... P 11 ,k|k 1 MkP 11 ,k|k 1 , (59)P 12 c,k:= P 12 ,k|k 1 + P 11 ,k|k 1 MkP 12 ,k|k 1 , (60)P22c,k:= P22,k|k 1 + PT 12 ,k|k 1 MkP 12 ,k|k 1 , ( 61) S 1, k:= P 11 c,k− P 12 c,k, (62)S2,k:= P 12 c,k− ... about94 Discrete Time Systems 10 Discrete Time Systems where, using the definitions presented in Step 1 of Table 2, we obtainP 11 ,k +1| k= AkP 11 c,kATk+ BkUc,kBTk+ Δ3,k, ( 51) P 12 ,k +1| k= ... α 1 x,kHA,kHTA,k+ α 1 w,kHBw,kHTBw,k+ α 1 v,kHBv,kHTBv,k, (57)Mk:= GTx,kα 1 x,kI − Gx,kP 11 ,k|k 1 GTx,k 1 Gx,k, (58)P 11 c,k:= P 11 ,k|k 1 + P 11 ,k|k 1 MkP 11 ,k|k 1 ,...