(1) Uh, just to mention, while sometimes some norms of math writing are not always made fully clear, in writing with math expressions it is important at least t

(1) Uh, just to mention, while sometimes some norms of math writing are not always made fully clear, in writing with math expressions it is important at least to define the symbols and also good to define the terms, motivate the discussion, give intuitive views, and give examples. In particular, (a) in physics it is standard to have some globally defined, understood, and accepted symbols, e.g., in F = ma, F for force, m for mass, and a for acceleration. (b) Uh, essentially that is not done in math and, instead, in each paper, discussion, text chapter, etc. really should start even from, say, R -- the set of real numbers n -- a positive whole number e -- the base of the natural logarithm etc. The paper that is the subject of this thread had some math notation without such definitions. (2) My standard, quite clear, go-to source on Kalman filters is the section in (with TeX syntax) David G.\ Luenberger, {\it Optimization by Vector Space Methods,\/} John Wiley and Sons, Inc., New York, 1969.\ \ That's a really good example of some really good math and writing of math.