Question: (c) Show that Holt's method (Section 4/3/3) can be written in the following error feedback form: Lt = Lt1 + bt1 + et bt =

(c) Show that Holt's method (Section 4/3/3) can be written in the following \error feedback form":

Lt = Lt¡1 + bt¡1 + ®et bt = bt¡1 + ¯®et where et = Yt¡Lt¡1¡bt¡1. Use this result to ¯nd a state space form of Holt's method with state vector containing Lt and bt.

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