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Equation (2) should be \Sigma^{-1} = \Sigma_1^{-1} + \Sigma_2^{-1}
" In all the simulations of the supplemental video, the threshold is set to double the the cost of the previous iteration’s best trajectory."
Should be:
" In all the simulations of the supplemental video, the threshold is set to double the the cost of the previous iteration’s best trajectory's last transition's cost."