... “Estimation Theory and Algorithms: From Gauss to Wiener to Kalman”Digital Signal Processing HandbookEd. Vijay K. Madisetti and Douglas B. WilliamsBoca Raton: CRC Press LLC, 1999c1999byCRCPressLLCz(k ... 1)(15.27)c1999 by CRC Press LLCwhere k = 1, 2, Observe, from (15.26) and (15.27), that ˆx(0|0) and P(0|0) initialize the single-stage predictor and its error covariance, where ˆx(0|0) = mx(0) and P(0|0) ... modelingthe system, or errors due to actuators in the translation of the known input, u(k), into physicalsignals. Vector v(k) is often used to model errors in measurements made by sensing instruments,...