... Hk~xxÀkþ vk: 1: 16ÞHence, subtracting Eq. (1. 14) from (1. 13) and then using the definition ofEq. (1. 15), we may writeE½ðxkÀ^xxkÞ~yyTk¼0: 1: 17ÞUsing Eqs. (1. 3) and (1. 12), we may ... factors G 1 k and Gkare related as follows:I À GkHkÀ G 1 k¼ 0;or, equivalently, G 1 kis defined in terms of GkasG 1 k¼ I À GkHk: 1: 11 Substituting Eq. (1. 11) into (1. 5), ... ; k À 1: 1: 7ÞUsing Eqs. (1. 3), (1. 5), and (1. 6) in (1. 7), we getE½ðxkÀ G 1 k^xxÀkÀ GkHkxkÀ GkwkÞyTi¼0 for i ¼ 1; 2; ; k À 1: 1: 8ÞSince the process noise wk and measurement...