I'm curious about how you'd do that, too. I haven't tried doing anything like that, but I'd think you'd start by trying to formalize the usual optimality proof for the Kalman filter, transfer it to actual program logic on the assumption that the program manipulates real numbers, try to get the proof to work on floating-point numbers, and finally extract the program from the proof to run it.
https://youtu.be/_LjN3UclYzU has a different attempt to formalize Kalman filters which I think we can all agree was not a successful formalization.
https://youtu.be/_LjN3UclYzU has a different attempt to formalize Kalman filters which I think we can all agree was not a successful formalization.