comma Z 2 comma sorry C 1 comma C 1 C 0 and then here we multiply Z 2 given X 2 so at this point we have P Z 2 comma X 2 comma Z 1 comma Z 0 which is indeed what we have over here and so what we see is that we can recursively compute the Joint Distribution between the latest state variable X 2 and all past observations and the calculation we do is pretty much the same every time we just multiply in an observation they will multiply in the dynamics model and sum over the past variable then we multiply in the next observation