\form#0:$A=\frac{df}{dx}|_{x0,u0}$
\form#1:$A=\frac{d}{dx}f(x,u)|_{x0,u0}$
\form#2:$A=\frac{d}{du}f(x,u)|_{x0,u0}$
\form#3:$x \sim epdf(rv)$
\form#4:\[ f(x|a,b) = \prod f(x_i|a_i,b_i) \]
\form#5:\[M = L'DL\]
\form#6:\[ x_t = A x_{t-1} + B u_t + Q^{1/2} e_t \]
\form#7:\[ y_t = C x_{t-1} + C u_t + Q^{1/2} w_t. \]
\form#8:\[ f(x|\alpha,\beta) = \prod f(x_i|\alpha_i,\beta_i) \]
\form#9:$x^{(i)}, i=1..n$
\form#10:$x \sim epdf(rv|cond)$
\form#11:$\alpha=k$
\form#12:$\beta=k/\mu$
\form#13:$\mu/\sqrt(k)$
\form#14:$\mu$
\form#15:$\alpha$
\form#16:$\beta$
\form#17:\[ \left[\begin{array}{cc} R^{0.5}\\ P_{t|t-1}^{0.5}C' & P_{t|t-1}^{0.5}CA'\\ & Q^{0.5}\end{array}\right]<\mathrm{orth.oper.}>=\left[\begin{array}{cc} R_{y}^{0.5} & KA'\\ & P_{t+1|t}^{0.5}\\ \\\end{array}\right]\]