16.322 Stochastic Estimation and Control, Fall 2004 Prof vander velde b2-s2 S(S)=s t s S(S=s b FO (s+E)(d+s) F(s) FCS=K (E-s(d C+S D(s)F(-s)2S2(s) F(SRS(S), (c+s)A(a-s) A(c+s) (a+s(a-s)(c-s)(b-s)(a+s(c-s)(b- Page 7 of716.322 Stochastic Estimation and Control, Fall 2004 Prof. Vander Velde Page 7 of 7 2 2 2 2 ( ) ( ) ( ) ii n ii L n ii R n b s Ss S a s b s Ss S a s b s Ss S a s − = − + = + − = − ( )( ) ( )( ) ( ) ( ) ( ) ( ) L R L K F s s ds Fs c s c s Fs K sd s F s cs ε ε = + + = − + − = − − − =+ ( ) ( )( ) ( )( )( )( ) ( ) ( )( )( ) () ( ) () () () L is R ii R DsF s S s s Fs S s c s Aa s Ac s asascsbs ascsbs − ⎡ ⎤ = ⎣ ⎦ +− + = = +−−− +−−