... the dynamic model differential equation and show how it can benumerically integrated to obtain Èðtn; tnÀiÞ.354 Tracking and Kalman Filtering Made Easy. Eli BrooknerCopyright # 1998 John ... M, È, and T replaced by Mn,Èðtn; tnÀiÞ, and Tn, respectively; see (4.1-5) through (4.1-31). Accordingly, theleast-squares and minimum-variance weight estimates given by (4.1-32) and (4.5-4) ... Chapters 4 and 8 to systems havingtime-variant dynamic models and observation schemes [5, pp. 99–104]. For atime-varying observation system, the observation matrix M of (4.1-1) and (4.1-5)...