We are given the following innovations model: (a) Derive the RPEM algorithm based on this model. (b) Let {A, C, K, Ree} be scalars; develop the RPEM solution to estimate K from noisy data. (c) Let...

We are given the following innovations model:

(a) Derive the RPEM algorithm based on this model.

(b) Let {A, C, K, Ree} be scalars; develop the RPEM solution to estimate K from noisy data.

(c) Let {A, C, K, Ree} be scalars, develop the AMBP solution to estimate K and compare this algorithm to that of b above. Is there any difference? If so, quantify the differences.