Alternative Equation Formats

The equation on this page is available in multiple formats. Depending on your browser, some formats might not render correctly.

MathML

z ^ t | t − 1 = F z ^ t − 1 | t − 1 + w t ,     P t | t − 1 = F P t − 1 | t − 1 F ′ + G Σ G ′

Math Rendered as SVG

Math as LaTeX Source

\[ \hat{\mb{z} }_{t|t-1} = F \hat{\mb{z} }_{t-1|t-1} + \mb{w}_ t, ~ ~ P_{t|t-1} = F P_{t-1|t-1} F' + G \Sigma G' \]
Copyright © SAS Institute Inc. All rights reserved.