*3.3. Implementation Procedure*

For convenience, the procedure for estimating the mean and covariance of a random state is given in Algorithm 1. Let *ε* be the state of a system with uncertainty defined by mean *m* and covariance *P* subject to a set of system dynamics over the time vector *T*. The algorithm outlines the steps required to estimate the mean and covariance of the state after the amount of time specified by *T*.

