... obvious to us today, aredue to the eminent statistician R.A. Fischer.It is common to distinguish between small-sample and large-sample properties of estimators. Theterm “sample” refers to the ... Filtering: Theory and Practice, Prentice-Hall, En-glewood Cliffs, NJ, 1993.[5] Haykin, S.,Adaptive Filter Theory, 2nd ed., Prentice-Hall, Englewood Cliffs, NJ, 1991.[6] Jazwinski, A.H.,Stochastic ... widelyapplied by-product of modern control theory. We begin by presenting the KF, which is the mean-squared filtered estimator of x(k + 1), ˆx(k + 1|k + 1), in predictor-corrector format:ˆx(k...