn't match?
I uploaded the my file.
Please check this file..

Accepted Answer

Sulaymon Eshkabilov
Sulaymon Eshkabilov on 25 May 2021
Hi,
It is nice that you are trying to design your own Kalman filter. But why not to play with MATLAB's built in Kalman filter:
Good luck.

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