Question: Dont forget part d to comment [30 pts] The conditional PDF of a parameter to be estimated from measurement = taken at time t1 is

Dont forget part d to comment

[30 pts] The conditional PDF of a parameter to be estimated from measurement = taken at time t1 is Mu1,o?). The next two measurements at times t2 and to produce the conditional PDFs of Muz,20?) and Mu3,62/2), respectively. Measurements are optimally combined using Kalman Filtering algorithm. a. Determine the combined mean value of the estimate at time t2. b. Determine the variance of the estimate at time t2. c. Write the Kalman estimate in the predict-correct form at time t2. d. Determine the combined mean value of the estimate at time t3. e. Compute the sample mean value at time to and compare it to (d). Comment on the results

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