How can i coding the residual sequence over a time window ?

Hi,

I have this EKF Equation.

          PMinus(:,:,i) = A(:,:,i)*P(:,:,i)*A(:,:,i)'+ Q(:,:,i);
          xhat(:,:,i+1) = Fs(xhat(:,:,i),u(:,:,i),wp(:,:,i),dt);
          K(:,:,i) = PMinus(:,:,i)*H'*(H*PMinus(:,:,i)*H'+R)^-1;

          xhat(:,:,i+1) = xhat(:,:,i+1)+K(:,:,i)*(y(:,:,i+1)-H*xhat(:,:,i+1));
          P(:,:,i+1) = (eye(4)-K(:,:,i)*H)*P(:,:,i);

and I apply Detection decision function (test statistic)

Lam(:,:,i)=(y(:,:,i)-xhat(1:3,:,i))'*((H*PMinus(:,:,i)*H'+R)^1)*  (y(:,:,i)-xhat(1:3,:,i));

The detection is constructed using only a single sample of the residual (y-xhat). How can i coding the residual sequence over a time window ?