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I came across the symbol $\mathfrak{R}$ in the Kalman introduction: Kalman Filter Intro

$$ x\in \mathfrak{R}^m $$ It was used in this context:

$$ x_{k} = Ax_{k–1} + Bu_{k – 1} + w_{k – 1} $$ What does $\mathfrak{R}$ stand for?

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migrated from mathematica.stackexchange.com Jul 7 '16 at 9:54

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It means $x$ is an $m$-vector of real values. $\mathfrak{R}$ itself is the set of real numbers.

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    $\begingroup$ I'd like to point out that nowadays $\mathbb{R}^m$ ("blackboard bold") is much more common. $\endgroup$ – Matt L. Jul 7 '16 at 11:10
  • $\begingroup$ @MattL. Yes! ℜ is just bad typography. $\endgroup$ – Peter K. Jul 7 '16 at 11:25
  • $\begingroup$ haha great! I have seen ℝ (the blackboard bold) much more often. I didn't realize they were the same thing! $\endgroup$ – andor kesselman Jul 7 '16 at 20:55

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