The estimate of x based on N data points can then be made without reprocessing the first N, points. Their effect can be included simply by starting with pseudo observation which is equal to the estimate based on the first N points having a variance equal to the variance of the estimate based on N The same is true of the variance of the estimate based on N
The two middle terms are zero: fort>lo,n(t) and are uncorrelated becauset) is white(impulse correlation function) For=, n() has a finite effect on x()because n() is white. But the integral of a finite quantity over one point is zero
mu Xuu+ Xww-mg cos 000+ m(wi-qUo) Zuu+ Zww Ziw+ Zgq-mg sin+ Iyyq Muu+ Mww+ Mww+ Mq+ There is no roll/yaw motion, so=0. Control commands△x,△z,and△ MC have not yet been specified