Real-world applications usually involve multiple dimensions. For instance, if you are tracking an object moving along an axis, your state vector contains both position ( ) and velocity ( x=[sv]x equals the 2 by 1 column matrix; s, v end-matrix; The state transition matrix incorporates basic kinematics (
: The filter uses a mathematical model to guess the next state of the system and the uncertainty of that guess. Real-world applications usually involve multiple dimensions