I was reading a IEEE transaction paper on how to calculate Measurement and Process noise matrix of the Kalman filter when they are unknown. The title of the paper was "On the identification of variances and adaptive Kalman filtering" by Mehra.

https://ieeexplore.ieee.org/document/1099422

As shown in the attached image, In equation 4 of the paper, the term M0 exist on the both sides L.H.S and R.H.S sides of the equations. I do not understand why it is written in such a manner. Do I need to simiplify it to find the value of M0 or my understanding of the equation is incorrect. phi in the equation is a non singular transition matrix,

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