Suppose that we are given the following discrete system: with w and v zero-mean, white gaussian with usual covariances, Rww and Rvv . (a) Develop the LZ-MBP for this process. (b) Develop the XMBP...

Suppose that we are given the following discrete system:

with w and v zero-mean, white gaussian with usual covariances, Rww and Rvv .

(a) Develop the LZ-MBP for this process.

(b) Develop the XMBP for this process.

(c) Develop the IX-MBP for this process.

(d) Develop the UMBP for this process.

(e) Suppose that the parameters ω and α are unknown develop the XMBP such that the parameters are jointly estimated along with the states.

(Hint: Augment the states and parameters to create a new state vector.)