Using the predictor-corrector MBP equations, develop the prediction form of the filter by rewriting the MBP equations only in terms of predicted estimates and covariances. (a) What is the equation for...

Using the predictor-corrector MBP equations, develop the prediction form of the filter by rewriting the MBP equations only in terms of predicted estimates and covariances.

(a) What is the equation for the prediction gain Kp(t) in this algorithm?

(b) How is Kp related to K in the predictor-corrector form?

(c) Develop the predicted form of the error covariance equation (Riccati equation).