16.322 Stochastic Estimation and Control, Fall 2004 Prof vander velde x f 816.322 Stochastic Estimation and Control, Fall 2004 Prof. Vander Velde Page 8 of 8 1 1 1 1 1 1 2 2 ˆ 1 1 2 2 1 ˆ 1 2 2 ˆ 1 2 2 ˆ 1 1 1 ˆ ˆ ˆ 1 1 N x k k N k k k x N k x k k N N x k k N z x x z x σ σ σ σ σ σ σ σ = = = + = + = = + = + ∑ ∑ ∑ ∑