In SLAM for Dummies there is on page 40 this formula:
$X = X+K(z-h)$
What is $z-h$ in updating $X$?
This is a good question, as the document is not clear. It appears that $z$ is the range/bearing measurement to the landmark (see discussion about $J_z$ on page 35), and $h$ is the estimate for range/bearing that the EKF gives (see page 38). This means that $z-h$ is the error (also called the innovation, for historic reasons). In the update we increment $X$ by the Kalman gain $K$ times the error $z-h$.