Question: Show that (11-35) can also be expressed as P(Nm) = A[P(Nm +1) P(N m + 1)BDB/P(N m + 1)]A + Q - where D= [B'P(Nm

Show that (11-35) can also be expressed asP(Nm) = A[P(Nm +1) P(N m + 1)BDB/P(N m + 1)]A + Q - where D= [B'P(Nm + 1)B + RJ-. -

P(Nm) = A[P(Nm +1) P(N m + 1)BDB/P(N m + 1)]A + Q - where D= [B'P(Nm + 1)B + RJ-. -

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