typo measurement covariance -> system uncertainty #263

Author: rlabbe

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",