26.025 P k | k - 1 = ⎡ ⎣ ⎢ ⎢ ∂ f k - 1 ⎛ ⎝ x ^ k - 1 ⎞ ⎠ ∂ x k - 1 ⎤ ⎦ ⎥ ⎥ P k - 1 | k - 1 ⎡ ⎣ ⎢ ⎢ ∂ f k - 1 ⎛ ⎝ x ^ k - 1 ⎞ ⎠ ∂ x k - 1 ⎤ ⎦ ⎥ ⎥ T +   T k - 1 ⎛ ⎝ x ^ k - 1 ⎞ ⎠ Q k - 1 T k - 1 ⎛ ⎝ x ^ k - 1 ⎞ ⎠ T