MikeLowri123
- 10
- 0
Hi All,
I often see this term when factorizing out a matrix from brackets
A(some other term)A^T
where I assume A A^T represents the square within the bracket term, can someone explain the reasoning behind expressions of this kind or point me in the correct direction
Many thanks
I often see this term when factorizing out a matrix from brackets
A(some other term)A^T
where I assume A A^T represents the square within the bracket term, can someone explain the reasoning behind expressions of this kind or point me in the correct direction
Many thanks
![Two aligned equations: first line Var[x̂_t|t + L_t(x_t+1 - x̂_t+1|t) | y_0,...,y_T] equals second line L_t Var[(x_t+1 - x̂_t+1|t) | y_0,...,y_T] L_t^T.](/data/attachments/42/42906-8b111e77c44cce5318053907e6535416.jpg?hash=ixEed8RMzl){kind=small}