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update S1 and K1
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lectures/muth_kalman.md

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@@ -176,6 +176,9 @@ kmuth = Kalman(ss, x_hat_0, Σ_0)
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# representation
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S1, K1 = kmuth.stationary_values()
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# Extract scalars from the nested array
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S1, K1 = S1.item(), K1.item()
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# Form innovation representation state-space
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Ak, Ck, Gk, Hk = A, K1, G, 1
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@@ -233,9 +236,6 @@ With this tool at our disposal, let’s form the composite system and
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simulate it
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```{code-cell} python3
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# Extract the scalar K1 from the nested array
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K1 = K1[0][0]
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# Create grand state-space for y_t, a_t as observed vars -- Use
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# stacking trick above
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Af = np.array([[ 1, 0, 0],

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