Exact(60)
where an equality follows from the following Markov chain: (B.25).
where the first equality follows from the following Markov chain: (A.22).
Hence the first equality follows.
Therefore, the last equality follows.
where the last equality follows from.
where the final equality follows from (31).
The initialasttion of thequality is treated followsthen the measurement update step, the time update step, and fromlly the resampling.
where the last equality follows from (2.4c).
If so, the desired equality follows.
where the second equality follows from (14).
The third equality follows from (52) and (54).
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