Question
[0.1 A vector quantity has initial estimate with covariance P = P 01 If the output is the sum of the two states with
[0.1 A vector quantity has initial estimate with covariance P = P 01 If the output is the sum of the two states with sensor variance of 0.2, update the state estimate recursively with two output reading of 1.8 and 2 respectively.
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Probability and Random Processes With Applications to Signal Processing and Communications
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