... wehave∞∑j=0bjAjXAj=∞∑j=0bjVDjV−1X1/2VDjV−1X1/2 (163 )=∞∑j=0Dnbj−−−−−−−−→VDjV−1X1/2−−−−−−−−→VDjV−1X1/2 (164 )= Dn⎡⎣X1/2V−1⊗V∞∑j=0bj−→Dj−→DjX1/2V−1⊗V⎤⎦, (165 )90 Discrete Time Systems 8 Discrete Time Systems where the matrices Fx,k, ... be partitioned asPk+1|k=P11,k+1|kP12,k+1|kPT12,k+1|kP22,k+1|k, (50)101Kalman Filtering for Discrete Time Uncertain Systems Kalman Filtering for Discrete Time Uncertain Systems ... α−1w,kHBw,k−KkHDw,kHBw,k−KkHDw,kT+ α−1v,kHBv,k−KkHDv,kHBv,k−KkHDv,kT. (66)102 Discrete Time Systems 16 Discrete Time Systems Fig. 4. Error variances for uncorrelated noise simulation.approach...