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In the previous sections (Section 36.2.1), we have developed the generalized theory for recursive estimation problems. The theory is based on the fundamental need to determine the pdf of the state vector at an epoch of interest, conditioned on the observations up to, and including, the current epoch. Complete knowledge of the conditional state pdf represents maximum possible knowledge of the system. This is, in fact, the normal state of affairs for Gaussian systems, as the pdf can be completely described by a mean and covariance.