Exercise 2.6 Prove relation (4). (YAY)V1 (YAY)+( )(Z V1 Z)( ) = (Y Z)(Y Z

Exercise 2.6 Prove relation (4).

(Y∗−A∗Y∗)V−1 ∗ (Y∗−A∗Y∗)+(γˆ−γ )(Z
∗V−1 ∗ Z∗)(γˆ−γ )
= (Y −Zγˆ)(Y −Z ˆ γ )+(˜Y − ˜Zγˆ)D−1( ˜ w)(˜Y − ˜Zγˆ)
+
(γ −γˆ)(ZZ+ ˜Z D−1( ˜ w)˜Z )(γ −γˆ)
.