Consider the liquid-level control system, which for a sampling interval T = 0.1 s is governed by the

Consider the liquid-level control system, which for a
sampling interval T = 0.1 s is governed by the matrix difference equation

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Consider the liquid-level control system, which for a sampling interval T = 0.1 s is governed by the
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with measurement

where the v(k) and w(/c) sequences are zero-mean random
sequences. The variance of the process noise w(k) is W = 4. The variance of the
measurement noise is  Find the stationary Kalman filter gain
vector and the stationary estimate covariance matrices

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