“…In this paper, a discrete model with a local quadratic trend, also known as a second-order polynomial model ((π β 1) =2), is used to model stochastic processes [12]: (1) where ππ =1, 2, ... is the discrete time, ππ is the sampling period, ππ π is the process state vector, πͺππ π and π¦π¦ π are the process-induced signal and its observation, π»π» π and ππ π are white noises with zero mean and covariance matrices 5…”