Tracking algorithms: State space

The definition of the integer k is in (1.8). The diagonal elements of the constant diagonal β × β matrix K0β are positive real numbers:

K0β = diag {k0β,1 k0β,2 · · · k0β,β } ∈ Rβ× β+ , k0β,i ∈ R+, ∀i = 1, 2, · · · , β.