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Let us examine the behavior of the variance update in Equation (15.1).
a. Plot the value of σ2t as a function of t, given various values for σ2x and σ2z.
b. Show that the update has a fixed point u σ2 such that σ2t →, σ2 as t →∞ and calculate the value of σ2
c. Give a qualitative explanation for what happens as σ2x → 0 and σ2z → 0.
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