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typo measurement covariance -> system uncertainty #263

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Roger Labbe 2020-05-04 17:14:22 -07:00
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14-Adaptive-Filtering.ipynb
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@ -627,7 +627,7 @@
"\n",
"$$ \\epsilon = \\mathbf{y^\\mathsf{T}S}^{-1}\\mathbf{y}$$\n",
"\n",
"where $\\mathbf{y}$ is the residual and $\\mathbf{S}$ is the measurement covariance, which has the equation\n",
"where $\\mathbf{y}$ is the residual and $\\mathbf{S}$ is the system uncertainty (covariance), which has the equation\n",
"\n",
"$$\\mathbf{S} = \\mathbf{HPH^\\mathsf{T}} + \\mathbf{R}$$\n",
"\n",