#### Siddhu

##### Newbie level 2

I am not able to solve the following problem, which was given for me as an assignment. Could any one please solve this problem for me. please reply me as soon as possible, because the last date of submission is tomarrow.

Consider the system x(with dot) = a x + w(t); a is a real scalar

Z(t) = x(t) + v(t)

{w(t), t >= -∞} is a zero mean scalar gaussian white noise with unit variance

{v(t), t >= -∞} is also a zero mean scalar gaussian white noise with unit variance;

The two noise processes are independent of each other. Find the fixed point smoothing filter error variance assuming

(1). a < 0 but |a| <<1.

(2). a > 0 but |a| >>1.

regards,

Siddhu