approximates the law of X_t|Y_t,X_{t-1}
        
        returns a tuple of size 3: loc, cov, logpyt

def approx_post(self, xp, yt):
        """ approximates the law of X_t|Y_t,X_{t-1}
        
        returns a tuple of size 3: loc, cov, logpyt
        """
        xmax, Q = self.approx_likelihood(yt)
        G = np.eye(self.dx)
        covY = linalg.inv(Q)
        pred = kalman.MeanAndCov(mean=self.predmean(xp), cov=self.SigX)
        return kalman.filter_step(G, covY, pred, xmax)