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`gaussian_dlm_obs` summary does not state if sequential processing is used
When V is a vector sequential processing is used. This should be explicit in the first paragraph. Right now it just says that a more effecient processing can be used when V is a diagonal matrix. So the user does not know if Stan ever does this sequential processing or only if a diagonal matrix is supplied. In fact, it is used only when V is a vector see https://github.com/stan-dev/math/blob/c0de977b5a3c701b1e71c4f7a15d806b0159d4c6/stan/math/prim/prob/gaussian_dlm_obs_lpdf.hpp#L40
Doc is at https://mc-stan.org/docs/2_26/functions-reference/gaussian-dynamic-linear-models.html#ref-DurbinKoopman:2001