We are then able to compute (using the observations in reverse order and normalizing with different constants): .
\mathbf{\hat{b}_{3:5}} = \alpha\begin{pmatrix} 0.7 & 0.3 \\ 0.3 & 0.7 \end{pmatrix}\begin{pmatrix}0.9 & 0.0 \\ 0.0 & 0.2 \end{pmatrix}\begin{pmatrix}0.6273