“…This is done in two steps. In the first step, we applied the EM algorithm to the system defined by Equation (24) and Equation (25), and estimate Q EM considering: (i) near-surface navigation, with GPS measurements (in an NED frame) replacing the INS position outputs in Equation (25) with y k = u ib ,v ib ,r,x GPS ,y GPS ,ψ c T ; and (ii) initial values for covariance matrices R and Q taken from the manufacturers information of the sensors [16,19], and as defined in Section 4, respectively. This resulted in a cross-coupling matrix, a fragment of which is presented: = 0.0007 0.0000 0.000 0.000 0.000 0.0000 0.0000 0.000 0.0003 0.0000 0.0007 0.0000 0.0000 0.000 0.0000 0.000 0.0000 0.0002 0.000 0.0000 0.0015 0.0000 0.000 0.0000 0.0000 0.0000 0.000 0.000 0.0000 0.0000 0.3510 0.1790 0.23 …”