Hi,

There is an example in an article where the author calculates variance and covariance, but I can't understand how (I'm novice in the topic). The example is about a vehicle that is traveling straight on the road:

The postition is measured with an error of 10 feet (one standard deviation)

The command acceleration is a constant 1 foot/sec^2

The acceleration noise is 0.2 feet/sec^2 (one standard deviation)

The position is measured 10 times per second.

Since the position is proportional to 0.0005 times the acceleration, and the acceleration noise is 0.2 feet/sec^2, the variance of the position noise is (0.005)^2 * (0.2)^2 = 10^(-6)

...

[and what formula is used to calculate this?

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