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The function of the code (matlab) below is calculating the process noise covariance matrix Q of EKF.But i don't know the method of these equations. Anybody please explain it for me.

Thanks advanced!


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Sf = 36;Sg = 0.01;sigma=5;         %state transition variance
Qb = [Sf*T+Sg*T*T*T/3 Sg*T*T/2;
      Sg*T*T/2 Sg*T];
Qxyz = sigma^2 * [T^3/3 T^2/2;
                  T^2/2 T];
Q = blkdiag(Qxyz,Qxyz,Qxyz,Qb);
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