Discrete Mathematics: Introduction to Mathematical Reasoning
Discrete Mathematics: Introduction to Mathematical Reasoning
1st Edition
ISBN: 9780495826170
Author: Susanna S. Epp
Publisher: Cengage Learning
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5. State space models Consider the model T₁ = Tt−1 + €t S₁ = 0.8S-4+ Nt Y₁ = T₁ + S₁ + V₂ where (+) Y₁,..., Y. ~ WN(0,σ²), nt ~ WN(0,σ2), and (V) ~ WN(0,0). We observe data a. Write the model in the standard (matrix) form of a linear Gaussian state space model. b. Does lim+++∞ Var (St - St|n) exist? If so, what is its value? c. Does lim∞ Var(T₁ — Ît\n) exist? If so, what is its value?
2 P(x,y). kx²y X: 1,2 5.11273 Find k Find P(x/y) ③ Mxy Ng q oxy ว
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