Question: 6.2. Develop a Kalman filter to estimate the value of an unknown scalar constant x given measurements that are corrupted by an uncorrelated, zero mean

6.2. Develop a Kalman filter to estimate the value of an unknown scalar constant x given measurements that are corrupted by an uncorrelated, zero mean white noise v[n] that has a variance of σ v 2 .

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6.2. Develop a Kalman filter to estimate the value of an unknown scalar constant x given measurements that are corrupted by an uncorrelated, zero mean white noise v[n] that has a variance of v 2 .

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