Question: 3. Consider the dynamic system 3!: = I}; + 'I'Jk 3H1 = 1's + be bs+1 = be where ck is a sealer measurement, so:

3. Consider the dynamic system 3!: = I}; + 'I'Jk 3H1 = 1's + be bs+1 = be where ck is a sealer measurement, so: and bk are state variables with initial conditions In N Wm, Mn.) and on w NW? B\") and are indepen dent of the zeromean measurement noise sequence 19;; M NH), V) for allk. (a) 1What is the algorithm for estimating the conditional mean for the parameters? (b) Is this a minimum variance estimator? Justify. (c) Determine a recursion for the propagation of the inverse of the variance of the estimation error
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