diff --git a/README.md b/README.md index 9128013..a284913 100644 --- a/README.md +++ b/README.md @@ -63,7 +63,7 @@ $$ ### Gradients for the initial condition $`y_t|_{t \leq 0}`$ The initial conditions provide an entry point at $t=1$ for filtering, as we cannot evaluate $t=-\infty$. -Let us assume $`A_{t, :}|_{t \leq 0} = 0`$ so $`y_t|_{t \leq 0} = x_t|_{t \leq 0}`$, which also means $`\frac{\partial \mathcal{L}}{y_t}|_{t \leq 0} = \frac{\partial \mathcal{L}}{x_t}|_{t \leq 0}`$. +Let us assume $`A_{t, :}|_{t \leq 0} = 0`$ so $`y_t|_{t \leq 0} = x_t|_{t \leq 0}`$, which also means $`\frac{\partial \mathcal{L}}{\partial y_t}|_{t \leq 0} = \frac{\partial \mathcal{L}}{\partial x_t}|_{t \leq 0}`$. Thus, the initial condition gradients are $$