$\begin{array}{c}\mathbf{\Phi }=\left[\begin{array}{cccc}\hfill 1\hfill & \hfill 0\hfill & \hfill {\Delta }_{k}\hfill & \hfill 0\hfill \\ \hfill 0\hfill & \hfill 1\hfill & \hfill 0\hfill & \hfill {\Delta }_{k}\hfill \\ \hfill 0\hfill & \hfill 0\hfill & \hfill 1\hfill & \hfill 0\hfill \\ \hfill 0\hfill & \hfill 0\hfill & \hfill 0\hfill & \hfill 1\hfill \end{array}\right]\phantom{\rule{1em}{0ex}}\mathbf{Q}=\left[\begin{array}{cccc}\hfill {Q}_{11}\hfill & \hfill 0\hfill & \hfill {Q}_{13}\hfill & \hfill 0\hfill \\ \hfill 0\hfill & \hfill {Q}_{22}\hfill & \hfill 0\hfill & \hfill {Q}_{24}\hfill \\ \hfill {Q}_{31}\hfill & \hfill 0\hfill & \hfill {Q}_{33}\hfill & \hfill 0\hfill \\ \hfill 0\hfill & \hfill {Q}_{42}\hfill & \hfill 0\hfill & \hfill {Q}_{44}\hfill \end{array}\right]\phantom{\rule{1em}{0ex}}\mathbf{H}=\left[\begin{array}{cccc}\hfill 1\hfill & \hfill 0\hfill & \hfill 0\hfill & \hfill 0\hfill \\ \hfill 0\hfill & \hfill 1\hfill & \hfill 0\hfill & \hfill 0\hfill \end{array}\right]\phantom{\rule{1em}{0ex}}\phantom{\rule{1em}{0ex}}\mathbf{R}=\left[\begin{array}{cc}\hfill {R}_{11}\hfill & \hfill 0\hfill \\ \hfill 0\hfill & \hfill {R}_{22}\hfill \end{array}\right]\\ \mathbf{K}=\left[\begin{array}{cc}\hfill {K}_{11}\hfill & \hfill 0\hfill \\ \hfill 0\hfill & \hfill {K}_{22}\hfill \\ \hfill {K}_{31}\hfill & \hfill 0\hfill \\ \hfill 0\hfill & \hfill {K}_{42}\hfill \end{array}\right]\phantom{\rule{0.3em}{0ex}}\phantom{\rule{1em}{0ex}}\phantom{\rule{1em}{0ex}}\phantom{\rule{1em}{0ex}}\stackrel{̃}{\mathbf{P}}=\left[\begin{array}{cccc}\hfill {\stackrel{̃}{P}}_{11}\hfill & \hfill 0\hfill & \hfill {\stackrel{̃}{P}}_{13}\hfill & \hfill 0\hfill \\ \hfill 0\hfill & \hfill {\stackrel{̃}{P}}_{22}\hfill & \hfill 0\hfill & \hfill {\stackrel{̃}{P}}_{24}\hfill \\ \hfill {\stackrel{̃}{P}}_{31}\hfill & \hfill 0\hfill & \hfill {\stackrel{̃}{P}}_{33}\hfill & \hfill 0\hfill \\ \hfill 0\hfill & \hfill {\stackrel{̃}{P}}_{42}\hfill & \hfill 0\hfill & \hfill {\stackrel{̃}{P}}_{44}\hfill \end{array}\right]\phantom{\rule{1em}{0ex}}\phantom{\rule{1em}{0ex}}\stackrel{^}{\mathbf{P}}=\left[\begin{array}{cccc}\hfill {\stackrel{^}{P}}_{11}\hfill & \hfill 0\hfill & \hfill {\stackrel{^}{P}}_{13}\hfill & \hfill 0\hfill \\ \hfill 0\hfill & \hfill {\stackrel{^}{P}}_{22}\hfill & \hfill 0\hfill & \hfill {\stackrel{^}{P}}_{24}\hfill \\ \hfill {\stackrel{^}{P}}_{31}\hfill & \hfill 0\hfill & \hfill {\stackrel{^}{P}}_{33}\hfill & \hfill 0\hfill \\ \hfill 0\hfill & \hfill {\stackrel{^}{P}}_{42}\hfill & \hfill 0\hfill & \hfill {\stackrel{^}{P}}_{44}\hfill \end{array}\right]\end{array}$