Class P-1

Wq ( P −1) = R + X P N qP + X P −1 N q ( P −1) + X P λ PWq ( P −1)

leading to

R
W q ( P −1) = (4.44)
(1 − ρ P )(1 − ρ P − ρ P −1 )

Copyright 2002, Sanjay K. Bose 13

Class P-2

W q ( P −1) = R + X P N qP + X P −1 N q ( P −1) + X P − 2 N q ( P − 2 )
+ X P λ PW q ( P −2 ) + X P −1 λ P −1W q ( P − 2 )

leading to

R
W q ( P − 2) = (4.46)
(1 − ρ P − ρ P −1 )(1 − ρ P − ρ P −1 − ρ P − 2 )

Copyright 2002, Sanjay K. Bose 14