Show that it is the transpose of one of identities

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Reference no: EM131106543

Square-Root Kalman Filter

The identities of Eqs.(14.47) through (14.49) follow from equating corresponding terms in the two sides of Eq. (14.46).There is actually a fourth identity to be considered. Find this identity and show that it is the transpose of one of the identities already known.

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Reference no: EM131106543

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