A lot of intimidating math that will make all self-attention tutorials seem like a walk in the park in comparison. Luckily subsequent state space models building on S4 (DSS, S4D and newer ones like Mamba) simplified the primitives and the math used.
Some of concepts are better explained here than anywhere else, and make it straightforward to make sense of Mamba, which is increasingly popular.
S4D: On the Parameterization and Initialization of Diagonal State Space Models (https://arxiv.org/abs/2206.11893)