Measurements

We denote as ${\bf z}_{m,j}$ the j^th the measurement vector at time m. Then, ${\bf Z}_m =\{ {\bf z}_{m,j}; j=1,2, ... , J_m \}$ is the set of J_m measurement vectors at time m, and ${\cal Z}^n = \{ {\bf Z}_1 , {\bf Z}_2 , ... {\bf Z}_n \}$denotes the set of all measurement vectors up to time n.