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[kalman] update RV notation#900

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kal_rv
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[kalman] update RV notation#900
longye-tian wants to merge 1 commit into
mainfrom
kal_rv

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@longye-tian
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Hi @mmcky

This PR updates the RV notation following #898 .

In particular, this extends the new uppercase/lowercase convention to the Implementation section and Exercises:

  • use $X_t$ and $Y_t$ for random state and signal variables;
  • keep lowercase notation for realizations, density arguments, filter estimates, and code variables;
  • clarify that the Exercise 3 plotted errors use simulated realizations.

Best,
Longye

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