likelihood to find a B C D and the covariance matrix Q for W and the covariance matrix R for V and that we have a model of your system now one thing you might want to be wary of is that sometimes you don't want to just do the maximum likely estimate you might want to pay attention to something else so think about thumbtack example let's say I had five ups would you say that the probability of down is zero probably you would not because you might say well you never know it could be down sometimes and so what that means is that