where Ad, Bd and Cd are the system matrices for the
disturbance model, dI is the resulting input disturbance
and vdðtÞ ¼ w1ðtÞ 0 w2ðtÞ 0 wdnðtÞ 0
T is a
vector of zero mean white noise driving the filter with
the noise intensity Vd, given as (Bittanti et al., 1996)