This means that in the cascade of Ho(s) with F(s), the effect of the RHP zero on the amplitude of the product is cancelled out, but the effect on the phase is not In fact, the phase lag due to the RHP zero is doubled in the product. Note:
The estimate of x based on N data points can then be made without reprocessing the first N, points. Their effect can be included simply by starting with pseudo observation which is equal to the estimate based on the first N points having a variance equal to the variance of the estimate based on N The same is true of the variance of the estimate based on N