Theory and Modern Applications
From: A study on input noise second-order filtering and smoothing of linear stochastic discrete systems with packet dropouts
w(i)
1
−3
−11
2
\(x_{0}\)
−8
8/7
Pr{w(i)}
13/18
1/9
1/18
\(\mathrm{Pr}\{x_{0}\}\)
1/8
7/8