I am computing the consider covariance transition matrix and having trouble. I have computed B = [0 0; 0 -theta/l] theta being the state theta not the matrix I am computing. SO thetadot = A*theta + B. Now this theta is the consider covariance transition transition theta. When I am integrating this I find that one index is a function of another and theta (from the state). How do I solve this considering that theta from the state is a function of time? Do you see my dilema here man? I am reaching out to all of you in Cyberland..(posted 8795 days ago)