Is a spelling error?

[hardmann]

Dear Tom:

In Chapter 10, page 311, User's guide, Equation 3, eg, Σt|t-1=At*Σt|t-1*A't + FtMtF't, Is a spelling error? Σ of left and right hand of equation is identical. Is Σ of right hand of equation Σt-1|t-1 or other?

Best regard
Hardmann

[TomDoan]

It should be sigma(t-1|t-1) on the right side.