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\begin{equation}
\begin{align}
\mathbf{x_{t}=f_{t}(x_{t-1},u_{t})}\\
\mathbf{y_{t}=g_{t}(x_{t},v_{t})}
\label{eq:state-space&obs-equ}
\end{align}
\end{equation}

I want that y(t) equation should come on next line but it comes on same line? how to solve this problem?

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Use \mathbf{x_{t}}&=\mathbf{f_{t}(x_{t-1},u_{t})}\\ \mathbf{y_{t}}&=\mathbf{g_{t}(x_{t},v_{t})} –  Sigur Jul 28 at 18:34
    
I already done this, but equations come on one line –  zurr Jul 28 at 18:36
    
You can not nest equation and align. Use only align. –  Sigur Jul 28 at 18:36
    
Ok, I do not nest them, but when I use \begin{align} and \end{align} there comes some error –  zurr Jul 28 at 18:39
    
Please, note that you have to use \mathbf twice since the use of &=. Correct the braces {}. –  Sigur Jul 28 at 18:43

3 Answers 3

\documentclass{article}
\usepackage{mathtools}
\begin{document}

\boldmath
\begin{align}
\begin{aligned}
x_t &= f_t(x_{t-1},u_t)\\
y_t &= g_t(x_t,v_t)
\end{aligned}\label{eq:state-space&obs-equ}
\end{align}

\unboldmath
\begin{align}
x_t &= f_t(x_{t-1},u_t)   &  y_t &= g_t(x_t,v_t)
\end{align}

\end{document}

However, it is not a good idea to set the complete equations in bold.

enter image description here

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still error, i am using winedit –  zurr Jul 28 at 18:42
    
and I want to be equation 1 and not equation 1 &2 –  zurr Jul 28 at 18:46
    
see my edited answer. –  Herbert Jul 28 at 18:49
\documentclass[border=12pt,preview]{standalone} % change it back to your document class
\usepackage{mathtools}

\begin{document}
\section*{side-by-side}
\begin{align}
x_{t} &= f_{t}(x_{t-1},u_{t}) & y_{t} &=g_{t}(x_{t},v_{t}) \label{eq:label1}
\end{align}
Please see equation~\ref{eq:label1} on page~\pageref{eq:label1}.

\section*{split with single number}
\begin{equation}
\begin{split}
x_{t} &= f_{t}(x_{t-1},u_{t}) \\
y_{t} &=g_{t}(x_{t},v_{t}) 
\end{split}\label{eq:label2}
\end{equation}
Please see equation~\ref{eq:label2} on page~\pageref{eq:label2}.

\section*{aligned with single number}
\begin{equation}
\!
\begin{aligned}
x_{t} &= f_{t}(x_{t-1},u_{t}) \\
y_{t} &=g_{t}(x_{t},v_{t}) 
\end{aligned}\label{eq:label3}
\end{equation}
Please see equation~\ref{eq:label3} on page~\pageref{eq:label3}.
\end{document}

enter image description here

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The problem is simply that you can't use align inside equation (and LaTeX will show you an error message that should tell you something is wrong with this). Just delete the \begin{equation} and \end{equation} lines. This should work fine:

\documentclass{article}
\usepackage{amsmath}
\begin{document}
 \begin{align}
  \mathbf{x_{t}=f_{t}(x_{t-1},u_{t})}\\
  \mathbf{y_{t}=g_{t}(x_{t},v_{t})}
  \label{eq:state-space&obs-equ}
 \end{align}
\end{document}

There are other things you may want to fix about this, e.g. putting in alignment points with &, but the minimum change required to fix the problem you're having now is getting rid of that equation environment.

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