Code and Results for Chapter 3 (Linear Dynamic Systems)

• chap_3_prob_4.nb (solves the system of covariances)
  
• chap_3_prob_5.nb (matrix multiplications needed for demonstrating observability)
  
• chap_3_prob_8.nb (solves the system of differential equations)
  
• chap_3_prob_11.nb (finds the optimal amplification factor)