What does the notation x[n|n+1] mean.

I see this a lot in the documentation for discrete systems but am not familiar with the notation.

Answer 1

[Youssef Khmou]

The notation X[n+1|n] means the equation that relates the state a discrete instants n+1 and n ( eventually X[n|n-1]), in probability theory P[n+1|n] is conditional probability of event at n+1 given the event at n .