${\bf w}_{k}\sim\mathcal{N}(0,{\bf Q})$
Note that $\bf Q$ is $2\times2$ matrix. So what is ${\bf w}_k$?
This is from Wikipedia- Kalman example application
${\bf w}_{k}\sim\mathcal{N}(0,{\bf Q})$
Note that $\bf Q$ is $2\times2$ matrix. So what is ${\bf w}_k$?
This is from Wikipedia- Kalman example application