diff --git a/creating_a_release.rst b/creating_a_release.rst
index ae35bac2..bad3eb4c 100644
--- a/creating_a_release.rst
+++ b/creating_a_release.rst
@@ -21,6 +21,8 @@ Steps to Create Release
 * You need to manually update the documentation code at pythonhosted, PyPi's documentation server.
 
     cd /docs/html
+    zip -r filterpy.zip *.*
+    
     add all files to a zip file (index.html must be at base)
     go to https://pypi.python.org/pypi?%3Aaction=pkg_edit&name=filterpy
     scroll to bottom, add the zip file you just made
diff --git a/docs/kalman/KalmanFilter.rst b/docs/kalman/KalmanFilter.rst
index 54cb2559..d41ca523 100644
--- a/docs/kalman/KalmanFilter.rst
+++ b/docs/kalman/KalmanFilter.rst
@@ -1,5 +1,5 @@
-Kalman Filter
-=============
+KalmanFilter
+============
 
 Implements a linear Kalman filter. For now the best documentation
 is my free book Kalman and Bayesian Filters in Python [1]_
@@ -180,6 +180,21 @@ while some_condition_is_true:
     do_something_with_estimate (f.x)
 
 
+Procedural Form
+===============
+
+This module also contains stand alone functions to peform Kalman filtering.
+Use these if you are not a fan of objects.
+
+**Example**
+
+.. code::
+
+    while True:
+        z, R = read_sensor()
+        x, P = predict(x, P, F, Q)
+        x, P = update(x, P, z, R, H)    
+    
 **References**
 
 
@@ -206,3 +221,10 @@ Kalman filter
     :members:
 
     .. automethod:: __init__
+
+
+.. autofunction:: update
+.. autofunction:: predict
+.. autofunction:: batch_filter
+
+
diff --git a/filterpy/__init__.py b/filterpy/__init__.py
index 8de10b98..74133a59 100644
--- a/filterpy/__init__.py
+++ b/filterpy/__init__.py
@@ -14,4 +14,4 @@
 for more information.
 """
 
-__version__ = "0.1.1"
+__version__ = "0.1.2"
diff --git a/filterpy/changelog.txt b/filterpy/changelog.txt
index b0aaf1af..be2d180d 100644
--- a/filterpy/changelog.txt
+++ b/filterpy/changelog.txt
@@ -1,5 +1,13 @@
-Version 0.1.10
-==============
+Version 0.1.2
+=============
+
+Modified the update() and predict() functions to work in the
+univariate case. You can pass int/floats into the equations
+and get floats back.
+
+
+Version 0.1.1
+=============
 
 * Added discrete_bayes module, which supports discrete Bayesian filtering.
 
diff --git a/filterpy/kalman/kalman_filter.py b/filterpy/kalman/kalman_filter.py
index 4b34e9c5..c47b8768 100644
--- a/filterpy/kalman/kalman_filter.py
+++ b/filterpy/kalman/kalman_filter.py
@@ -85,7 +85,7 @@ def __init__(self, dim_x, dim_z, dim_u=0):
         not give you a functional filter.
 
         Parameters
-        ----------  
+        ----------
         dim_x : int
             Number of state variables for the Kalman filter. For example, if
             you are tracking the position and velocity of an object in two
@@ -199,8 +199,8 @@ def update(self, z, R=None, H=None):
         self._K = K
 
         # compute log likelihood
-        mean = np.array(dot(H, x)).flatten()
-        flatz = np.array(z).flatten()
+        mean = np.asarray(dot(H, x)).flatten()
+        flatz = np.asarray(z).flatten()
         self.log_likelihood = multivariate_normal.logpdf(
              flatz, mean, cov=S, allow_singular=True)
 
@@ -270,8 +270,8 @@ def update_correlated(self, z, R=None, H=None):
         self._K = K
 
         # compute log likelihood
-        mean = np.array(dot(H, x)).flatten()
-        flatz = np.array(z).flatten()
+        mean = np.asarray(dot(H, x)).flatten()
+        flatz = np.asarray(z).flatten()
 
         self.log_likelihood = multivariate_normal.logpdf(
              flatz, mean, cov=S, allow_singular=True)
@@ -786,28 +786,41 @@ def S(self):
 
 
 
-def kf_update(x, P, z, R, H):
+def update(x, P, z, R, H=None, return_all=False):
     """
     Add a new measurement (z) to the Kalman filter. If z is None, nothing
     is changed.
 
+    This can handle either the multidimensional or unidimensional case. If
+    all parameters are floats instead of arrays the filter will still work,
+    and return floats for x, P as the result.
+
+    update(1, 2, 1, 1, 1)  # univariate
+    update(x, P, 1
+
+
+
     Parameters
     ----------
 
-    x : numpy.array(dim_x, 1)
+    x : numpy.array(dim_x, 1), or float
         State estimate vector
 
-    P : numpy.array(dim_x, dim_x)
+    P : numpy.array(dim_x, dim_x), or float
         Covariance matrix
 
-    z : numpy.array
+    z : numpy.array(dim_z, 1), or float
         measurement for this update.
 
-    R : numpy.array(dim_z, dim_z)
+    R : numpy.array(dim_z, dim_z), or float
         Measurement noise matrix
 
-    H : numpy.array(dim_x, dim_x)
-        Measurement function
+    H : numpy.array(dim_x, dim_x), or float, optional
+        Measurement function. If not provided, a value of 1 is assumed.
+
+    return_all : bool, default False
+        If true, y, K, S, and log_likelihood are returned, otherwise
+        only x and P are returned.
 
     Returns
     -------
@@ -831,8 +844,27 @@ def kf_update(x, P, z, R, H):
         log likelihood of the measurement
     """
 
+
     if z is None:
-        return x, P, None, None, None, None
+        if return_all:
+            return x, P, None, None, None, None
+        else:
+            return x, P
+
+    if H is None:
+        H = np.array([1])
+
+    if np.isscalar(H):
+        H = np.array([H])
+
+    if not np.isscalar(x):
+        # handle special case: if z is in form [[z]] but x is not a column
+        # vector dimensions will not match
+        if x.ndim==1 and shape(z) == (1,1):
+            z = z[0]
+
+        if shape(z) == (): # is it scalar, e.g. z=3 or z=np.array(3)
+            z = np.asarray([z])
 
     # error (residual) between measurement and prediction
     y = z - dot(H, x)
@@ -842,26 +874,38 @@ def kf_update(x, P, z, R, H):
 
 
     # map system uncertainty into kalman gain
-    K = dot3(P, H.T, linalg.inv(S))
+    try:
+        K = dot3(P, H.T, linalg.inv(S))
+    except:
+        K = dot3(P, H.T, 1/S)
+
 
     # predict new x with residual scaled by the kalman gain
     x = x + dot(K, y)
 
     # P = (I-KH)P(I-KH)' + KRK'
     KH = dot(K, H)
-    I_KH = np.eye(KH.shape[0]) - KH
+
+
+    try:
+        I_KH = np.eye(KH.shape[0]) - KH
+    except:
+        I_KH = np.array(1 - KH)
     P = dot3(I_KH, P, I_KH.T) + dot3(K, R, K.T)
 
     # compute log likelihood
     mean = np.array(dot(H, x)).flatten()
-    flatz = np.array(z).flatten()
+    flatz = np.asarray(z).flatten()
     log_likelihood = multivariate_normal.logpdf(flatz, mean, cov=S, allow_singular=True)
 
-    return x, P, y, K, S, log_likelihood
+    if return_all:
+        return x, P, y, K, S, log_likelihood
+    else:
+        return x, P
 
 
 
-def kf_predict(x, P, F, Q, u=0, B=0, alpha=1.):
+def predict(x, P, F=1, Q=0, u=0, B=1, alpha=1.):
     """ Predict next position using the Kalman filter state propagation
     equations.
 
@@ -905,6 +949,8 @@ def kf_predict(x, P, F, Q, u=0, B=0, alpha=1.):
         Prior covariance matrix
     """
 
+    if np.isscalar(F):
+        F = np.array(F)
     x = dot(F, x) + dot(B, u)
     P = (alpha * alpha) * dot3(F, P, F.T) + Q
 
@@ -912,7 +958,7 @@ def kf_predict(x, P, F, Q, u=0, B=0, alpha=1.):
 
 
 
-def kf_batch_filter(x, P, zs, Fs, Qs, Hs, Rs, Bs=None, us=None, update_first=False):
+def batch_filter(x, P, zs, Fs, Qs, Hs, Rs, Bs=None, us=None, update_first=False):
     """ Batch processes a sequences of measurements.
 
     Parameters
@@ -1021,21 +1067,21 @@ def kf_batch_filter(x, P, zs, Fs, Qs, Hs, Rs, Bs=None, us=None, update_first=Fal
     if update_first:
         for i, (z, F, Q, H, R, B, u) in enumerate(zip(zs, Fs, Qs, Hs, Rs, Bs, us)):
 
-            x, P, _, _, _, _ = kf_update(x, P, z, R=R, H=H)
+            x, P = update(x, P, z, R=R, H=H)
             means[i,:]         = x
             covariances[i,:,:] = P
 
-            x, P = kf_predict(x, P, u=u, B=B, F=F, Q=Q)
+            x, P = predict(x, P, u=u, B=B, F=F, Q=Q)
             means_p[i,:]         = x
             covariances_p[i,:,:] = P
     else:
         for i, (z, F, Q, H, R, B, u) in enumerate(zip(zs, Fs, Qs, Hs, Rs, Bs, us)):
 
-            x, P = kf_predict(x, P, u=u, B=B, F=F, Q=Q)
+            x, P = predict(x, P, u=u, B=B, F=F, Q=Q)
             means_p[i,:]         = x
             covariances_p[i,:,:] = P
 
-            x, P, _, _, _, _ = kf_update(x, P, z, R=R, H=H)
+            x, P  = update(x, P, z, R=R, H=H)
             means[i,:]         = x
             covariances[i,:,:] = P
 
diff --git a/filterpy/kalman/tests/test_kf.py b/filterpy/kalman/tests/test_kf.py
index 5b6a3624..b9b0f52f 100644
--- a/filterpy/kalman/tests/test_kf.py
+++ b/filterpy/kalman/tests/test_kf.py
@@ -308,10 +308,10 @@ def test_procedure_form():
         pos += 100
 
         # perform kalman filtering
-        x, P = kf_predict(x, P, F, Q)
+        x, P = predict(x, P, F, Q)
         kf.predict()
         assert norm(x - kf.x) < 1.e-12
-        x, P, _, _, _, _ = kf_update(x, P, z, R, H)
+        x, P, _, _, _, _ = update(x, P, z, R, H, True)
         kf.update(z)
         assert norm(x - kf.x) < 1.e-12
 
@@ -359,7 +359,7 @@ def test_procedural_batch_filter():
 
     n = len(zs)
     # test both list of matrices, and single matrix forms
-    mp, cp, _, _ = kf_batch_filter(x, P, zs, F, Q, [H]*n, R)
+    mp, cp, _, _ = batch_filter(x, P, zs, F, Q, [H]*n, R)
 
     for x1, x2 in zip(m, mp):
         assert abs(sum(sum(x1))) - abs(sum(sum(x2))) < 1.e-12
@@ -389,8 +389,8 @@ def proc_form():
         pos += 100
 
         # perform kalman filtering
-        x, P = kf_predict(x, P, F, Q)
-        x, P, _ = kf_update(z, R, x, P, H)
+        x, P = predict(x, P, F, Q)
+        x, P, _ = update(z, R, x, P, H)
 
 
 def class_form():