26.025 P k | k = ⎛ ⎝ ⎜ ⎜ I - G k ⎡ ⎣ ⎢ ⎢ ∂ h k ⎛ ⎝ x ^ k | k - 1 ⎞ ⎠ ∂ x k ⎤ ⎦ ⎥ ⎥ ⎞ ⎠ ⎟ ⎟ P k | k - 1 = ⎛ ⎝ I - G k H k ⎞ ⎠ P k | k - 1