Added likelihood and orthogonal projections
Added the likelihood equations/form from the discrete bayes chapter to better tie in that form of reasoning. then I converted the 1d equations to the orthogonal projection form to show how the Kalman gain is computed and where the residual comes from computationally. This should make the full KF equations much more approachable.
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@@ -19,9 +19,9 @@ from __future__ import (absolute_import, division, print_function,
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import book_plots as bp
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import matplotlib.pyplot as plt
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def plot_dog_track(xs, measurement_var, process_var):
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def plot_dog_track(xs, dog, measurement_var, process_var):
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N = len(xs)
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bp.plot_track([0, N-1], [1, N])
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bp.plot_track(dog)
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bp.plot_measurements(xs, label='Sensor')
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bp.set_labels('variance = {}, process variance = {}'.format(
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measurement_var, process_var), 'time', 'pos')
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