Show that Equations (2.38) and (2.39) hold by taking expected values in (2.36) and (2.37) with respect
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Show that Equations (2.38) and (2.39) hold by taking expected values in (2.36) and (2.37) with respect to the whole past history y t.
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Clifford Sparks
I graduated with a first class MSci degree in Mathematics with Theoretical Physics from University College London in 2002, and subsequently completed a PhD in Fluid Mechanics at Imperial College London, graduating in 2007. I have developed a software synthesizer in C++ which utilises mathematical methods such as Fourier transforms, as well as a new type of audio filter which requires advanced root-solving algorithms. I have been with the charity Action Tutoring since 2017, tutoring GCSE maths and accumulating over 100 hours of tutoring experience, both in real-life and online settings. I have an enhanced DBS certificate and I am registered on several online tutoring platforms.
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Authors: Raquel Prado, Marco A. R. Ferreira, Mike West
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