Assume that the amplitude remains constant as well as the angular frequency $\omega$. The phase will be predicted using $\phi_k=\phi_{k-1} + \omega T_s$ The measurement matrix usually denoted as H and is the Jacobian matrix or the first derivatives matrix of the model with respect to the state variables. B will be the all zeros matrix. [![enter image description here][1]][1] [1]: https://i.sstatic.net/l4iju.jpg