Question: Consider the nonlinear equation y = f(x) = x^2 + 2, where the input x is a Gaussian random variable having mean of 1 and

Consider the nonlinear equation y = f(x) = x^2 + 2, where the input x is a Gaussian random variable having mean of 1 and variance of 1. We desire to calculate the statistics of the output variable y using the sigma-point approach, where we use the CDKF parameter values when doing so, and assume that h=sqrt(3).

1) What is the value of 0^(m)? Enter your answer with two digits to the right of the decimal point.

2) What is the value for the input mean x_bar?

3) What is the value for the input covariance x_tilda?

4) What is the value you compute for the output mean y_bar?

5) What is the value you compute for the output covariance y_tilda?

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