Merge pull request #1726 from chenhaotian:main

PiperOrigin-RevId: 565167700
tensorflow · Sep 13, 2023 · e5f85c6 · e5f85c6
2 parents 092bc6c + 4c71cd3
commit e5f85c6
Showing 1 changed file with 1 addition and 1 deletion.
diff --git a/tensorflow_probability/python/distributions/linear_gaussian_ssm.py b/tensorflow_probability/python/distributions/linear_gaussian_ssm.py
@@ -1831,7 +1831,7 @@ def linear_gaussian_update(
   #  P* = P - K * H * P
   # but this is prone to numerical issues because it subtracts a
   # value from a PSD matrix.  We choose instead to use the more
-  # expensive Jordan form update
+  # expensive Joseph form update
   #  P* = (I - K H) * P * (I - K H)' + K R K'
   # which always produces a PSD result. This uses
   #  tmp_term = (I - K * H)'