Question: Trajectory Estimation: Part 1 - Let????=1 and consider the special case of only two observations (????=2). Write down a formula for the mean squared error????[(

Trajectory Estimation:

Part 1 - Let????=1 and consider the special case of only two observations (????=2). Write down a formula for the mean squared error????[(₁₁)²], as a function of????₁ and????₂.

Entert_1for????₁

andt_2for????₂.

????[(₁₁)²]=?

Part 2 - Consider the "experimental design" problem of choosing when to make measurements. Under the assumptions of the previous part, and under the constraints

0t₁, t₂10, find the values of????1and????2that minimize the mean squared error associated with the MAP estimator.

t₁=?

t₂=?

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