hˈɪɹ ɹˌɛpɹᵻzˈɛnts ðə dɪskɹˈiːt tˈaɪm ˈɪndɛks ænd ɹˌɛpɹᵻzˈɛnt dɪskɹˈiːttˈaɪm ɡˈaʊʃən wˈaɪt nˈɔɪz pɹˈɑːsɛsᵻz wɪð kˈɑːvɛɹˌiəns mˈeɪtɹɪsˌiːz , ɹᵻspˈɛktɪvli, ænd ɑːɹ ˌɪndᵻpˈɛndənt ʌv ˈiːtʃ ˈʌðɚ.
Here  represents the discrete time index and  represent discrete-time Gaussian white noise processes with covariance matrices , respectively, and are independent of each other.