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\documentclass[10pt]{article}
\usepackage{amsmath,amssymb}
\usepackage{amsfonts}
\begin{document}
\begin{align*}%3.7
\begin{bmatrix}
y_1\\
\vdots\\
y_T
\end{bmatrix}
&=
\begin{bmatrix}
{\cal{G}}(x_{(:,1)},{\bf W})\\
\vdots\\
{\cal{G}}(x_{(:,T)},{\bf W})
\end{bmatrix}
&+
&\begin{bmatrix}
\epsilon_1\\
\vdots\\
\epsilon_T
\end{bmatrix}
=&
{\bf W}^T
\begin{bmatrix}
{\phi}_1(x_{(:,1)})^T\\
\vdots\\
{\phi}_T(x_{(:,T)})^T
\end{bmatrix}
+
\begin{bmatrix}
\epsilon_1\\
\vdots\\
\epsilon_T
\end{bmatrix} \\
{\bf Y} &= {\cal{G}}({\bf X},{\bf W}) &+ {\boldsymbol \epsilon}& =& {\bf W}^T{\bf \Phi({\bf X})} + {\boldsymbol \epsilon}
\end{align*}
\end{document}
I thought I could do this by using & symbol, but I dont seem able to. Can anyone help? thank you