Equation annotations in a multiline equation

[Abiel Reinhart]

I'm trying to understand how I can add annotations that sit to the
right of each line of a multiline equation. For example, in a proof,
such annotations might provide justification for each step in the
proof.

In pure LaTeX I could accomplish this like so:

\begin{align*}
        h(x) &= \int_a^b{[f(x)+g(x)]dx} && \text{(Some annotation)}\\
        &= \int_a^b{y(x)dx} && \text{(Another annotation)}
\end{align*}'

However, I'm not sure how to achieve the same effect in LyX.

Abiel