G: matrix([1,0,0,0,0,0,dt,0,0,dt*dt/2,0,0],[0,1,0,0,0,0,0,dt,0,0,dt*dt/2,0],[0,0,1,0,0,0,0,0,dt,0,0,dt*dt/2],[0,0,0,1,0,0,dt,0,0,dt*dt/2,0,0],[0,0,0,0,1,0,0,dt,0,0,dt*dt/2,0],[0,0,0,0,0,1,0,0,dt,0,0,dt*dt/2],[0,0,0,0,0,0,1,0,0,dt,0,0],[0,0,0,0,0,0,0,1,0,0,dt,0],[0,0,0,0,0,0,0,0,1,0,0,dt],[0,0,0,0,0,0,0,0,0,1,0,0],[0,0,0,0,0,0,0,0,0,0,1,0],[0,0,0,0,0,0,0,0,0,0,0,1]);

X: transpose(matrix([x1,x2,x3,x4,x5,x6,x7,x8,x9,x10,x11,x12]));

Xp: G.X;
Pp: G.P.transpose(G);