a\") 2 1131) + 11E), (2) (t) is a modeling error term assumed to be zeromean Gaussian with variance 03 .Similarly (t) (t)- to n; , n1, is assumed to be independent of the other terms in Eq. (2 ). Eqs. (1) and (2) can be combined and expressed in vector/matrix form as t} = cps-1) + as), (3) (lT where pm 2 [zltlmmF and n\"): [\"313 ,m, are two 2 x 1 vectors and Q is a 2 x 2 matrix. Question 2: Give the expression of the 2 X 2 matrix Q for any At. (1 mark) it) If we assume that n\" and m, are mutually,r independent for all t the vectors in\") are independently and identicale distributed according to a bivariate normal distribution with mean [I], ID]T and covariance matrix R such that or: 0 In practice however, R can be userdened. For instance, one could choose nil/4 n3j2 _ 2 t t R\"zlaw A312 ' In the remainder of this project we will use Eq. (1)1 unless stated otherwise