In practice, the process noise covariance Q and measurement noise covariance R matrices might change with each time step or measurement, however here we assume they are constant. The measurement noise here is the lung sound signal. The process noise takes into account the inaccuracies due to state transform model is completely unknown and the uncertainty incorporated because of the process models. The state x here is the weight which when multiplied with the mixed heart and lung sound sample gives the desired heart sound