%   
% Written by:
% -- 
% John L. Weatherwax                2006-08-28
% 
% email: wax@alum.mit.edu
% 
% Please send comments and especially bug reports to the
% above email address.
% 
%-----

close all; clc; clear; 

qC = 1; 
L_Qc_LT = [ 0, 0; 0, qC ];
Nsteps = 100; 

dt = 1;
a = -1;
b = -0.6;

% the approximate system matrix: 
F = [ 0, 1; a, b ]; 
eye(2) + F * dt 

% the approximate process noise covariance matrix: 
Q = example_4_2_2_compute_qkm1( a, b, L_Qc_LT, dt, Nsteps );
Q