Algebra & Trigonometry with Analytic Geometry
Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN: 9781133382119
Author: Swokowski
Publisher: Cengage
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Transcribed Image Text:Consider the state space model X1 = §Xt−1 + Wt, Yt = AX+Vt, where Xt Є R4 and Y E R2. Suppose we know the covariance matrices for Wt and Vt. How many unknown parameters are there in the model?
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