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When you used acker form you transposed both Gab and Gbb, I think Gbb shouldn't be transposed only Gab
For 13:00, Px(k+1) = (PGP')[Px(k)] + (PH)u(k), where P is a permutation matrix such that PP' = I. Rather than examining the elements of G, it is better to use this simple formula. You're much less likely to make careless mistakes, too, by using P.
When you used acker form you transposed both Gab and Gbb, I think Gbb shouldn't be transposed only Gab
real good explanation, thank you
For 13:00,
Px(k+1) = (PGP')[Px(k)] + (PH)u(k), where P is a permutation matrix such that PP' = I. Rather than examining the elements of G, it is better to use this simple formula. You're much less likely to make careless mistakes, too, by using P.
Finally could understand this topic