From b2d34245abdf8304e4421805230c23a42a17cf9e Mon Sep 17 00:00:00 2001
From: Roger Labbe <rlabbejr@gmail.com>
Date: Mon, 4 May 2020 17:14:22 -0700
Subject: [PATCH] typo measurement covariance -> system uncertainty #263

---
 14-Adaptive-Filtering.ipynb | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

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",