%  Example 7.1.  Optimal estimation given two samples.
clear
%  Define the correlation function of the torque.
RTof0=10000;
RTof1=10000*exp(-1/5);
%  Define the variance of the measurement noise.
VARv=100^2;
%  Compute the estimator gain.
F=[RTof1 RTof0]/[RTof0+VARv RTof1;RTof1 RTof0+VARv]
%  Compute the mean square error.
J=RTof0-F*[RTof1;RTof0]
