2015-05-11 03:28:45 +02:00
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# -*- coding: utf-8 -*-
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"""
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Created on Thu May 1 16:56:49 2014
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@author: rlabbe
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"""
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import numpy as np
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from matplotlib.patches import Ellipse
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import matplotlib.pyplot as plt
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from matplotlib import cm
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from mpl_toolkits.mplot3d import Axes3D
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from numpy.random import multivariate_normal
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import stats
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def show_residual_chart():
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plt.xlim([0.9,2.5])
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plt.ylim([1.5,3.5])
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plt.scatter ([1,2,2],[2,3,2.3])
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plt.scatter ([2],[2.8],marker='o')
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ax = plt.axes()
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ax.annotate('', xy=(2,3), xytext=(1,2),
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arrowprops=dict(arrowstyle='->', ec='#004080',
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lw=2,
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shrinkA=3, shrinkB=4))
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ax.annotate('prediction', xy=(2.04,3.), color='#004080')
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ax.annotate('measurement', xy=(2.05, 2.28))
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ax.annotate('prior estimate', xy=(1, 1.9))
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ax.annotate('residual', xy=(2.04,2.6), color='#e24a33')
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ax.annotate('new estimate', xy=(2,2.8),xytext=(2.1,2.8),
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arrowprops=dict(arrowstyle='->', ec="k", shrinkA=3, shrinkB=4))
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ax.annotate('', xy=(2,3), xytext=(2,2.3),
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arrowprops=dict(arrowstyle="-",
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ec="#e24a33",
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lw=2,
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shrinkA=5, shrinkB=5))
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plt.title("Kalman Filter Predict and Update")
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plt.axis('equal')
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plt.show()
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def show_position_chart():
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""" Displays 3 measurements at t=1,2,3, with x=1,2,3"""
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plt.scatter ([1,2,3], [1,2,3], s=128, color='#004080')
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plt.xlim([0,4]);
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plt.ylim([0,4])
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plt.annotate('t=1', xy=(1,1), xytext=(0,-10),
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textcoords='offset points', ha='center', va='top')
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plt.annotate('t=2', xy=(2,2), xytext=(0,-10),
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textcoords='offset points', ha='center', va='top')
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plt.annotate('t=3', xy=(3,3), xytext=(0,-10),
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textcoords='offset points', ha='center', va='top')
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plt.xlabel("X")
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plt.ylabel("Y")
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plt.xticks(np.arange(1,4,1))
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plt.yticks(np.arange(1,4,1))
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plt.show()
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def show_position_prediction_chart():
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""" displays 3 measurements, with the next position predicted"""
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plt.scatter ([1,2,3], [1,2,3], s=128, color='#004080')
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plt.annotate('t=1', xy=(1,1), xytext=(0,-10),
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textcoords='offset points', ha='center', va='top')
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plt.annotate('t=2', xy=(2,2), xytext=(0,-10),
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textcoords='offset points', ha='center', va='top')
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plt.annotate('t=3', xy=(3,3), xytext=(0,-10),
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textcoords='offset points', ha='center', va='top')
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plt.xlim([0,5])
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plt.ylim([0,5])
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plt.xlabel("Position")
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plt.ylabel("Time")
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plt.xticks(np.arange(1,5,1))
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plt.yticks(np.arange(1,5,1))
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plt.scatter ([4], [4], c='g',s=128, color='#8EBA42')
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ax = plt.axes()
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ax.annotate('', xy=(4,4), xytext=(3,3),
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arrowprops=dict(arrowstyle='->',
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ec='g',
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shrinkA=6, shrinkB=5,
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lw=3))
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plt.show()
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def show_x_error_chart(count):
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""" displays x=123 with covariances showing error"""
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plt.cla()
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plt.gca().autoscale(tight=True)
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cov = np.array([[0.03,0], [0,8]])
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e = stats.covariance_ellipse (cov)
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cov2 = np.array([[0.03,0], [0,4]])
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e2 = stats.covariance_ellipse (cov2)
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cov3 = np.array([[12,11.95], [11.95,12]])
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e3 = stats.covariance_ellipse (cov3)
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sigma=[1, 4, 9]
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if count >= 1:
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stats.plot_covariance_ellipse ((0,0), ellipse=e, variance=sigma)
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if count == 2 or count == 3:
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stats.plot_covariance_ellipse ((5,5), ellipse=e, variance=sigma)
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if count == 3:
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stats.plot_covariance_ellipse ((5,5), ellipse=e3, variance=sigma,
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edgecolor='r')
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if count == 4:
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M1 = np.array([[5, 5]]).T
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m4, cov4 = stats.multivariate_multiply(M1, cov2, M1, cov3)
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e4 = stats.covariance_ellipse (cov4)
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stats.plot_covariance_ellipse ((5,5), ellipse=e, variance=sigma,
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alpha=0.25)
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stats.plot_covariance_ellipse ((5,5), ellipse=e3, variance=sigma,
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edgecolor='r', alpha=0.25)
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stats.plot_covariance_ellipse (m4[:,0], ellipse=e4, variance=sigma)
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#plt.ylim([0,11])
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#plt.xticks(np.arange(1,4,1))
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plt.xlabel("Position")
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plt.ylabel("Velocity")
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plt.show()
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def show_x_with_unobserved():
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""" shows x=1,2,3 with velocity superimposed on top """
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# plot velocity
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sigma=[0.5,1.,1.5,2]
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cov = np.array([[1,1],[1,1.1]])
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stats.plot_covariance_ellipse ((2,2), cov=cov, variance=sigma, axis_equal=False)
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# plot positions
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cov = np.array([[0.003,0], [0,12]])
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sigma=[0.5,1.,1.5,2]
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e = stats.covariance_ellipse (cov)
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stats.plot_covariance_ellipse ((1,1), ellipse=e, variance=sigma, axis_equal=False)
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stats.plot_covariance_ellipse ((2,1), ellipse=e, variance=sigma, axis_equal=False)
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stats.plot_covariance_ellipse ((3,1), ellipse=e, variance=sigma, axis_equal=False)
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# plot intersection cirle
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isct = Ellipse(xy=(2,2), width=.2, height=1.2, edgecolor='r', fc='None', lw=4)
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plt.gca().add_artist(isct)
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plt.ylim([0,11])
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plt.xlim([0,4])
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plt.xticks(np.arange(1,4,1))
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plt.xlabel("Position")
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plt.ylabel("Time")
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plt.show()
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def plot_3d_covariance(mean, cov):
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""" plots a 2x2 covariance matrix positioned at mean. mean will be plotted
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in x and y, and the probability in the z axis.
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Parameters
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----------
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mean : 2x1 tuple-like object
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mean for x and y coordinates. For example (2.3, 7.5)
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cov : 2x2 nd.array
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the covariance matrix
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"""
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# compute width and height of covariance ellipse so we can choose
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# appropriate ranges for x and y
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o,w,h = stats.covariance_ellipse(cov,3)
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# rotate width and height to x,y axis
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wx = abs(w*np.cos(o) + h*np.sin(o))*1.2
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wy = abs(h*np.cos(o) - w*np.sin(o))*1.2
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# ensure axis are of the same size so everything is plotted with the same
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# scale
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if wx > wy:
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w = wx
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else:
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w = wy
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minx = mean[0] - w
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maxx = mean[0] + w
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miny = mean[1] - w
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maxy = mean[1] + w
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xs = np.arange(minx, maxx, (maxx-minx)/40.)
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ys = np.arange(miny, maxy, (maxy-miny)/40.)
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xv, yv = np.meshgrid (xs, ys)
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zs = np.array([100.* stats.multivariate_gaussian(np.array([x,y]),mean,cov) \
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for x,y in zip(np.ravel(xv), np.ravel(yv))])
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zv = zs.reshape(xv.shape)
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ax = plt.figure().add_subplot(111, projection='3d')
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ax.plot_surface(xv, yv, zv, rstride=1, cstride=1, cmap=cm.autumn)
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ax.set_xlabel('X')
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ax.set_ylabel('Y')
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ax.contour(xv, yv, zv, zdir='x', offset=minx-1, cmap=cm.autumn)
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ax.contour(xv, yv, zv, zdir='y', offset=maxy, cmap=cm.BuGn)
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def plot_3d_sampled_covariance(mean, cov):
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""" plots a 2x2 covariance matrix positioned at mean. mean will be plotted
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in x and y, and the probability in the z axis.
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Parameters
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----------
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mean : 2x1 tuple-like object
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mean for x and y coordinates. For example (2.3, 7.5)
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cov : 2x2 nd.array
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the covariance matrix
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"""
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# compute width and height of covariance ellipse so we can choose
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# appropriate ranges for x and y
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o,w,h = stats.covariance_ellipse(cov,3)
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# rotate width and height to x,y axis
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wx = abs(w*np.cos(o) + h*np.sin(o))*1.2
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wy = abs(h*np.cos(o) - w*np.sin(o))*1.2
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# ensure axis are of the same size so everything is plotted with the same
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# scale
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if wx > wy:
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w = wx
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else:
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w = wy
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minx = mean[0] - w
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maxx = mean[0] + w
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miny = mean[1] - w
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maxy = mean[1] + w
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count = 1000
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x,y = multivariate_normal(mean=mean, cov=cov, size=count).T
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xs = np.arange(minx, maxx, (maxx-minx)/40.)
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ys = np.arange(miny, maxy, (maxy-miny)/40.)
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xv, yv = np.meshgrid (xs, ys)
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zs = np.array([100.* stats.multivariate_gaussian(np.array([xx,yy]),mean,cov) \
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for xx,yy in zip(np.ravel(xv), np.ravel(yv))])
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zv = zs.reshape(xv.shape)
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ax = plt.figure().add_subplot(111, projection='3d')
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ax.scatter(x,y, [0]*count, marker='.')
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ax.set_xlabel('X')
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ax.set_ylabel('Y')
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ax.contour(xv, yv, zv, zdir='x', offset=minx-1, cmap=cm.autumn)
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ax.contour(xv, yv, zv, zdir='y', offset=maxy, cmap=cm.BuGn)
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from filterpy.common import plot_covariance_ellipse
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def plot_3_covariances():
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P = [[2, 0], [0, 2]]
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plt.subplot(131)
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plot_covariance_ellipse((2, 7), cov=P, facecolor='g', alpha=0.2,
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title='|2 0|\n|0 2|', axis_equal=False)
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plt.ylim((4, 10))
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plt.gca().set_aspect('equal', adjustable='box')
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plt.subplot(132)
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P = [[2, 0], [0, 9]]
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plt.ylim((4, 10))
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plt.gca().set_aspect('equal', adjustable='box')
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plot_covariance_ellipse((2, 7), P, facecolor='g', alpha=0.2,
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axis_equal=False, title='|2 0|\n|0 9|')
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plt.subplot(133)
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P = [[2, 1.2], [1.2, 2]]
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plt.ylim((4, 10))
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plt.gca().set_aspect('equal', adjustable='box')
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plot_covariance_ellipse((2, 7), P, facecolor='g', alpha=0.2,
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axis_equal=False,
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title='|2 1.2|\n|1.2 2|')
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plt.tight_layout()
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plt.show()
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def plot_correlation_covariance():
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P = [[4, 3.9], [3.9, 4]]
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plot_covariance_ellipse((5, 10), P, edgecolor='k',
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variance=[1, 2**2, 3**2])
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plt.xlabel('X')
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plt.ylabel('Y')
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plt.gca().autoscale(tight=True)
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plt.axvline(7.5, ls='--', lw=1)
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plt.axhline(12.5, ls='--', lw=1)
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plt.scatter(7.5, 12.5, s=2000, alpha=0.5)
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plt.title('|4.0 3.9|\n|3.9 4.0|')
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plt.show()
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if __name__ == "__main__":
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#show_position_chart()
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#plot_3d_covariance((2,7), np.array([[8.,0],[0,4.]]))
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#plot_3d_sampled_covariance([2,7], [[8.,0],[0,4.]])
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#show_residual_chart()
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#show_position_chart()
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show_x_error_chart(4)
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