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Let c>0c>0c>0. Then minā”y(ax2+bxy+cy2)=minā”y(ax2+(cy+b2cx)2āb24cx2)\min_{y}(ax^{2}+bxy+cy^{2})=\min_{y}\left( ax^{2}+\left( \sqrt{ c }y+\frac{b}{2\sqrt{ c }}x \right)^{2}-\frac{b^{2}}{4c}x^{2} \right)yminā(ax2+bxy+cy2)=yminā(ax2+(cāy+2cābāx)2ā4cb2āx2)and the resultant minimizing yyy is yā=āb2cxy^{*}=-\frac{b}{2c}xyā=ā2cbāx
Kalman Filter