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I've seen the pattern ABA', where A and B are matrices, and ' stands for the transpose, many times so I want to know if there is an intuition for this pattern.

I did some development to see what the resulting matrix would look like and I got this:

Let A be a matrix of dimensions (l,m),
    B be a matrix of dimensions (m,m) and
    R = ABA'.
Then:

• Is my development correct?
• When does this pattern occur? (I've seen it a lot in machine learning).

One context where I've seen this pattern is in the equations of the Kaman filter (taken from wikipedia) :

I've seen the pattern ABA', where A and B are matrices, and ' stands for the transpose, many times so I want to know if there is an intuition for this pattern.

I did some development to see what the resulting matrix would look like and I got this:

Let A be a matrix of dimensions (l,m),
    B be a matrix of dimensions (m,m) and
    R = ABA' with dimensions (l,l)
Then:

• Is my development correct?
• When does this pattern occur? (I've seen it a lot in machine learning).

One context where I've seen this pattern is in the equations of the Kaman filter (taken from wikipedia) :

I've seen the pattern ABA', where A and B are matrix, and ' stands for the transpose, many times so I want to know if there is an intuition for this pattern.

I did some development to see what the resulting matrix would look like and I got this:

Let A be a matrix of dimensions (l,m),
    B be a matrix of dimensions (m,m) and
    R = ABA'.
Then:

• Is my development correct?
• When does this pattern occur? (I've seen it a lot in machine learning).

One context where I've seen this pattern is in the equations of the Kaman filter (taken from wikipedia) :

I've seen the pattern ABA', where A and B are matrices, and ' stands for the transpose, many times so I want to know if there is an intuition for this pattern.

I did some development to see what the resulting matrix would look like and I got this:

Let A be a matrix of dimensions (l,m),
    B be a matrix of dimensions (m,m) and
    R = ABA'.
Then:

• Is my development correct?
• When does this pattern occur? (I've seen it a lot in machine learning).

One context where I've seen this pattern is in the equations of the Kaman filter (taken from wikipedia) :

I've seen the pattern ABA', where A and B are matrix, and ' stands for the transpose, many times so I want to know if there is an intuition for this pattern.

I did some development to see what the resulting matrix would look like and I got this:

Let A be a matrix of dimensions (l,m),
    B be a matrix of dimensions (m,m) and
    R = ABA'.
Then:

• Is my development correct?
• When does this pattern occur? (I've seen it a lot in machine learning).

I've seen the pattern ABA', where A and B are matrix, and ' stands for the transpose, many times so I want to know if there is an intuition for this pattern.

I did some development to see what the resulting matrix would look like and I got this:

Let A be a matrix of dimensions (l,m),
    B be a matrix of dimensions (m,m) and
    R = ABA'.
Then:

• Is my development correct?
• When does this pattern occur? (I've seen it a lot in machine learning).

One context where I've seen this pattern is in the equations of the Kaman filter (taken from wikipedia) :