Using (10-47), (10-52), (10-56), and (10-57), derive the equations for the recursive least-squares estimation, (10-59)(10-61). OWLS =

Question:

Using (10-47), (10-52), (10-56), and (10-57), derive the equations for the recursive least-squares estimation, (10-59)–(10-61). P(N + 1) = P(N) - P(N)f(N + 1) Y Y [ 1/2+ X + + F7(N + 1) = P(N)E(N + 1)] *'F*(N + 1) = P(N) a Y (10-56) FTWY = [f(n) f(N+1)] ayN+1-n ay y(n) L y(N) a =YFT(N)W(N)y(N) + f(N + 1)a y(N+1) _y(N+1). (10-57) L(N + 1) = [! + f(N + 1) = P(N)f(N + 1) 1 - P(N)f(N + 1) Y (10-59) P(N+ 1) = [I L(N+ 1)f(N + 1)P(N)] (10-61)