A HUD (Heads Up Display) is a system that was originally designed for combat pilots, allowing them to get vital flight information without having to look away from the window.
The main component of every HUD system is a combiner glass (also called beamsplitter). It is a piece of glass, that in addition to being transparent, it possesses some degree of reflectivity. That way, when the glass is positioned at 45 degrees, the user can see through it, with additional image being injected from some source (CRT, LCD display etc.). This setup is demonstrated in the picture:
One major issue with this setup is focusing. When we look towards an object, our eye-brain system focuses the image on the Retina, allowing us to see it sharply. When injecting the additional image, we should take this fact into consideration, otherwise that injected image would not be properly focused, and we will not be able to understand it. The aircraft case (as well as modern use in cars) is relatively simple. Our eye is focused at large distance, "infinity", so all we have to do is to put collimation lens that make the image look as if it comes from far away. In our case the problem is more difficult. When we're in a room, looking around, the distance from the eye to the various objects is small and the eye keeps changing its focal length, so a fixed lens would not be sufficient. Actually, we didn't solve the problem at all. This fact does have an impact on the result. The Asteroid image is not seen as "floating around the room", but rather it gives a feeling of "looking through a computer screen". Nevertheless, the overall experience is pretty good.