What does this notation represent

Asked Aug 10 '12 at 09:56

Active Aug 10 '12 at 10:09

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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

edited Aug 10 '12 at 10:09

asked Aug 10 '12 at 09:56

c0dehunter

309

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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. – J. M. ain't a mathematician Aug 10 '12 at 09:59
Sorry, I have updated my question. Thanks – c0dehunter Aug 10 '12 at 10:09

1 Answers1

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Multivariate normal distribution

answered Aug 10 '12 at 10:00

M.B.

3,276

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... centred at $0$ with covariance matrix $\bf Q$ – Henry Aug 10 '12 at 10:20