--- a/pykalman/utils.py
+++ b/pykalman/utils.py
@@ -70,7 +70,10 @@
             cv_chol = linalg.cholesky(cv + min_covar * np.eye(n_dim),
                                       lower=True)
         cv_log_det = 2 * np.sum(np.log(np.diagonal(cv_chol)))
-        cv_sol = solve_triangular(cv_chol, (X - mu).T, lower=True).T
+        try:
+            cv_sol = solve_triangular(cv_chol, (X - mu).T, lower=True).T
+        except ValueError:
+            cv_sol = np.linalg.solve(cv_chol, (X - mu).T).T
         log_prob[:, c] = - .5 * (np.sum(cv_sol ** 2, axis=1) + \
                                      n_dim * np.log(2 * np.pi) + cv_log_det)