matrix will have to take derivatives of that thing and so turns out nice closed form for this if you don't know about this you might say oh well no closed-form impossible is gonna have to do this numerically but it turns out you can do it as in closed form alright so how about a full we observed linear Gaussian Basin filter setting so you have XT plus 1 equals ax t plus bu t + WT ZT plus 1 equals CX T plus D plus V T there's a standard common filter type setting if everything is observed you can actually apply maximum