...Similarly, since the velocity is proportional to 0.1 times the acceleration, the variance of the velocity noise is (0.1)^2 * (0.2)^2 = 4 * 10^(-4). Finally, the covariance of the position noise and velocity noise is equal to the standard deviation of the position noise times the standard deviation of the velocity noise, which can be calculated as (0.005 * 0.2) * (0.1 * 0.2) = 2 * 10^(-5).
Well I know that:
cov(X,Y) = E[(X - mu_x) * (Y - mu_y)]
but this is not what he used, right? does somebody knows the formulas used in such calculations?