$$
\def\v{\boldsymbol}
\def\m{\boldsymbol}
\def\trans{^\mathsf{T}}
\def\inv{^{-1}}
\def\bmat{\begin{pmatrix}}
\def\emat{\end{pmatrix}}
\def\diag{\operatorname{diag}}
\def\tr{\operatorname{tr}}
\def\ad{\operatorname{ad}}
\def\Ad{\operatorname{Ad}}
\def\E{\operatorname{E}}
\def\det#1{| #1 |}
\def\her{^\mathsf{H}}
\def\wed{\wedge}
\def\given{\mid}
\def\defeq{\triangleq}
\def\Ys{{\cal Y}}
\def\argmin{\mathop{\mathrm{argmin}}}
\def\argmax{\mathop{\mathrm{argmax}}}
\def\blockdiag{\mathop{\mathrm{blockdiag}}}
\def\inner#1{\langle #1 \rangle}
$$