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$${\bf w}_{k}\sim\mathcal{N}(0,{\bf Q})$$

Note that $\bf Q$ is $2\times2$ matrix. So what is ${\bf w}_k$?

This is from Wikipedia- Kalman example application

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    From the tag description: **Please remember to mention where (book, paper, webpage, etc.) you encountered any mathematical notation you are asking about.**2012-08-10
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    Sorry, I have updated my question. Thanks2012-08-10

1 Answers 1

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Multivariate normal distribution

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    ... centred at $0$ with covariance matrix $\bf Q$2012-08-10