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Exercise (Completing the square)
Let c>0c>0c>0. Then miny(ax2+bxy+cy2)=miny(ax2+(cy+b2cx)2−b24cx2)\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)ymin(ax2+bxy+cy2)=ymin(ax2+(cy+2cbx)2−4cb2x2)and the resultant minimizing yyy is y∗=−b2cxy^{*}=-\frac{b}{2c}xy∗=−2cbx
Kalman Filter