\documentclass[12pt]{article} \usepackage{amssymb,amsmath,amscd,concmath,amsfonts} \usepackage{color} \pagestyle{empty} \begin{document} \begin{equation*} \aligned P[k+1] &= A P[k] A^T + F R_v F^T - A P[k] C^T L^T - L C P[k] A^T + L R_\epsilon L^T \\ &= A P[k] A^T + F R_v F^T + \bigl(L \!-\! A P[k] C^T R_\epsilon^{-1} \bigr) R_\epsilon \bigl(L \!-\! A P[k] C^T R_\epsilon^{-1} \bigr)^T \\ &\qquad - A P[k] C^T R_\epsilon^{-1} C P^T[k] A^T. \endaligned \end{equation*} \end{document}