3.3 Dynamic Constraints
In the previous section, the measurement model (3.2.1) contained time-varying variables 
which were independent of each other for different values 
. In this section we considered the more complex case of dynamic dependency of the variable 
on the variable 
.
Consider the discrete dynamic system
with the 
-dimensional state vector 
and the 
-dimensional observation vector 
, connected to the state by the linear relationship
The matrices and have dimensions and ...
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