Yes, this is fine. You can treat it as diagonal noise with only one noise term. Making it scalar noise could be good as well, though maybe a hyperoptimization. Using a solver for additive noise processes would be a good idea here.
Yes, this is fine. You can treat it as diagonal noise with only one noise term. Making it scalar noise could be good as well, though maybe a hyperoptimization. Using a solver for additive noise processes would be a good idea here.