4.5. Multivariate processes
In certain practical problems, we may have to consider the state process 
and the observation process 
which are such that:
where ∀j and 
and 
.
We thus say that:
– Xj and Yj are multivectors (vectors because the 
and the 
belong to the vector space L2; multi because Xj and Yj are sets of several vectors);
– n is the order of the multivector Xj and m is the order of the multivectors Yj;
– 
and 
;
– and are multivariate processes, until this point the processes considered ...
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