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Machine Learning: An Algorithmic Perspective - Python sources that came with the book
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In the line 42 of [Kalman Filter](https://github.com/tback/MLBook_source/blob/master/15%20Graphical%20Models/Kalman.py), should not `error_cov` be updated by `cov_est` instead of `cov` since `cov` is basically the best co-variance estimate from last step?
