Note that the vector n is actually a scalar in this application. This causes the matrix N to have dimensions (3 X1). It is therefore denoted by the 3-vector N. The state transition matrix determined from the above equations is

where At = t — tk. Because the system dynamics does not include a deterministic driving function, the'term a in the state vector propagation equation is zero.

The state noise covariance matrix can be established analytically through Eq. (13-89) as

6AfJ ' 15A/4 20A/3 15Af4 40A/3 60A/2 20A/3 60A/2 120A/

Was this article helpful?

## Post a comment