diff --git a/14-Adaptive-Filtering.ipynb b/14-Adaptive-Filtering.ipynb index b8ae16a..5f2db45 100644 --- a/14-Adaptive-Filtering.ipynb +++ b/14-Adaptive-Filtering.ipynb @@ -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",