Problem Set 3 uses the following files and inputs:
input_u.txt
output_y.txt
X1.txt
X2.txt
X3.txt

The X1, X2 and X3 data sets are given for comparison with 
the results estimated from the Kalman Filter.


At = [0.8500    0.1500    0.0500; 0.0500    0.7000     0; 0.0500   -0.0500    0.7500]

     Bt = [10.0000;0;14.2103]

     Gt = [1;1;1]

     Ht = [1 0 0]

     Rt = 2.9862

     Qt = 1.0129





