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add transpose in markdown comment
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Johanna Haffner authored and patrick-kidger committed Jan 3, 2025
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Expand Up @@ -207,7 +207,7 @@
"\n",
"Note how we use `equinox` to combine the Kalman-Filter logic in `__call__` and the Kalman-Filter parameters $Q$ , $R$ in one object.\n",
"\n",
"The matrices $Q$ and $R$ must be positive-definite. To ensure that this property always holds, we fit a matrices $Q'$ and $R'$ instead, and obtain $Q$ and $R$ from their matrix-matrix products. (I.e. $Q = Q' \\cdot Q'$, with $Q'$ square.)"
"The matrices $Q$ and $R$ must be positive-definite. To ensure that this property always holds, we fit a matrices $Q'$ and $R'$ instead, and obtain $Q$ and $R$ from their matrix-matrix products. (I.e. $Q = Q'^T \\cdot Q'$, with $Q'$ square.)"
]
},
{
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