Question: For the system shown below, where the autocorrelation function is 9x5x (T) = 0 e show that P(t): [2(t-1+e) B(1-e) for the state vector

For the system shown below, where the autocorrelation function is 9x5x (T)

For the system shown below, where the autocorrelation function is 9x5x (T) = 0 e show that P(t): [2(t-1+e) B(1-e) for the state vector taken as x = [x, x]. B *2- B(1-e) S

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