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::<math>x(t_0)=x_0 ,u(t_0)=u_0</math>
The state
When a large number of sensors are used, some of these sensors measure outputs in the system theoretic sense as known, [[wikt:explicit|explicit]] nonlinear functions of the modeled states and time, while other sensors are accurate estimates of the exogenous variables. Hence, the model will be a time varying, nonlinear system, with the future time variation unknown, but measured by the sensors in real-time.
In this case, if <math>w(t),w</math> denotes the exogenous variable [[Vector (mathematics and physics)|vector]], and <math>x(t)</math> denotes the modeled state, then the state equations are written as
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