“…In the case of the observer of (3), R in (5) is some positive definite matrix, and is regarded as the weighting matrix. In (3), f m is an FMF that operates on input residuals r(t), (in turn on e(t)) and obtains the output that is used in the observer structure; this provides a nonlinear function of residuals effect [9,Chapter 9], because any FMF is inherently nonlinear. In (5) P(t) is obtained as the solution of the observer Riccati differential (ORD) equation (6), Q is considered as some weighting matrix, whereas in KF/EKF theory it is an intensity or a covariance matrix of the process noise.…”