/// <summary>
/// Gets process-noise matrix [6 x 3] where the location is affected by (dt * dt) / 2 and velocity with the factor of dt - integrals of dt.
/// Factor 'dt' represents time interval.
/// </summary>
/// <param name="accelerationNoise">Acceleration noise.</param>
/// <param name="timeInterval">Time interval.</param>
/// <returns>Process noise matrix.</returns>
public static double[,] GetProcessNoise(double accelerationNoise, double timeInterval = 1.0)
{
double[,] array = new double[6, 3];
array[0, 0] = timeInterval * timeInterval / 2.0;
array[1, 0] = timeInterval;
array[2, 1] = timeInterval * timeInterval / 2.0;
array[3, 1] = timeInterval;
array[4, 2] = timeInterval * timeInterval / 2.0;
array[5, 2] = timeInterval;
double[,] array2 = array;
double[,] array3 = Matrix.Diagonal <double>(MatrixExtensions.ColumnCount <double>(array2), accelerationNoise);
return(Matrix.Multiply(Matrix.Multiply(array2, array3), Matrix.Transpose <double>(array2)));
}
