Thanks for the help

2. (30%) Consider the propagation of the 2-vector [Xx yk] where the initial state is Gaussian distributed with zero mean and the process noise vector is Gaussian with zero mean and variance E (1) 1 Wik Discrete-Time Nonlinear Linear Difference Function Process Equation Output g (X k, yk) Noise State input Figure 1: Block Diagram of System Suppose the output state [Xk Uk] goes into a nonlinearity as shown in Figure 1 TK = ck tyk Ok = tan Ick yk where the inverse functions are Ck = rx COS Ok yk = rx sin 0k (a) Is (1) a Gauss-Markov difference equation? (b) What is the steady state mean, mk, and variance, PK, of the state [ack yx] , i.e., Pk+1 = Pk = P? (c) What is the joint probability density function for rk, Ok in steady state